Data Source: from January 1871 to March 2023 (~152 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
3.72%
March 2023
The Ray Dalio All Weather Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 30% on the Stock Market and for 15% on Commodities.
In the last 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.28% compound annual return, with a 7.20% standard deviation.
Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio has the following asset allocation:
The Ray Dalio All Weather Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 30.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 40.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
| 15.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
| 7.50 % | GLD | SPDR Gold Trust | Commodity, Gold | |
| 7.50 % | GSG | iShares S&P GSCI Commodity Indexed Trust | Commodity, Broad Diversified |
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 Mar 31, 2023
The Ray Dalio All Weather Portfolio 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 RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
|
| Ray Dalio All Weather Portfolio | n.a. | n.a. | 3.72 | 8.44 | -10.05 | 4.50 | 4.62 | 7.28 | 6.29 | |
| US Inflation Adjusted return | 3.72 | 6.99 | -14.04 | 0.66 | 1.97 | 4.66 | 4.09 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
|
TLT iShares 20+ Year Treasury Bond |
n.a. | - | n.a. | 4.84 | 5.08 | -17.60 | -0.69 | 1.34 | 5.68 | 4.87 |
|
IEI iShares 3-7 Year Treasury Bond |
n.a. | - | n.a. | 2.92 | 3.76 | -2.27 | 0.92 | 0.86 | 4.28 | 4.50 |
|
GLD SPDR Gold Trust |
n.a. | - | n.a. | 7.92 | 18.46 | 1.42 | 7.81 | 1.72 | 5.78 | 2.92 |
|
GSG iShares S&P GSCI Commodity Indexed Trust |
n.a. | - | n.a. | -0.94 | -2.24 | -11.17 | 3.86 | -4.80 | 1.19 | 2.13 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Ray Dalio All Weather Portfolio, updated as of 31 March 2023.
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
Portfolio Metrics
Data Source: 1 January 1871 - 31 March 2023 (~152 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
| Portfolio Return (%) |
3.72 | 5.59 | 8.44 | -10.05 | 2.15 | 4.50 | 4.62 | 6.84 | 7.28 | 6.29 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.11 |
| Infl. Adjusted Return (%) |
3.72 | 4.17 | 6.99 | -14.04 | -2.93 | 0.66 | 1.97 | 4.25 | 4.66 | 4.09 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 14.76 | 10.82 | 9.31 | 7.70 | 7.62 | 7.20 | 6.51 | |||
| Sharpe Ratio | -0.85 | 0.13 | 0.35 | 0.51 | 0.75 | 0.71 | 0.35 | |||
| Sortino Ratio | -1.24 | 0.18 | 0.48 | 0.69 | 0.98 | 0.94 | 0.50 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -17.06 | -20.19 | -20.19 | -20.19 | -20.19 | -20.19 | -37.02 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
68
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 47.75 | 24.13 | 20.99 | 15.23 | 12.52 | 11.60 | ||||
| Worst Return (%) | -24.95 | -12.66 | -3.71 | 1.87 | 2.82 | 3.26 | ||||
| % Positive Periods | 82% | 97% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 5 | 18 | 35 | 73 | 158 | 238 | 1165 |
| Negative | 0 | 1 | 2 | 7 | 18 | 25 | 47 | 82 | 122 | 662 |
| % Positive | 100% | 67% | 67% | 42% | 50% | 58% | 61% | 66% | 66% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.78 | 22.48 | 11.96 | 8.72 | 7.27 | 5.75 | ||||
| Perpetual WR (%) | 0.00 | 0.66 | 1.93 | 4.07 | 4.46 | 3.93 | ||||
- 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).
Talking about withdrawal rates, how would you manage your early retirement with the Ray Dalio All Weather Portfolio? Read more here
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 March 2023
Swipe left to see all data
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | VTI | TLT | IEI | GLD | GSG | |
| VTI |
1.00
|
0.65
|
0.73
|
0.37
|
0.43
|
|
| TLT |
0.65
|
1.00
|
0.90
|
0.78
|
-0.04
|
|
| IEI |
0.73
|
0.90
|
1.00
|
0.75
|
0.29
|
|
| GLD |
0.37
|
0.78
|
0.75
|
1.00
|
0.03
|
|
| GSG |
0.43
|
-0.04
|
0.29
|
0.03
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | VTI | TLT | IEI | GLD | GSG | |
| VTI |
1.00
|
0.06
|
0.10
|
0.18
|
0.50
|
|
| TLT |
0.06
|
1.00
|
0.85
|
0.43
|
-0.38
|
|
| IEI |
0.10
|
0.85
|
1.00
|
0.45
|
-0.33
|
|
| GLD |
0.18
|
0.43
|
0.45
|
1.00
|
-0.04
|
|
| GSG |
0.50
|
-0.38
|
-0.33
|
-0.04
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | VTI | TLT | IEI | GLD | GSG | |
| VTI |
1.00
|
-0.02
|
0.01
|
0.08
|
0.43
|
|
| TLT |
-0.02
|
1.00
|
0.85
|
0.42
|
-0.40
|
|
| IEI |
0.01
|
0.85
|
1.00
|
0.44
|
-0.32
|
|
| GLD |
0.08
|
0.42
|
0.44
|
1.00
|
0.07
|
|
| GSG |
0.43
|
-0.40
|
-0.32
|
0.07
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | VTI | TLT | IEI | GLD | GSG | |
| VTI |
1.00
|
-0.15
|
-0.13
|
0.05
|
0.36
|
|
| TLT |
-0.15
|
1.00
|
0.79
|
0.19
|
-0.21
|
|
| IEI |
-0.13
|
0.79
|
1.00
|
0.21
|
-0.08
|
|
| GLD |
0.05
|
0.19
|
0.21
|
1.00
|
0.22
|
|
| GSG |
0.36
|
-0.21
|
-0.08
|
0.22
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | VTI | TLT | IEI | GLD | GSG | |
| VTI |
1.00
|
0.07
|
0.09
|
0.02
|
0.10
|
|
| TLT |
0.07
|
1.00
|
0.83
|
0.07
|
-0.14
|
|
| IEI |
0.09
|
0.83
|
1.00
|
0.06
|
-0.05
|
|
| GLD |
0.02
|
0.07
|
0.06
|
1.00
|
0.27
|
|
| GSG |
0.10
|
-0.14
|
-0.05
|
0.27
|
1.00
|
Portfolio Dividends
In 2022, the Ray Dalio All Weather Portfolio granted a 1.31% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 8224.64$, with a total return of 722.46% (7.28% annualized).
The Inflation Adjusted Capital now would be 3925.87$, with a net total return of 292.59% (4.66% annualized).
The Inflation Adjusted Capital now would be 3925.87$, with a net total return of 292.59% (4.66% annualized).
An investment of 1000$, since January 1871,
now would be worth 10776962.75$, with a total return of 1077596.27% (6.29% annualized).
The Inflation Adjusted Capital now would be 446825.53$, with a net total return of 44582.55% (4.09% annualized).
The Inflation Adjusted Capital now would be 446825.53$, with a net total return of 44582.55% (4.09% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -20.19% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -12.18% | Jul 2008 | Feb 2009 | 8 | Sep 2009 | 7 | 15 |
| -6.93% | Feb 2015 | Dec 2015 | 11 | Jun 2016 | 6 | 17 |
| -6.83% | Feb 1994 | Nov 1994 | 10 | Mar 1995 | 4 | 14 |
| -6.47% | Aug 2016 | Nov 2016 | 4 | Aug 2017 | 9 | 13 |
| -5.10% | May 2013 | Jun 2013 | 2 | Jan 2014 | 7 | 9 |
| -4.83% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
| -4.76% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -4.75% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -4.74% | Jun 2003 | Jul 2003 | 2 | Sep 2003 | 2 | 4 |
| -4.61% | Feb 2001 | Mar 2001 | 2 | Aug 2002 | 17 | 19 |
| -3.79% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -3.74% | Aug 2020 | Oct 2020 | 3 | Nov 2020 | 1 | 4 |
| -3.71% | Jan 2021 | Mar 2021 | 3 | May 2021 | 2 | 5 |
| -3.55% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
| -2.99% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
| -2.85% | Feb 2018 | Feb 2018 | 1 | Aug 2018 | 6 | 7 |
| -2.44% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
| -2.41% | Dec 2009 | Jan 2010 | 2 | Mar 2010 | 2 | 4 |
| -2.37% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -37.02% | Sep 1929 | May 1932 | 33 | Apr 1935 | 35 | 68 |
| -20.19% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -17.43% | Mar 1937 | Mar 1938 | 13 | Mar 1940 | 24 | 37 |
| -12.98% | Dec 1968 | May 1970 | 18 | Dec 1970 | 7 | 25 |
| -12.31% | Dec 1980 | Sep 1981 | 10 | Aug 1982 | 11 | 21 |
| -12.18% | Jul 2008 | Feb 2009 | 8 | Sep 2009 | 7 | 15 |
| -11.04% | Mar 1974 | Sep 1974 | 7 | Jan 1975 | 4 | 11 |
| -10.89% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 |
| -9.55% | Oct 1906 | Nov 1907 | 14 | Aug 1908 | 9 | 23 |
| -9.31% | Dec 1892 | Aug 1893 | 9 | Feb 1895 | 18 | 27 |
| -8.82% | Oct 1895 | Aug 1896 | 11 | Mar 1897 | 7 | 18 |
| -8.78% | Sep 1987 | Nov 1987 | 3 | Sep 1988 | 10 | 13 |
| -8.57% | Nov 1919 | Jun 1921 | 20 | Dec 1921 | 6 | 26 |
| -8.25% | Dec 1916 | Dec 1917 | 13 | Apr 1919 | 16 | 29 |
| -8.10% | Oct 1902 | Nov 1903 | 14 | Oct 1904 | 11 | 25 |
| -7.76% | Aug 1941 | Apr 1942 | 9 | Dec 1942 | 8 | 17 |
| -7.70% | Jul 1873 | Nov 1873 | 5 | Feb 1874 | 3 | 8 |
| -7.70% | Apr 1940 | May 1940 | 2 | Oct 1940 | 5 | 7 |
| -7.43% | Jul 1876 | Jun 1877 | 12 | Apr 1878 | 10 | 22 |
| -7.10% | May 1983 | May 1984 | 13 | Aug 1984 | 3 | 16 |
Rolling Returns ( more details)
Ray Dalio All Weather Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
6.57 |
47.75 Jul 1932 - Jun 1933 |
-24.95 Jul 1931 - Jun 1932 |
17.62% |
| 2 Years |
6.49 |
32.09 Jul 1984 - Jun 1986 |
-18.52 Jun 1930 - May 1932 |
8.76% |
| 3 Years |
6.46 |
24.13 Aug 1984 - Jul 1987 |
-12.66 Jul 1929 - Jun 1932 |
3.13% |
| 5 Years |
6.43 |
20.99 Apr 1982 - Mar 1987 |
-3.71 Jun 1927 - May 1932 |
1.36% |
| 7 Years |
6.43 |
17.40 Aug 1982 - Jul 1989 |
-0.03 Jul 1925 - Jun 1932 |
0.06% |
| 10 Years |
6.44 |
15.23 Oct 1981 - Sep 1991 |
1.87 Sep 1886 - Aug 1896 |
0.00% |
| 15 Years |
6.43 |
13.74 Aug 1982 - Jul 1997 |
2.25 Sep 1881 - Aug 1896 |
0.00% |
| 20 Years |
6.44 |
12.52 Apr 1980 - Mar 2000 |
2.82 Jul 1901 - Jun 1921 |
0.00% |
| 30 Years |
6.48 |
11.60 Jul 1970 - Jun 2000 |
3.26 Jun 1902 - May 1932 |
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: Rolling Returns page.
Seasonality
In which months is it better to invest in Ray Dalio All Weather Portfolio?
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 |
1.61
60% |
-0.84
40% |
0.45
40% |
0.29
60% |
0.78
80% |
0.66
80% |
2.18
80% |
0.49
60% |
-2.49
0% |
-0.28
60% |
1.96
80% |
0.03
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.61
|
100.76
|
101.21
|
101.50
|
102.29
|
102.97
|
105.21
|
105.73
|
103.10
|
102.81
|
104.82
|
104.86
|
| Best |
5.9 2023 |
0.8 2019 |
3.7 2023 |
3.9 2020 |
1.7 2018 |
3.6 2019 |
4.7 2020 |
4.2 2019 |
-0.8 2019 |
3.7 2021 |
4.9 2022 |
1.8 2020 |
| Worst |
-2.8 2022 |
-3.8 2023 |
-2.3 2020 |
-6.2 2022 |
-0.4 2022 |
-4.0 2022 |
0.0 2018 |
-3.7 2022 |
-7.2 2022 |
-3.9 2018 |
-0.6 2021 |
-2.7 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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 |
1.60
80% |
-0.17
50% |
0.44
50% |
0.55
70% |
0.37
70% |
0.39
70% |
1.49
80% |
0.38
50% |
-1.47
10% |
0.24
70% |
0.82
60% |
0.19
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.60
|
101.43
|
101.87
|
102.43
|
102.81
|
103.21
|
104.75
|
105.15
|
103.61
|
103.85
|
104.70
|
104.90
|
| Best |
5.9 2023 |
2.5 2014 |
3.7 2023 |
3.9 2020 |
1.7 2018 |
3.9 2016 |
4.7 2020 |
4.2 2019 |
1.2 2013 |
3.7 2021 |
4.9 2022 |
1.8 2020 |
| Worst |
-2.8 2022 |
-3.8 2023 |
-2.3 2020 |
-6.2 2022 |
-2.6 2013 |
-4.0 2022 |
-1.1 2014 |
-3.7 2022 |
-7.2 2022 |
-3.9 2018 |
-2.9 2016 |
-2.7 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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 |
0.72
65% |
0.35
62% |
0.39
64% |
0.60
64% |
0.41
59% |
0.50
63% |
0.53
62% |
0.67
68% |
0.25
60% |
0.33
60% |
0.81
66% |
0.78
72% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.72
|
101.08
|
101.47
|
102.08
|
102.49
|
103.01
|
103.55
|
104.24
|
104.50
|
104.84
|
105.69
|
106.51
|
| Best |
7.2 1933 |
7.1 1986 |
6.8 1986 |
11.1 1933 |
6.0 1933 |
7.0 1938 |
8.7 1932 |
10.3 1932 |
5.0 1998 |
8.0 1974 |
7.2 1981 |
7.5 2008 |
| Worst |
-8.2 2009 |
-5.3 1933 |
-7.9 1938 |
-6.2 2022 |
-7.6 1940 |
-4.9 1930 |
-3.9 2003 |
-3.7 1981 |
-9.0 1931 |
-8.5 2008 |
-3.1 1948 |
-4.8 1931 |
Monthly Seasonality over the period Jan 1871 - Mar 2023
Monthly/Yearly Returns
Ray Dalio All Weather Portfolio data source starts from January 1871: 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
Jan 1871 - Mar 2023
1165 Positive Months (64%) - 662 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1871 - Mar 2023
(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 |
| 2023 |
+5.59 | +4.17 | 5.9 | -3.8 | 3.7 | |||||||||
| 2022 |
-18.03 | -23.00 | -2.8 | -0.2 | -0.7 | -6.2 | -0.4 | -4.0 | 3.4 | -3.7 | -7.2 | 0.7 | 4.9 | -2.7 |
| 2021 |
+8.08 | +0.97 | -1.5 | -1.1 | -1.2 | 3.6 | 1.0 | 2.2 | 2.4 | 0.6 | -2.4 | 3.7 | -0.6 | 1.4 |
| 2020 |
+14.68 | +13.14 | 2.9 | 0.2 | -2.3 | 3.9 | 1.4 | 1.2 | 4.7 | -0.2 | -1.3 | -2.3 | 4.2 | 1.8 |
| 2019 |
+18.22 | +15.57 | 3.6 | 0.8 | 2.8 | 0.6 | 0.2 | 3.6 | 0.5 | 4.2 | -0.8 | 0.5 | 0.8 | 0.3 |
| 2018 |
-3.19 | -5.00 | 0.6 | -2.8 | 0.8 | -0.5 | 1.7 | 0.3 | 0.0 | 1.6 | -0.9 | -3.9 | 0.6 | -0.6 |
| 2017 |
+11.47 | +9.17 | 1.2 | 2.0 | -0.6 | 1.0 | 1.0 | 0.3 | 0.8 | 1.8 | -0.4 | 0.8 | 1.3 | 1.5 |
| 2016 |
+5.86 | +3.71 | 0.8 | 2.1 | 2.2 | 1.0 | 0.4 | 3.9 | 1.4 | -0.6 | -0.2 | -2.9 | -2.9 | 0.7 |
| 2015 |
-3.72 | -4.41 | 3.5 | -1.3 | -0.4 | -0.5 | -0.7 | -2.3 | 0.8 | -1.9 | -0.4 | 2.2 | -1.3 | -1.3 |
| 2014 |
+12.52 | +11.68 | 1.9 | 2.5 | 0.1 | 1.1 | 1.7 | 1.3 | -1.1 | 3.3 | -2.4 | 1.6 | 1.5 | 0.7 |
| 2013 |
+2.15 | +0.64 | 0.6 | 0.2 | 1.3 | 1.5 | -2.6 | -2.6 | 2.0 | -1.1 | 1.2 | 2.0 | -0.3 | 0.1 |
| 2012 |
+6.72 | +4.89 | 2.5 | 0.4 | -1.0 | 1.7 | 0.0 | 0.7 | 2.4 | 1.2 | 0.0 | -1.3 | 0.9 | -0.8 |
| 2011 |
+15.59 | +12.27 | -0.8 | 2.4 | 0.5 | 3.0 | 0.5 | -2.1 | 2.2 | 3.2 | 1.8 | 2.0 | 1.1 | 0.9 |
| 2010 |
+12.53 | +10.87 | -0.4 | 1.6 | 1.0 | 2.8 | -1.0 | 1.2 | 1.6 | 2.5 | 2.3 | -0.2 | -0.4 | 1.1 |
| 2009 |
+2.34 | -0.38 | -8.2 | -4.2 | 4.3 | -0.1 | 2.6 | -0.2 | 3.1 | 2.2 | 2.7 | -1.1 | 3.9 | -2.0 |
| 2008 |
+1.34 | +1.24 | 0.2 | 0.6 | 0.1 | 0.3 | 0.1 | 0.1 | -1.7 | 0.2 | -2.3 | -8.5 | 5.5 | 7.5 |
| 2007 |
+11.88 | +7.49 | 0.1 | 1.6 | -0.3 | 1.8 | -0.2 | -0.9 | 1.0 | 1.3 | 2.8 | 2.4 | 1.0 | 0.6 |
| 2006 |
+6.93 | +4.28 | 1.2 | -0.1 | -1.1 | 0.7 | -1.2 | -0.1 | 1.6 | 1.8 | 0.7 | 1.9 | 2.8 | -1.5 |
| 2005 |
+8.55 | +4.97 | 0.6 | 0.6 | -0.7 | 0.9 | 2.3 | 1.6 | -0.3 | 2.2 | -0.6 | -2.4 | 2.1 | 2.1 |
| 2004 |
+9.41 | +5.96 | 1.6 | 2.1 | 1.3 | -4.8 | 0.6 | 0.8 | -0.2 | 2.3 | 1.6 | 1.8 | 0.5 | 1.6 |
| 2003 |
+13.96 | +11.85 | -0.1 | 1.2 | -1.5 | 2.9 | 6.0 | -0.8 | -3.9 | 2.2 | 2.8 | 1.0 | 0.9 | 2.9 |
| 2002 |
+7.77 | +5.26 | 0.2 | 0.9 | 0.3 | 0.8 | 0.0 | -0.9 | -0.7 | 3.3 | 0.7 | -0.2 | 0.8 | 2.4 |
| 2001 |
-2.77 | -4.26 | 0.8 | -2.0 | -2.6 | 1.5 | 0.3 | -0.5 | 1.3 | -0.4 | -1.8 | 2.6 | -1.2 | -0.5 |
| 2000 |
+10.15 | +6.54 | -0.5 | 2.9 | 2.7 | -2.0 | -0.3 | 3.6 | -0.8 | 4.5 | -1.8 | 0.0 | -0.1 | 1.8 |
| 1999 |
+6.28 | +3.50 | 1.6 | -3.8 | 2.2 | 2.1 | -2.4 | 1.5 | -1.2 | 0.1 | 1.4 | 1.5 | 1.1 | 2.2 |
| 1998 |
+11.05 | +9.29 | 1.4 | 1.2 | 1.7 | 0.6 | -0.8 | 2.1 | -1.5 | -3.3 | 5.0 | 1.0 | 1.6 | 1.8 |
| 1997 |
+13.54 | +11.64 | 0.8 | -0.3 | -2.6 | 2.6 | 2.9 | 1.7 | 5.2 | -2.3 | 3.5 | 0.0 | 0.7 | 0.9 |
| 1996 |
+8.27 | +4.79 | 1.2 | -1.6 | -0.1 | 0.3 | 0.5 | 0.9 | -2.1 | 0.7 | 3.2 | 2.2 | 4.3 | -1.5 |
| 1995 |
+27.44 | +24.28 | 1.6 | 2.8 | 1.6 | 1.8 | 4.6 | 1.4 | 0.7 | 1.5 | 2.1 | 1.1 | 2.8 | 2.5 |
| 1994 |
-3.28 | -5.80 | 2.4 | -2.7 | -3.2 | -0.4 | 0.5 | -1.0 | 2.4 | 0.6 | -1.9 | 0.1 | -1.3 | 1.4 |
| 1993 |
+12.02 | +9.02 | 1.9 | 1.8 | 1.2 | -0.1 | 1.3 | 2.0 | 0.9 | 2.5 | -0.1 | 0.8 | -2.0 | 1.1 |
| 1992 |
+6.76 | +3.75 | -1.4 | 0.6 | -1.5 | 0.6 | 1.8 | 0.2 | 3.4 | -0.5 | 1.4 | -1.1 | 1.2 | 1.9 |
| 1991 |
+17.98 | +14.48 | 1.0 | 2.5 | 1.2 | 1.0 | 1.4 | -1.9 | 2.6 | 2.4 | 1.3 | 1.0 | -1.2 | 5.7 |
| 1990 |
+3.85 | -2.12 | -3.5 | 0.2 | -0.1 | -2.2 | 4.7 | 0.6 | 1.2 | -2.9 | 1.7 | -0.5 | 3.2 | 1.7 |
| 1989 |
+20.45 | +15.10 | 2.7 | -1.1 | 1.5 | 3.1 | 2.4 | 3.3 | 3.3 | -0.6 | 0.6 | 1.0 | 1.6 | 1.2 |
| 1988 |
+10.59 | +5.91 | 3.4 | 1.7 | -0.7 | -0.1 | -0.4 | 2.9 | -1.0 | -0.9 | 2.3 | 2.3 | -0.9 | 1.5 |
| 1987 |
+3.47 | -0.92 | 5.2 | 1.7 | 0.9 | -1.7 | -0.2 | 2.3 | 1.8 | 0.4 | -2.1 | -5.4 | -1.5 | 2.4 |
| 1986 |
+20.56 | +19.25 | 0.2 | 7.1 | 6.8 | 0.3 | -0.2 | 4.0 | -2.2 | 5.0 | -3.8 | 1.4 | 1.8 | -1.1 |
| 1985 |
+28.68 | +23.97 | 4.6 | -2.1 | 2.7 | 0.8 | 6.0 | 1.3 | -0.5 | 1.4 | -0.9 | 3.5 | 4.5 | 4.5 |
| 1984 |
+8.03 | +3.93 | 0.4 | -1.6 | -0.3 | -0.9 | -4.0 | 1.4 | 1.6 | 5.4 | 1.3 | 3.1 | 0.5 | 0.9 |
| 1983 |
+7.06 | +3.15 | 0.4 | 1.8 | 1.3 | 4.5 | -1.3 | 1.3 | -3.1 | 0.1 | 2.6 | -2.1 | 2.2 | -0.5 |
| 1982 |
+31.65 | +26.79 | -0.6 | -1.2 | 0.2 | 4.1 | -0.7 | -2.4 | 2.8 | 8.7 | 3.6 | 7.8 | 3.8 | 2.4 |
| 1981 |
-3.74 | -11.63 | -3.3 | -2.0 | 3.5 | -3.7 | 3.0 | -1.7 | -1.8 | -3.7 | -2.4 | 5.6 | 7.2 | -3.7 |
| 1980 |
+10.35 | -1.92 | 1.1 | -4.4 | -6.8 | 9.0 | 5.5 | 5.3 | -0.8 | -0.8 | 1.0 | -1.0 | 3.5 | -0.6 |
| 1979 |
+19.26 | +5.27 | 3.4 | -0.5 | 2.2 | 0.4 | 1.2 | 3.2 | 0.3 | 3.2 | 2.5 | -6.6 | 4.8 | 4.2 |
| 1978 |
+7.24 | -1.63 | -1.4 | 0.1 | 1.7 | 2.1 | 1.8 | -1.5 | 3.4 | 2.7 | 0.3 | -3.3 | -0.1 | 1.4 |
| 1977 |
+2.14 | -4.27 | -2.8 | 0.0 | 0.8 | 1.0 | -0.4 | 2.2 | -1.3 | 0.6 | 0.7 | -0.9 | 2.0 | 0.5 |
| 1976 |
+15.78 | +10.41 | 3.6 | 1.3 | 1.4 | 0.1 | -1.1 | 2.2 | -1.0 | 0.3 | 1.7 | 0.1 | 2.4 | 3.8 |
| 1975 |
+12.93 | +5.61 | 3.6 | 2.5 | 0.3 | 0.1 | 3.1 | 2.8 | -2.1 | -0.9 | -2.3 | 3.7 | 0.7 | 0.9 |
| 1974 |
+1.78 | -9.40 | 2.7 | 1.9 | -2.3 | -2.3 | -2.0 | -1.0 | 0.4 | -3.6 | -0.7 | 8.0 | 2.0 | -0.7 |
| 1973 |
+6.67 | -1.88 | -0.5 | 1.3 | 0.1 | -0.4 | 3.7 | 0.4 | 1.1 | -0.6 | 2.1 | -0.6 | -2.1 | 2.2 |
| 1972 |
+14.50 | +10.73 | 1.3 | 1.7 | 0.3 | 1.0 | 3.0 | 0.3 | 0.8 | 0.7 | 0.0 | 0.9 | 2.5 | 1.2 |
| 1971 |
+14.60 | +10.97 | 3.9 | 0.6 | 4.2 | -0.5 | -1.5 | -0.9 | -0.9 | 3.5 | 1.6 | 0.1 | 0.5 | 3.4 |
| 1970 |
+10.73 | +4.89 | -1.6 | 5.4 | -0.3 | -5.2 | -2.2 | 0.7 | 3.3 | 1.5 | 2.3 | 0.0 | 5.2 | 1.8 |
| 1969 |
-7.07 | -12.50 | 0.0 | -1.3 | 1.2 | 1.5 | -1.2 | -2.3 | -1.1 | 0.7 | -3.1 | 3.9 | -2.8 | -2.5 |
| 1968 |
+5.61 | +0.85 | 1.4 | -0.8 | -0.4 | 3.4 | 0.6 | 1.2 | 0.3 | 1.8 | -0.2 | -0.2 | 1.1 | -2.3 |
| 1967 |
+4.93 | +1.84 | 3.0 | -0.5 | 2.5 | 0.5 | -1.6 | -0.8 | 2.0 | 0.6 | 0.0 | -2.0 | -0.1 | 1.4 |
| 1966 |
-0.21 | -3.55 | 0.5 | -1.7 | 1.0 | 0.5 | -1.4 | -0.9 | -0.4 | -3.2 | 1.6 | 1.8 | -0.3 | 2.4 |
| 1965 |
+4.08 | +2.11 | 1.2 | 0.1 | -0.1 | 1.3 | 0.0 | -1.1 | 0.6 | 0.7 | 0.9 | 0.9 | -0.3 | -0.2 |
| 1964 |
+7.34 | +6.31 | 1.4 | 0.4 | 0.5 | 0.5 | 0.8 | 1.0 | 0.7 | -0.3 | 1.3 | 0.6 | -0.1 | 0.4 |
| 1963 |
+6.73 | +5.01 | 1.6 | -1.0 | 1.2 | 1.7 | 0.6 | -0.7 | 0.1 | 1.7 | -0.4 | 0.9 | 0.1 | 0.8 |
| 1962 |
+0.34 | -0.98 | -1.2 | 1.2 | 0.7 | -1.6 | -2.3 | -2.4 | 1.6 | 1.0 | -0.9 | 0.5 | 2.8 | 1.0 |
| 1961 |
+7.57 | +6.85 | 1.6 | 1.3 | 1.2 | 0.1 | 1.1 | -1.5 | 1.1 | 0.3 | -0.2 | 1.4 | 1.4 | -0.2 |
| 1960 |
+8.59 | +7.13 | -1.5 | 1.7 | 1.1 | -0.2 | 0.8 | 1.9 | 0.9 | 1.6 | -1.3 | -0.1 | 1.3 | 2.1 |
| 1959 |
+1.91 | +0.17 | 0.7 | 0.4 | 0.0 | 0.7 | -0.1 | -0.1 | 1.0 | -0.5 | -2.4 | 1.2 | 0.6 | 0.4 |
| 1958 |
+9.85 | +7.95 | 1.5 | -0.3 | 1.4 | 1.6 | 0.4 | 0.7 | 0.5 | -0.9 | 0.9 | 0.9 | 1.2 | 1.6 |
| 1957 |
+1.56 | -1.30 | -1.1 | 0.0 | 0.6 | 1.1 | 0.9 | -0.5 | 0.2 | -1.3 | -1.4 | -0.7 | 2.0 | 1.7 |
| 1956 |
+0.45 | -2.46 | -0.4 | 1.5 | 1.7 | -0.9 | -1.4 | 1.7 | 1.3 | -2.0 | -1.5 | 0.6 | -0.8 | 0.8 |
| 1955 |
+6.44 | +6.04 | -0.2 | 0.0 | -0.2 | 0.8 | 0.0 | 2.6 | 1.6 | -0.5 | 0.5 | -0.6 | 2.7 | -0.3 |
| 1954 |
+17.99 | +18.87 | 2.5 | 0.4 | 1.7 | 2.2 | 1.0 | 0.3 | 2.5 | -1.2 | 3.0 | -0.6 | 2.9 | 2.0 |
| 1953 |
+0.83 | +0.08 | -1.2 | -0.6 | -0.7 | -0.8 | -0.8 | -0.4 | 2.0 | -1.5 | 0.8 | 2.8 | 0.5 | 0.8 |
| 1952 |
+4.21 | +3.43 | -0.2 | -1.2 | 1.6 | -0.7 | 1.0 | 1.4 | 0.4 | -0.8 | -1.0 | 0.8 | 1.7 | 1.2 |
| 1951 |
+4.78 | -1.15 | 2.4 | 0.0 | -1.2 | 1.1 | -1.7 | -0.8 | 2.8 | 2.1 | -0.8 | -0.5 | -0.2 | 1.6 |
| 1950 |
+9.14 | +3.03 | 0.8 | 0.5 | 0.3 | 1.4 | 1.5 | -1.9 | 0.6 | 1.4 | 2.0 | 0.2 | 0.2 | 2.0 |
| 1949 |
+8.58 | +10.88 | -0.2 | -0.8 | 1.5 | -0.2 | -0.7 | 0.7 | 2.3 | 1.1 | 0.9 | 1.3 | 0.4 | 2.0 |
| 1948 |
+1.89 | -1.07 | -1.6 | -1.1 | 2.4 | 1.1 | 3.0 | -0.2 | -1.7 | 0.4 | -0.6 | 2.1 | -3.1 | 1.3 |
| 1947 |
+1.53 | -6.71 | 2.4 | -0.2 | -0.3 | -1.1 | -0.1 | 1.5 | 1.3 | -0.6 | -0.5 | 0.3 | -1.2 | 0.0 |
| 1946 |
-0.92 | -16.13 | 3.2 | -1.8 | 1.7 | 0.6 | 0.9 | -0.9 | -0.8 | -2.3 | -3.0 | 0.1 | -0.5 | 1.9 |
| 1945 |
+15.78 | +13.24 | 1.7 | 2.5 | -0.9 | 3.6 | 0.7 | 0.4 | -0.5 | 2.2 | 1.8 | 1.6 | 1.6 | 0.1 |
| 1944 |
+7.97 | +5.55 | 0.9 | 0.4 | 0.8 | -0.1 | 1.5 | 1.8 | -0.4 | 0.7 | 0.1 | 0.2 | 0.4 | 1.4 |
| 1943 |
+9.97 | +6.81 | 3.0 | 1.8 | 1.9 | 0.4 | 2.0 | 1.0 | -1.7 | 0.6 | 1.1 | -0.3 | -2.5 | 2.2 |
| 1942 |
+6.45 | -2.37 | 0.7 | -1.1 | -1.2 | -1.3 | 2.2 | 0.7 | 1.0 | 0.4 | 1.0 | 2.3 | -0.4 | 2.0 |
| 1941 |
-1.20 | -10.12 | -0.2 | -0.6 | 1.1 | -1.2 | 0.3 | 2.2 | 2.4 | -0.4 | -0.1 | -1.5 | -1.1 | -2.0 |
| 1940 |
+1.87 | +1.14 | -0.8 | 0.5 | 1.2 | -0.1 | -7.6 | 3.1 | 1.5 | 1.2 | 1.1 | 1.7 | 0.0 | 0.5 |
| 1939 |
+2.79 | +2.79 | -2.0 | 1.5 | -3.2 | 0.5 | 2.6 | -1.6 | 3.2 | -2.3 | 2.4 | 1.0 | -0.6 | 1.5 |
| 1938 |
+10.37 | +13.52 | -0.2 | 2.3 | -7.9 | 4.4 | -0.9 | 7.0 | 2.6 | -0.7 | 0.3 | 3.2 | -1.2 | 1.6 |
| 1937 |
-10.07 | -12.57 | 1.7 | 0.7 | -1.3 | -2.7 | 0.1 | -1.4 | 3.6 | -1.9 | -3.9 | -2.4 | -1.9 | -0.8 |
| 1936 |
+14.42 | +12.79 | 2.9 | 1.1 | 1.3 | -2.1 | 1.8 | 1.2 | 2.5 | 0.9 | 0.2 | 2.8 | 1.0 | 0.1 |
| 1935 |
+16.55 | +13.17 | -0.1 | -0.7 | -0.7 | 3.1 | 1.2 | 2.3 | 2.9 | 0.3 | 0.9 | 3.0 | 1.6 | 1.7 |
| 1934 |
+8.27 | +6.65 | 5.6 | 0.2 | 1.0 | -0.1 | -1.6 | 1.3 | -2.6 | 1.3 | -0.5 | 0.4 | 2.6 | 0.6 |
| 1933 |
+23.55 | +22.62 | 7.2 | -5.3 | 0.7 | 11.1 | 6.0 | 5.4 | -3.1 | 4.4 | -4.1 | -3.1 | 2.9 | 0.8 |
| 1932 |
+5.54 | +17.62 | -1.9 | 3.0 | -2.2 | -3.9 | -5.2 | 0.5 | 8.7 | 10.3 | -0.4 | -3.6 | -1.0 | 2.4 |
| 1931 |
-17.79 | -9.35 | 0.9 | 3.2 | -2.2 | -3.0 | -3.6 | 4.0 | -2.3 | 0.2 | -9.0 | 0.0 | -2.3 | -4.8 |
| 1930 |
-5.90 | +0.53 | 0.8 | 1.1 | 3.4 | -0.4 | 0.0 | -4.9 | 1.3 | 0.5 | -3.6 | -2.0 | -0.2 | -1.7 |
| 1929 |
-1.20 | -1.77 | 1.2 | -0.4 | -0.4 | 1.2 | -1.2 | 3.5 | 1.9 | 3.3 | -1.6 | -6.5 | -2.6 | 0.9 |
| 1928 |
+11.11 | +12.41 | 0.0 | -0.5 | 3.4 | 0.9 | 0.3 | -1.5 | -0.1 | 2.2 | 1.0 | 0.5 | 4.8 | -0.1 |
| 1927 |
+14.04 | +16.68 | -0.4 | 1.8 | 0.9 | 0.9 | 2.0 | -0.2 | 2.2 | 1.9 | 1.4 | -1.3 | 2.8 | 1.2 |
| 1926 |
+6.53 | +7.73 | -0.1 | -0.7 | -1.4 | 1.0 | 0.8 | 1.6 | 0.8 | 1.6 | 1.0 | -0.6 | 1.3 | 1.1 |
| 1925 |
+10.80 | +7.09 | 0.9 | 0.5 | -1.9 | 1.3 | 2.0 | 0.7 | 1.3 | 0.1 | 1.1 | 2.2 | 0.3 | 1.8 |
| 1924 |
+13.10 | +13.10 | 1.7 | -0.1 | -0.4 | 0.4 | 1.0 | 2.3 | 1.9 | 0.7 | 0.4 | 0.4 | 2.4 | 1.8 |
| 1923 |
+4.44 | +2.03 | 1.0 | 2.2 | -0.3 | -0.5 | -0.8 | -1.8 | 0.9 | 0.8 | -0.6 | 0.1 | 2.1 | 1.3 |
| 1922 |
+12.65 | +15.32 | 1.4 | 1.1 | 1.8 | 2.7 | 2.1 | -0.9 | 1.2 | 2.8 | -0.4 | 0.7 | -1.4 | 1.0 |
| 1921 |
+9.83 | +23.16 | 0.4 | 0.0 | -0.2 | 1.3 | -0.2 | -1.9 | 1.3 | 0.0 | 1.7 | 2.4 | 3.2 | 1.7 |
| 1920 |
-5.55 | -7.98 | -2.0 | -2.3 | 3.1 | -2.6 | -2.0 | 0.4 | -0.3 | 0.6 | 1.4 | 2.4 | -2.4 | -1.9 |
| 1919 |
+5.81 | -7.63 | -1.0 | 1.0 | 0.3 | 2.0 | 3.1 | -0.8 | 2.2 | -2.7 | 1.2 | 2.9 | -2.2 | -0.2 |
| 1918 |
+7.85 | -10.45 | 1.8 | 1.2 | -0.8 | 0.7 | 0.8 | 1.5 | 0.1 | 1.0 | -0.4 | 1.8 | 0.0 | -0.1 |
| 1917 |
-7.65 | -21.80 | -0.3 | -1.0 | 0.0 | -0.2 | -1.7 | 0.6 | -0.3 | -0.5 | -0.4 | -1.3 | -1.7 | -1.1 |
| 1916 |
+7.39 | -4.64 | 1.6 | 0.5 | 0.5 | -0.1 | 1.1 | 0.2 | -0.4 | 0.7 | 1.7 | 1.3 | 0.8 | -0.7 |
| 1915 |
+14.08 | +11.86 | 2.2 | -0.1 | 1.5 | 2.7 | -0.6 | 0.5 | -0.5 | 2.2 | 1.1 | 1.9 | 1.7 | 0.7 |
| 1914 |
+0.88 | -0.12 | 1.8 | 1.0 | -0.5 | -0.8 | 0.5 | 0.1 | -1.6 | -2.2 | 0.4 | -1.1 | 1.4 | 1.9 |
| 1913 |
-0.05 | -3.05 | 0.0 | -0.5 | -0.2 | 0.2 | 0.0 | -1.1 | -0.5 | 1.0 | 0.5 | -0.8 | 0.4 | 0.9 |
| 1912 |
+3.48 | -3.57 | 0.3 | 0.0 | 1.2 | 1.4 | 0.1 | 0.1 | 0.2 | 0.7 | 0.5 | 0.1 | -0.1 | -1.0 |
| 1911 |
+3.28 | +5.45 | 1.1 | 1.4 | 0.0 | 0.0 | 0.2 | 1.1 | 0.2 | -1.5 | -1.4 | 0.5 | 1.4 | 0.4 |
| 1910 |
+0.15 | +8.41 | -0.8 | -0.7 | 0.8 | -0.3 | -0.2 | -0.9 | -1.0 | 1.1 | 0.8 | 1.6 | 0.3 | -0.5 |
| 1909 |
+6.57 | -3.56 | 1.0 | -0.5 | 0.7 | 1.7 | 1.3 | 0.9 | 0.4 | 0.4 | -0.1 | 0.5 | -0.4 | 0.5 |
| 1908 |
+16.74 | +12.99 | 1.0 | -0.5 | 2.7 | 2.9 | 2.3 | -0.3 | 1.5 | 1.6 | -0.2 | 0.8 | 2.7 | 1.3 |
| 1907 |
-8.40 | -6.41 | -0.6 | -0.4 | -1.8 | 0.8 | -0.7 | -0.6 | 1.6 | -2.2 | -0.3 | -2.4 | -2.2 | 0.3 |
| 1906 |
+0.59 | -4.69 | 1.4 | -0.6 | -0.7 | 0.1 | -1.4 | 0.1 | -0.8 | 2.4 | 1.2 | -0.3 | -0.2 | -0.4 |
| 1905 |
+7.83 | +7.84 | 1.3 | 1.6 | 1.9 | -0.2 | -1.6 | 0.9 | 1.2 | 1.5 | 0.8 | 0.7 | -0.5 | 0.0 |
| 1904 |
+12.56 | +7.52 | 1.0 | -0.8 | 0.5 | 1.2 | -0.4 | 0.7 | 1.6 | 1.1 | 2.0 | 2.4 | 1.9 | 0.8 |
| 1903 |
-4.67 | +0.88 | 1.8 | 0.1 | -0.6 | -1.9 | -0.1 | -1.9 | -1.2 | -1.2 | -0.2 | -0.7 | -0.2 | 1.3 |
| 1902 |
+3.24 | -3.62 | 1.0 | 0.6 | 0.4 | 1.4 | 0.2 | -1.3 | -0.3 | 1.3 | 2.3 | -0.4 | -1.3 | -0.7 |
| 1901 |
+6.47 | +1.41 | 2.6 | 0.7 | 0.9 | 3.2 | -2.1 | 3.5 | -2.7 | -0.1 | 0.1 | 0.1 | 0.7 | -0.6 |
| 1900 |
+8.45 | +12.57 | 1.0 | 1.1 | 1.1 | -0.1 | -0.7 | -0.6 | 0.1 | 0.3 | 0.7 | -0.3 | 2.4 | 3.3 |
| 1899 |
+2.72 | -12.09 | 3.1 | 0.7 | 0.5 | 0.6 | -1.7 | -0.5 | 0.6 | 0.8 | -0.6 | -0.3 | 0.8 | -1.2 |
| 1898 |
+11.99 | +10.34 | 1.5 | -0.8 | -2.7 | -0.8 | 3.2 | 2.5 | 2.0 | 1.9 | 0.5 | 0.0 | 1.4 | 3.0 |
| 1897 |
+9.70 | +9.69 | 1.1 | 0.1 | 0.5 | -0.5 | -0.3 | 2.3 | 2.0 | 1.9 | 1.7 | -0.2 | -0.6 | 1.2 |
| 1896 |
+2.87 | +4.41 | -2.0 | 1.3 | 0.4 | 1.1 | -0.2 | -0.1 | -2.8 | -2.5 | 3.4 | 1.6 | 3.6 | -0.7 |
| 1895 |
+2.80 | -0.09 | -1.3 | 2.4 | 0.5 | 1.9 | 2.2 | 1.4 | 0.1 | -0.3 | 0.4 | -2.6 | 0.4 | -2.1 |
| 1894 |
+4.58 | +12.05 | -1.0 | 1.3 | 1.5 | 0.9 | -1.0 | 0.2 | -0.3 | 1.6 | 1.1 | -0.7 | 0.8 | 0.1 |
| 1893 |
-4.72 | +3.00 | 0.1 | -0.7 | -0.7 | 0.0 | -2.8 | -2.1 | -3.1 | -0.1 | 2.7 | 0.6 | 1.5 | -0.1 |
| 1892 |
+3.45 | +2.22 | 0.2 | 0.5 | 1.0 | -0.3 | 0.9 | 0.6 | -0.2 | 0.6 | -0.9 | 0.9 | 0.3 | -0.2 |
| 1891 |
+7.45 | +12.89 | 1.0 | 0.8 | 0.0 | 1.6 | 0.2 | -0.3 | -2.3 | 1.3 | 3.4 | -0.2 | -0.1 | 1.8 |
| 1890 |
-1.50 | -2.73 | 0.3 | -0.9 | -0.2 | 0.8 | 1.7 | 0.2 | 0.3 | 0.1 | 0.4 | -1.8 | -1.7 | -0.7 |
| 1889 |
+5.38 | +11.87 | 0.6 | 1.3 | 0.3 | -0.1 | 1.4 | 1.0 | -0.7 | 0.7 | 1.1 | -0.6 | 0.0 | 0.3 |
| 1888 |
+4.41 | +4.43 | 1.0 | 0.7 | -1.6 | 0.3 | 1.4 | -0.2 | 0.9 | 1.2 | 1.5 | -0.4 | -0.4 | -0.1 |
| 1887 |
-0.36 | -6.13 | -0.4 | 0.4 | 1.1 | 1.0 | 0.8 | -0.6 | -1.2 | -0.8 | -0.9 | -0.6 | 1.4 | -0.4 |
| 1886 |
+5.02 | +10.14 | -0.4 | 1.6 | -0.2 | -0.6 | -0.6 | 1.7 | 0.4 | 0.2 | 1.4 | 1.2 | 0.7 | -0.5 |
| 1885 |
+11.99 | +13.35 | -1.0 | 1.6 | 0.7 | 0.1 | 0.2 | 0.7 | 1.5 | 2.3 | 0.2 | 2.3 | 2.5 | 0.5 |
| 1884 |
-1.97 | +9.28 | -1.2 | 1.2 | 0.5 | -1.1 | -3.3 | -1.3 | 0.4 | 2.4 | -0.3 | -0.4 | 0.5 | 0.7 |
| 1883 |
+0.14 | +8.38 | -0.7 | -0.6 | 0.7 | 0.8 | -0.7 | 0.5 | -0.8 | -1.1 | 1.1 | -0.4 | 1.1 | 0.4 |
| 1882 |
+3.24 | +5.19 | -0.4 | -0.3 | 0.6 | 0.8 | 0.3 | -0.2 | 1.5 | 1.3 | 0.5 | -1.0 | -0.9 | 1.0 |
| 1881 |
+3.46 | -3.35 | 2.3 | 0.0 | 0.5 | 0.4 | 2.4 | 0.7 | -1.8 | -1.2 | 0.7 | -0.9 | 0.6 | -0.2 |
| 1880 |
+12.13 | +14.38 | 1.6 | 1.9 | 1.0 | -0.5 | -1.8 | 0.9 | 1.2 | 1.9 | -0.2 | 0.5 | 3.2 | 2.0 |
| 1879 |
+17.34 | -1.04 | 0.8 | 1.5 | -0.5 | 1.6 | 2.9 | 0.2 | 0.3 | 0.4 | 1.8 | 4.0 | 2.6 | 0.4 |
| 1878 |
+7.44 | +24.92 | -0.1 | 0.0 | 0.7 | 1.1 | 1.7 | 0.7 | 0.7 | 0.3 | 1.3 | -0.2 | 0.6 | 0.5 |
| 1877 |
+1.94 | +15.23 | -1.4 | -1.3 | -1.1 | -0.8 | 1.6 | -1.9 | 1.8 | 2.0 | 1.0 | 1.2 | 0.5 | 0.4 |
| 1876 |
-0.20 | +1.56 | 0.0 | 1.8 | 0.5 | -0.6 | -0.3 | 1.1 | -0.6 | -1.5 | -1.9 | 0.2 | 0.5 | 0.5 |
| 1875 |
+7.61 | +13.23 | 0.0 | 1.1 | 1.1 | 1.8 | 0.3 | 0.7 | -1.4 | 0.8 | 0.3 | 0.4 | 1.4 | 1.0 |
| 1874 |
+7.35 | +13.61 | 1.5 | 2.4 | 0.4 | -0.1 | -0.3 | 0.5 | -1.5 | 0.6 | 0.8 | 0.4 | 1.3 | 1.2 |
| 1873 |
+1.49 | +7.83 | 0.1 | 0.8 | 0.6 | 0.4 | 1.3 | 0.7 | -1.0 | 0.3 | -3.2 | -3.3 | -0.7 | 5.8 |
| 1872 |
+5.32 | +2.96 | -0.3 | 0.1 | 1.3 | 2.2 | 1.3 | 0.5 | -1.3 | -0.3 | -1.0 | 1.0 | 0.4 | 1.3 |
| 1871 |
+8.01 | +6.39 | 0.0 | 1.7 | 1.4 | 1.8 | 1.6 | 0.4 | -1.2 | 0.8 | 1.1 | -1.7 | 0.7 | 1.2 |
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
- IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
- GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
- GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006
Portfolio efficiency
Compared to the Ray Dalio All Weather Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Golden Butterfly |
+7.67 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
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 | ||
|
All Weather Portfolio 2x Leveraged Ray Dalio |
+7.05 | 19.94 | -36.33 | 37.5 | 55 | 7.5 | ||
|
Permanent Portfolio with Bitcoin Harry Browne |
+6.53 | 8.72 | -16.88 | 25 | 50 | 25 | ||
|
Simplified Permanent Portfolio 2x Leveraged |
+6.26 | 15.94 | -31.96 | 25 | 50 | 25 | ||
|
All Weather Portfolio with Bitcoin Ray Dalio |
+5.85 | 10.05 | -21.57 | 30 | 55 | 15 | ||
|
Simplified Permanent Portfolio |
+5.20 | 8.16 | -16.43 | 25 | 50 | 25 | ||
|
Permanent Portfolio Harry Browne |
+5.14 | 8.03 | -15.92 | 25 | 50 | 25 | ||
|
All Weather Portfolio Ray Dalio |
+4.50 | 9.31 | -20.19 | 30 | 55 | 15 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.40 | 9.23 | -30.72 | 49.9 | 50.1 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
