The Ray Dalio All Weather Portfolio 2x Leveraged is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 37.5% on the Stock Market and for 7.5% on Commodities.
In the last 10 Years, the Ray Dalio All Weather Portfolio 2x Leveraged obtained a 8.70% compound annual return, with a 14.08% standard deviation.
Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:
The Ray Dalio All Weather Portfolio 2x Leveraged can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
30.00 % | SSO | ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap | |
7.50 % | DIG | ProShares Ultra Oil & Gas | 2x, Equity, U.S., Value | |
40.00 % | UBT | ProShares Ultra 20+ Year Treasury | 2x, Bond, U.S., Long-Term | |
15.00 % | UST | ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term | |
7.50 % | UGL | ProShares Ultra Gold | 2x, Commodity, Gold |
Portfolio and ETF Returns
The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Ray Dalio All Weather Portfolio 2x Leveraged | 0.06 | 1.68 | -12.41 | -26.81 | -18.87 | 6.83 | 8.70 | |
US Inflation Adjusted return | -12.41 | -29.66 | -24.58 | 3.12 | 6.09 | |||
Components | ||||||||
SSO ProShares Ultra S&P 500 |
-0.68 |
03:00PM Jul 05 2022 |
1.40 | -16.73 | -38.61 | -24.68 | 15.42 | 21.28 |
DIG ProShares Ultra Oil & Gas |
-10.19 |
02:58PM Jul 05 2022 |
-7.80 | -31.80 | 56.48 | 66.68 | -3.25 | -3.63 |
UBT ProShares Ultra 20+ Year Treasury |
3.02 |
02:58PM Jul 05 2022 |
4.25 | -2.85 | -39.95 | -36.95 | -3.33 | -0.28 |
UST ProShares Ultra 7-10 Year Treasury |
1.04 |
02:26PM Jul 05 2022 |
3.21 | -1.93 | -20.45 | -21.16 | -0.63 | 0.66 |
UGL ProShares Ultra Gold |
-4.48 |
02:57PM Jul 05 2022 |
-4.57 | -3.55 | -5.53 | -1.26 | 8.44 | -3.39 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%
Portfolio Dividends
In 2021, the Ray Dalio All Weather Portfolio 2x Leveraged granted a 0.32% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Ray Dalio All Weather Portfolio 2x Leveraged. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-12.41
|
-12.41
|
-12.41
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-21.99
|
-23.00
|
-21.99
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-26.81
|
-29.66
|
-26.81
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-26.81
|
-29.66
|
-26.81
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-18.87
|
-24.58
|
21.28
|
-26.81
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
4.44
|
-0.06
|
17.41
|
-26.81
Jan 2022 - Jun 2022
|
21 - 15
58% pos
|
5Y(*)
|
6.83
|
3.12
|
15.71
|
-26.81
Jan 2022 - Jun 2022
|
38 - 22
63% pos
|
10Y(*)
|
8.70
|
6.09
|
14.08
|
-26.81
Jan 2022 - Jun 2022
|
76 - 44
63% pos
|
MAX(*)
01 Mar 2010
|
12.11
|
9.47
|
13.43
|
-26.81
Jan 2022 - Jun 2022
|
98 - 50
66% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1805.56$, with a net total return of 80.56% (6.09% annualized).
The Inflation Adjusted Capital now would be 3051.84$, with a net total return of 205.18% (9.47% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-26.81% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 |
-14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 |
-11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 |
-9.99% | May 2013 | Jun 2013 | 2 | Jan 2014 | 7 | 9 |
-4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
-3.39% | Oct 2012 | Dec 2012 | 3 | Mar 2013 | 3 | 6 |
-1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.45% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-0.49% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-0.43% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-26.81% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 |
-14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 |
-11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 |
-9.99% | May 2013 | Jun 2013 | 2 | Jan 2014 | 7 | 9 |
-4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.82% | Jun 2011 | Jun 2011 | 1 | Jul 2011 | 1 | 2 |
-3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
-3.39% | Oct 2012 | Dec 2012 | 3 | Mar 2013 | 3 | 6 |
-2.17% | Mar 2012 | Mar 2012 | 1 | Apr 2012 | 1 | 2 |
-2.00% | May 2010 | May 2010 | 1 | Jun 2010 | 1 | 2 |
-1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.73% | Oct 2010 | Nov 2010 | 2 | Feb 2011 | 3 | 5 |
-1.45% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-0.49% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-0.43% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Rolling Returns ( more details)
Ray Dalio All Weather Portfolio 2x Leveraged: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
14.77 |
40.90 Feb 2011 - Jan 2012 |
-18.87 Jul 2021 - Jun 2022 |
12.41% |
2 Years |
13.86 |
31.21 Mar 2010 - Feb 2012 |
-3.34 Jul 2020 - Jun 2022 |
1.60% |
3 Years |
13.16 |
24.32 Jan 2019 - Dec 2021 |
3.61 Mar 2015 - Feb 2018 |
0.00% |
5 Years |
12.11 |
22.37 Mar 2010 - Feb 2015 |
6.83 Jul 2017 - Jun 2022 |
0.00% |
7 Years |
11.91 |
16.12 Mar 2010 - Feb 2017 |
7.46 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
13.39 |
15.67 Aug 2010 - Jul 2020 |
8.70 Jul 2012 - Jun 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns page.
Seasonality
Ray Dalio All Weather Portfolio 2x Leveraged: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
2.27 75% |
0.80 67% |
0.57 54% |
1.73 77% |
0.59 62% |
0.11 69% |
2.92 92% |
1.95 67% |
-0.38 33% |
0.20 58% |
0.92 67% |
0.80 75% |
Best Year |
8.0 2015 |
5.3 2011 |
5.9 2019 |
7.4 2020 |
3.8 2014 |
8.6 2016 |
8.8 2020 |
8.3 2019 |
5.8 2011 |
9.6 2021 |
6.8 2020 |
3.1 2017 |
Worst Year |
-4.1 2022 |
-7.3 2018 |
-3.7 2020 |
-13.2 2022 |
-4.5 2013 |
-12.4 2022 |
-1.4 2014 |
-4.7 2015 |
-4.8 2014 |
-9.1 2018 |
-5.7 2016 |
-3.4 2015 |
Monthly/Yearly Returns
Ray Dalio All Weather Portfolio 2x Leveraged monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-26.81 | -29.66 | -4.1 | -0.9 | -1.3 | -13.2 | 2.7 | -12.4 | ||||||
2021 |
+19.72 | +11.79 | -4.0 | -0.5 | -0.9 | 6.0 | 2.9 | 4.6 | 2.6 | 1.3 | -4.4 | 9.6 | -0.4 | 2.2 |
2020 |
+19.68 | +18.17 | 6.2 | 0.9 | -3.7 | 7.4 | 0.1 | 1.2 | 8.8 | -2.4 | -2.6 | -5.5 | 6.8 | 2.2 |
2019 |
+34.09 | +31.12 | 7.0 | 1.0 | 5.9 | 0.6 | -0.5 | 7.7 | 0.6 | 8.3 | -1.9 | 0.2 | 1.2 | 0.2 |
2018 |
-10.77 | -12.45 | 0.9 | -7.3 | 0.9 | -1.0 | 3.2 | 0.3 | 0.7 | 2.3 | -1.9 | -9.1 | 2.2 | -1.8 |
2017 |
+21.37 | +18.84 | 1.8 | 4.0 | -0.8 | 1.9 | 2.0 | 0.4 | 1.2 | 3.3 | -0.8 | 1.2 | 2.6 | 3.1 |
2016 |
+11.11 | +8.88 | 2.9 | 4.4 | 4.5 | 1.3 | 0.0 | 8.6 | 3.9 | -1.8 | -0.6 | -6.5 | -5.7 | 0.8 |
2015 |
-8.24 | -8.82 | 8.0 | -3.6 | -0.6 | -1.6 | -2.1 | -5.8 | 3.1 | -4.7 | -0.9 | 5.6 | -1.5 | -3.4 |
2014 |
+32.31 | +31.45 | 3.5 | 4.6 | 0.6 | 3.1 | 3.8 | 2.6 | -1.4 | 7.0 | -4.8 | 3.3 | 3.5 | 3.0 |
2013 |
+8.66 | +7.04 | 1.1 | 1.2 | 2.6 | 4.0 | -4.5 | -5.7 | 3.8 | -3.5 | 3.3 | 5.6 | 0.2 | 0.9 |
2012 |
+12.34 | +10.40 | 4.7 | 0.8 | -2.2 | 3.1 | 0.9 | 1.5 | 4.7 | 1.1 | 0.8 | -2.9 | 1.2 | -1.7 |
2011 |
+33.40 | +29.44 | -0.9 | 5.3 | 0.2 | 5.5 | 1.3 | -3.8 | 4.4 | 6.0 | 5.8 | 1.7 | 1.8 | 2.4 |
2010 |
- | - | 2.1 | 5.4 | -2.0 | 2.5 | 2.8 | 6.6 | 3.4 | -0.9 | -0.9 | 1.7 |
Portfolio efficiency
Is the Ray Dalio All Weather Portfolio 2x Leveraged actually efficient, compared to other Lazy Portfolios?
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+0.91 | +9.98 | -15.32 | 30 | 55 | 15 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+0.35 | +9.91 | -12.29 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio 2x Leveraged |
+0.81 | +6.91 | -21.26 | 25 | 50 | 25 | ||
All Weather Portfolio 2x Leveraged Ray Dalio |
+1.68 | +6.83 | -26.81 | 37.5 | 55 | 7.5 | ||
All Weather Portfolio Ray Dalio |
+0.76 | +5.36 | -13.67 | 30 | 55 | 15 | ||
Permanent Portfolio Harry Browne |
+0.22 | +5.19 | -11.14 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio |
+0.43 | +5.13 | -10.97 | 25 | 50 | 25 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
Best Classic Portfolios, with Medium Risk
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+1.08 | +7.28 | -15.18 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 |
+0.96 | +6.06 | -14.74 | 40 | 60 | 0 | ||
Robo Advisor 50 Betterment |
+0.01 | +5.43 | -14.95 | 49.9 | 50.1 | 0 | ||
Edge Select Moderately Conservative Merrill Lynch |
+0.59 | +5.16 | -13.99 | 37 | 63 | 0 | ||
Lifepath Fund iShares |
+0.54 | +5.13 | -14.06 | 40.4 | 59.6 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.