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:
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:
- 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
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%
Live update: World Markets and Indexes
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:
- 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
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 | ||||
- 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.
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.
Readings that may interest you
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$, with a net total return of 63.42% (5.03% annualized).
The Inflation Adjusted Capital now would be 1634.20$, 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$, with a net total return of 182.28% (8.54% annualized).
The Inflation Adjusted Capital now would be 2822.76$, 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.
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.
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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.
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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.
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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 | ||