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:
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:
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 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%
Live update: World Markets and Indexes
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.
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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$, with a net total return of 80.56% (6.09% annualized).
The Inflation Adjusted Capital now would be 1805.56$, 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$, with a net total return of 205.18% (9.47% annualized).
The Inflation Adjusted Capital now would be 3051.84$, with a net total return of 205.18% (9.47% annualized).
Drawdowns
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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
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| 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.
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
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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 | ||
Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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.
Last update: Jul 05 2022, 03:00PM Eastern Time.