Data Source: from March 2010 to October 2022 (~13 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.71%
1 Day
Nov 29 2022, 03:59PM Eastern Time
8.25%
Current Month
November 2022

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 7.73% compound annual return, with a 15.55% standard deviation.

Asset Allocation and ETFs

The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:

37.5% Stocks
55% Fixed Income
7.5% Commodities

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
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y MAX
(~13Y)
Ray Dalio All Weather Portfolio 2x Leveraged -0.71 8.25 8.98 -14.75 -29.36 4.69 7.73 11.30
US Inflation Adjusted return 8.54 -17.30 -34.44 0.80 5.03 8.54
Components
SSO
ProShares Ultra S&P 500
-0.32 03:59PM
Nov 29 2022
3.75 15.74 -15.18 -32.81 13.14 20.65 11.58
DIG
ProShares Ultra Oil & Gas
2.53 03:59PM
Nov 29 2022
0.26 50.69 37.13 124.14 3.50 -0.67 -1.99
UBT
ProShares Ultra 20+ Year Treasury
-2.00 03:59PM
Nov 29 2022
13.07 -12.83 -36.31 -58.65 -10.25 -3.73 2.50
UST
ProShares Ultra 7-10 Year Treasury
-0.50 10:48AM
Nov 29 2022
5.39 -2.80 -15.55 -32.06 -3.74 -1.01 2.86
UGL
ProShares Ultra Gold
1.02 03:59PM
Nov 29 2022
14.16 -4.16 -28.66 -21.43 2.97 -6.80 2.59
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57%

Portfolio Metrics as of Oct 31, 2022

Metrics of Ray Dalio All Weather Portfolio 2x Leveraged, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Portfolio Metrics
Data Source: 1 March 2010 - 31 October 2022 (~13 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio
Return (%)
8.98 -13.63 -14.75 -29.36 0.29 4.69 7.73 11.30
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.55
Infl. Adjusted
Return (%)
8.54 -14.14 -17.30 -34.44 -4.50 0.80 5.03 8.54
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 27.21 20.81 18.36 15.55 14.57
Sharpe Ratio -1.10 -0.01 0.20 0.46 0.50
Sortino Ratio -1.51 -0.01 0.26 0.61 0.66
MAXIMUM DRAWDOWN
Drawdown Depth (%) -36.33 -36.33 -36.33 -36.33 -36.33
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 9 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 40.90 24.32 22.37 15.67
Worst Return (%) -29.36 -2.47 3.14 6.49
% Positive Periods 85% 99% 100% 100%
MONTHS
Positive 1 1 3 4 20 37 75 100
Negative 0 2 3 8 16 23 45 52
% Positive 100% 33% 50% 33% 56% 62% 63% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.96 23.97 14.62 18.74
Perpetual WR (%) 0.00 0.80 4.79 7.87
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
 
Asset SSO DIG UBT UST UGL
SSO
1.00
0.61
0.37
0.54
0.15
DIG
0.61
1.00
-0.05
0.20
0.00
UBT
0.37
-0.05
1.00
0.88
0.17
UST
0.54
0.20
0.88
1.00
0.10
UGL
0.15
0.00
0.17
0.10
1.00
 
 
 
 
 
Asset SSO DIG UBT UST UGL
SSO
1.00
0.67
-0.04
0.00
0.15
DIG
0.67
1.00
-0.34
-0.32
-0.10
UBT
-0.04
-0.34
1.00
0.91
0.34
UST
0.00
-0.32
0.91
1.00
0.31
UGL
0.15
-0.10
0.34
0.31
1.00
 
 
 
 
 
Asset SSO DIG UBT UST UGL
SSO
1.00
0.66
-0.10
-0.07
0.03
DIG
0.66
1.00
-0.34
-0.32
-0.04
UBT
-0.10
-0.34
1.00
0.92
0.37
UST
-0.07
-0.32
0.92
1.00
0.38
UGL
0.03
-0.04
0.37
0.38
1.00
 
 
 
 
 
Asset SSO DIG UBT UST UGL
SSO
1.00
0.70
-0.28
-0.21
0.06
DIG
0.70
1.00
-0.42
-0.38
0.01
UBT
-0.28
-0.42
1.00
0.90
0.25
UST
-0.21
-0.38
0.90
1.00
0.32
UGL
0.06
0.01
0.25
0.32
1.00

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.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 2012, now would be worth 2105.39$, with a total return of 110.54% (7.73% annualized).

The Inflation Adjusted Capital now would be 1634.20$, with a net total return of 63.42% (5.03% annualized).
An investment of 1000$, since March 2010, now would be worth 3881.20$, with a total return of 288.12% (11.30% annualized).

The Inflation Adjusted Capital now would be 2822.76$, with a net total return of 182.28% (8.54% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.33% Jan 2022 Sep 2022 9 in progress 1 10
-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
-1.91% Sep 2019 Sep 2019 1 Jan 2020 4 5
-1.72% Dec 2012 Dec 2012 1 Feb 2013 2 3
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.33% Jan 2022 Sep 2022 9 in progress 1 10
-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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.70 40.90
Feb 2011 - Jan 2012
-29.36
Nov 2021 - Oct 2022
14.89%
2 Years
13.24 31.21
Mar 2010 - Feb 2012
-11.33
Oct 2020 - Sep 2022
4.65%
3 Years
12.78 24.32
Jan 2019 - Dec 2021
-2.47
Oct 2019 - Sep 2022
0.85%
5 Years
11.84 22.37
Mar 2010 - Feb 2015
3.14
Oct 2017 - Sep 2022
0.00%
7 Years
11.63 16.12
Mar 2010 - Feb 2017
5.74
Oct 2015 - Sep 2022
0.00%
10 Years
12.73 15.67
Aug 2010 - Jul 2020
6.49
Oct 2012 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns page.

Seasonality

In which months is it better to invest in Ray Dalio All Weather Portfolio 2x Leveraged?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.23
60%
-1.39
40%
0.19
40%
-0.03
60%
1.67
80%
0.26
80%
4.48
100%
0.66
60%
-5.27
0%
0.86
60%
2.47
80%
1.18
80%
 Capital Growth on monthly avg returns
100
101.23
99.82
100.02
99.99
101.66
101.92
106.49
107.19
101.55
102.42
104.94
106.19
Best 7.0
2019
1.0
2019
5.9
2019
7.4
2020
3.2
2018
7.7
2019
9.8
2022
8.3
2019
-1.9
2018
9.6
2021
6.8
2020
3.1
2017
Worst -4.1
2022
-7.3
2018
-3.7
2020
-13.2
2022
-0.5
2019
-12.4
2022
0.6
2019
-6.1
2022
-15.6
2022
-9.1
2018
-0.4
2021
-1.8
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.35
80%
0.36
60%
0.73
50%
0.85
70%
0.75
60%
0.13
70%
3.29
90%
0.36
50%
-3.01
10%
1.34
70%
1.01
70%
0.55
70%
 Capital Growth on monthly avg returns
100
102.35
102.72
103.46
104.35
105.13
105.26
108.72
109.11
105.83
107.24
108.32
108.92
Best 8.0
2015
4.6
2014
5.9
2019
7.4
2020
3.8
2014
8.6
2016
9.8
2022
8.3
2019
3.3
2013
9.6
2021
6.8
2020
3.1
2017
Worst -4.1
2022
-7.3
2018
-3.7
2020
-13.2
2022
-4.5
2013
-12.4
2022
-1.4
2014
-6.1
2022
-15.6
2022
-9.1
2018
-5.7
2016
-3.4
2015
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.27
75%
0.80
67%
0.57
54%
1.73
77%
0.59
62%
0.11
69%
3.45
92%
1.33
62%
-1.55
31%
0.87
62%
0.92
67%
0.80
75%
 Capital Growth on monthly avg returns
100
102.27
103.09
103.68
105.47
106.10
106.22
109.88
111.34
109.62
110.57
111.59
112.48
Best 8.0
2015
5.3
2011
5.9
2019
7.4
2020
3.8
2014
8.6
2016
9.8
2022
8.3
2019
5.8
2011
9.6
2021
6.8
2020
3.1
2017
Worst -4.1
2022
-7.3
2018
-3.7
2020
-13.2
2022
-4.5
2013
-12.4
2022
-1.4
2014
-6.1
2022
-15.6
2022
-9.1
2018
-5.7
2016
-3.4
2015
Monthly Seasonality over the period Mar 2010 - Oct 2022

Monthly/Yearly Returns

Ray Dalio All Weather Portfolio 2x Leveraged data source starts from March 2010: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Mar 2010 - Oct 2022
100 Positive Months (66%) - 52 Negative Months (34%)
MONTHLY RETURNS TABLE
Mar 2010 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-30.61 -35.09 -4.1 -0.9 -1.3 -13.2 2.7 -12.4 9.8 -6.1 -15.6 9.0
2021
+19.72 +11.85 -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 +18.08 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 +31.09 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 +18.86 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 +8.85 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 -8.90 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 +31.32 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 +7.05 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 +10.42 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 +29.56 -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

Compared to the Ray Dalio All Weather Portfolio 2x Leveraged, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 with Bitcoin
+18.98 37.61 -22.56 59 39 2
Stocks/Bonds 40/60 with Bitcoin
+16.86 38.29 -22.55 39 59 2
Golden Butterfly with Bitcoin
+16.85 39.17 -23.09 40 40 20
Technology
+16.75 17.17 -32.49 100 0 0
All Weather Portfolio with Bitcoin
Ray Dalio
+15.91 39.93 -23.45 30 55 15
Desert Portfolio with Bitcoin
Gyroscopic Investing
+15.87 38.89 -23.13 30 60 10
Permanent Portfolio with Bitcoin
Harry Browne
+15.53 40.60 -23.85 25 50 25
Cape US Sector Value
Robert Shiller
+14.69 14.97 -21.00 100 0 0
US Stocks Momentum
+14.05 15.00 -30.16 100 0 0
US Stocks
+12.41 14.88 -24.81 100 0 0
US Stocks Equal Weight
+12.29 15.72 -26.65 100 0 0
Warren Buffett Portfolio
Warren Buffett
+11.52 13.12 -23.08 90 10 0
Stocks/Bonds 80/20 Momentum
+11.47 12.32 -27.23 80 20 0
US Stocks Minimum Volatility
+11.43 11.93 -19.06 100 0 0
US Stocks Value
+10.86 14.93 -26.06 100 0 0
US Stocks ESG
+10.70 15.51 -27.79 100 0 0
Stocks/Bonds 80/20
+10.17 12.12 -22.75 80 20 0
Simple Path to Wealth
JL Collins
+9.60 11.44 -22.24 75 25 0
Sheltered Sam 100/0
Bill Bernstein
+9.26 14.10 -25.40 97 0 3
Stocks/Bonds 60/40 Momentum
+8.85 9.71 -24.21 60 40 0
Second Grader's Starter
Paul Farrell
+8.69 12.83 -24.21 90 10 0
Sheltered Sam 90/10
Bill Bernstein
+8.46 12.71 -22.65 87.3 10 2.7
Robo Advisor 100
Betterment
+8.27 14.17 -24.17 100 0 0
All Country World Stocks
+8.26 14.16 -25.52 100 0 0
Edge Select Aggressive
Merrill Lynch
+8.11 12.10 -23.81 84 16 0
Stocks/Bonds 60/40
+7.87 9.46 -20.69 60 40 0
All Weather Portfolio 2x Leveraged
Ray Dalio
+7.73 15.55 -36.33 37.5 55 7.5

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin
Harry Browne
+6.88 8.96 -16.88 25 50 25
All Weather Portfolio with Bitcoin
Ray Dalio
+6.43 10.13 -21.57 30 55 15
All Weather Portfolio 2x Leveraged
Ray Dalio
+4.69 18.36 -36.33 37.5 55 7.5
Permanent Portfolio
Harry Browne
+3.55 7.21 -15.92 25 50 25
Simplified Permanent Portfolio
+3.44 7.20 -16.43 25 50 25
All Weather Portfolio
Ray Dalio
+3.23 8.45 -20.19 30 55 15
Simplified Permanent Portfolio 2x Leveraged
+3.07 14.05 -31.96 25 50 25

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns
+6.80 8.76 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum
+6.17 7.25 -21.11 40 60 0
One-Decision Portfolio
Marvin Appel
+5.79 8.18 -16.74 50 50 0
Stocks/Bonds 40/60
+5.53 7.00 -18.63 40 60 0
Sheltered Sam 50/50
Bill Bernstein
+5.12 7.38 -15.17 48.5 50 1.5
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