Data Source: from March 2010 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.06%
1 Day
Jul 05 2022, 03:00PM Eastern Time
1.68%
Current Month
July 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 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:

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

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

According to the available data source, let's assume we built the portfolio on March 2010.

Portfolio returns are calculated in USD, assuming: July 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 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
Swipe left to see all data
  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
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

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.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Consolidated returns as of 30 June 2022
Data Source: from March 2010 to June 2022
Swipe left to see all data
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 over 1 year are annualized

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

An investment of 1000$, since July 2012, now would be worth 2302.93$, with a total return of 130.29% (8.70% annualized).

The Inflation Adjusted Capital now would be 1805.56$, with a net total return of 80.56% (6.09% annualized).
An investment of 1000$, since March 2010, now would be worth 4093.93$, with a total return of 309.39% (12.11% annualized).

The Inflation Adjusted Capital now would be 3051.84$, with a net total return of 205.18% (9.47% annualized).

Drawdowns

Swipe left to see all data
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
Swipe left to see all data
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

Swipe left to see all data
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%
(*) 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

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

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
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
Statistics calculated for the period Mar 2010 - Jun 2022

Monthly/Yearly Returns

Ray Dalio All Weather Portfolio 2x Leveraged monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
98 Positive Months (66%) - 50 Negative Months (34%)
Mar 2010 - Jun 2022
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
-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.

Swipe left to see all data
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

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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