10-year Treasury vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The 10-year Treasury Portfolio obtained a 4.68% compound annual return, with a 6.82% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
30 Years Stats Return +4.68% +7.34%
Std Dev 6.82% 7.40%
Max Drawdown -23.18% -20.58%
All time Stats
(Since Jan 1871)
Return +4.52% +6.30%
Std Dev 5.45% 6.55%
Max Drawdown -23.18% -37.02%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio -2.08 +0.99 +1.36 -0.24 +1.03 +4.68 +4.52
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +6.30
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

10-year Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 3.95$, with a total return of 294.92% (4.68% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 875.51$, with a total return of 87451.23% (4.52% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11648.43$, with a total return of 1164742.85% (6.30% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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10-year Treasury Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.91% Mar 1994 Nov 1994 (9) Mar 1995 (13) 4.83
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74

Drawdown comparison chart since January 1871.

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10-year Treasury Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.55% Oct 1906 Nov 1907 (14) Aug 1908 (23) 4.83
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.31% Dec 1892 Aug 1893 (9) Feb 1895 (27) 4.13
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-8.82% Oct 1895 Aug 1896 (11) Mar 1897 (18) 4.15
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-2.01%
-2.08%
-0.09%
-0.52%
2023
+3.64%
-8.81%
+9.94%
-9.24%
2022
-15.19%
-16.91%
-18.39%
-20.58%
2021
-3.33%
-5.73%
+8.27%
-3.74%
2020
+10.01%
-2.02%
+15.88%
-3.68%
2019
+8.03%
-2.59%
+17.93%
-0.83%
2018
+0.99%
-3.19%
-3.02%
-4.71%
2017
+2.55%
-1.90%
+11.55%
-0.49%
2016
+1.00%
-6.50%
+6.50%
-6.42%
2015
+1.51%
-4.25%
-3.23%
-6.66%
2014
+9.07%
-1.05%
+12.89%
-2.52%
2013
-6.09%
-7.60%
+1.71%
-5.29%
2012
+3.66%
-2.67%
+7.02%
-1.33%
2011
+15.64%
-1.29%
+15.64%
-2.00%
2010
+9.37%
-4.30%
+12.88%
-0.69%
2009
-6.59%
-6.65%
+2.71%
-11.57%
2008
+17.91%
-4.15%
+2.38%
-11.38%
2007
+10.37%
-1.85%
+11.88%
-1.20%
2006
+2.52%
-2.87%
+6.93%
-1.71%
2005
+2.64%
-3.19%
+8.55%
-2.99%
2004
+4.12%
-4.85%
+9.41%
-4.76%
2003
+5.29%
-5.68%
+13.96%
-4.74%
2002
+15.45%
-4.13%
+7.77%
-1.56%
2001
+5.40%
-5.21%
-2.77%
-4.61%
2000
+17.28%
-1.12%
+10.15%
-2.26%
1999
-7.83%
-8.11%
+6.28%
-3.79%
1998
+14.64%
-1.61%
+11.05%
-4.83%
1997
+11.97%
-2.02%
+13.54%
-2.89%
1996
-0.00%
-6.90%
+8.27%
-2.11%
1995
+25.55%
-1.23%
+27.44%
0.00%
1994
-7.19%
-9.56%
-3.28%
-6.83%
1993
+12.97%
-2.55%
+12.02%
-1.98%
1992
+7.23%
-4.02%
+6.76%
-2.23%
1991
+18.91%
-0.54%
+17.98%
-1.86%
1990
+7.70%
-4.48%
+3.85%
-5.51%
1989
+17.84%
-2.30%
+20.45%
-1.14%
1988
+6.90%
-4.60%
+10.59%
-1.93%
1987
-2.64%
-10.87%
+3.47%
-8.78%
1986
+21.35%
-3.93%
+20.56%
-3.75%
1985
+29.85%
-3.33%
+28.68%
-2.13%
1984
+14.87%
-7.99%
+8.03%
-6.61%
1983
+2.30%
-6.29%
+7.06%
-3.16%
1982
+39.57%
-2.66%
+31.65%
-3.13%
1981
+5.28%
-7.42%
-3.74%
-11.76%
1980
-1.29%
-11.52%
+10.35%
-10.89%
1979
+1.83%
-8.62%
+19.26%
-6.57%
1978
-0.74%
-2.31%
+7.24%
-3.43%
1977
+0.53%
-3.55%
+2.14%
-2.83%
1976
+15.29%
-1.33%
+15.78%
-1.12%
1975
+5.52%
-4.42%
+12.93%
-5.16%
1974
+4.05%
-3.79%
+1.78%
-11.04%
1973
+3.29%
-3.40%
+6.67%
-2.66%
1972
+2.35%
-2.01%
+14.50%
0.00%
1971
+11.24%
-7.34%
+14.60%
-3.81%
1970
+18.93%
-5.54%
+10.73%
-7.59%
1969
-5.63%
-7.29%
-7.07%
-8.33%
1968
+6.26%
-3.63%
+5.61%
-2.31%
1967
-3.08%
-5.97%
+4.93%
-2.43%
1966
+5.46%
-3.03%
-0.21%
-6.05%
1965
+0.72%
-1.64%
+4.08%
-1.14%
1964
+3.65%
-0.06%
+7.34%
-0.33%
1963
+1.64%
-0.38%
+6.73%
-1.03%
1962
+5.83%
-0.48%
+0.34%
-6.12%
1961
+2.10%
-1.70%
+7.57%
-1.53%
1960
+11.66%
-0.41%
+8.59%
-1.47%
1959
-1.12%
-3.37%
+1.91%
-2.83%
1958
-2.10%
-5.86%
+9.85%
-0.95%
1957
+5.92%
-3.36%
+1.56%
-3.70%
1956
-2.68%
-3.65%
+0.45%
-3.72%
1955
-1.13%
-2.16%
+6.44%
-0.66%
1954
+3.13%
-0.84%
+17.99%
-1.18%
1953
+2.19%
-3.70%
+0.83%
-4.42%
1952
+1.89%
-1.78%
+4.21%
-1.76%
1951
-0.56%
-2.77%
+4.78%
-2.55%
1950
-1.39%
-1.65%
+9.14%
-1.91%
1949
+4.92%
-0.12%
+8.58%
-0.97%
1948
+2.72%
-0.72%
+1.89%
-3.09%
1947
-1.38%
-2.99%
+1.53%
-1.94%
1946
+0.36%
-1.88%
-0.92%
-7.07%
1945
+5.77%
-0.94%
+15.78%
-0.88%
1944
+2.27%
0.00%
+7.97%
-0.39%
1943
+1.98%
-0.10%
+9.97%
-2.77%
1942
+1.78%
-0.45%
+6.45%
-3.58%
1941
+2.73%
-1.73%
-1.20%
-4.99%
1940
+6.10%
-1.80%
+1.87%
-7.70%
1939
+4.02%
-4.74%
+2.79%
-3.74%
1938
+4.38%
-0.49%
+10.37%
-7.91%
1937
+1.27%
-2.41%
-10.07%
-12.18%
1936
+5.37%
-0.04%
+14.42%
-2.08%
1935
+4.30%
-1.07%
+16.55%
-1.39%
1934
+7.94%
-1.90%
+8.27%
-3.11%
1933
+1.81%
-2.00%
+23.55%
-7.04%
1932
+8.90%
-2.36%
+5.54%
-10.85%
1931
-2.56%
-4.95%
-17.79%
-21.07%
1930
+4.57%
-0.39%
-5.90%
-10.68%
1929
+4.44%
-1.50%
-1.20%
-10.34%
1928
+0.97%
-1.23%
+11.11%
-1.64%
1927
+6.82%
0.00%
+14.04%
-1.26%
1926
+5.82%
0.00%
+6.53%
-2.18%
1925
+5.31%
-0.17%
+10.80%
-1.86%
1924
+7.49%
-0.16%
+13.10%
-0.48%
1923
+4.19%
-0.04%
+4.44%
-3.38%
1922
+5.64%
-0.73%
+12.65%
-1.45%
1921
+13.13%
0.00%
+9.83%
-2.12%
1920
+1.43%
-3.24%
-5.55%
-5.68%
1919
+2.57%
-0.68%
+5.81%
-2.69%
1918
+4.60%
-1.27%
+7.85%
-0.84%
1917
-2.28%
-4.06%
-7.65%
-7.65%
1916
+3.78%
-0.86%
+7.39%
-0.65%
1915
+4.51%
-0.88%
+14.08%
-0.61%
1914
+1.79%
-0.80%
+0.88%
-4.99%
1913
+1.68%
-2.83%
-0.05%
-2.01%
1912
+4.01%
-0.15%
+3.48%
-1.15%
1911
+1.86%
-1.26%
+3.28%
-2.93%
1910
+2.84%
-0.36%
+0.15%
-3.13%
1909
-0.85%
-2.48%
+6.57%
-0.53%
1908
+5.53%
-0.75%
+16.74%
-0.51%
1907
-6.38%
-7.33%
-8.40%
-8.70%
1906
+3.21%
-1.01%
+0.59%
-3.33%
1905
+2.69%
-2.49%
+7.83%
-1.78%
1904
+0.53%
-0.68%
+12.56%
-0.84%
1903
+2.04%
-1.21%
-4.67%
-7.60%
1902
-0.08%
-4.81%
+3.24%
-2.40%
1901
+4.10%
-0.79%
+6.47%
-2.76%
1900
+6.14%
-1.37%
+8.45%
-1.38%
1899
+7.64%
-0.37%
+2.72%
-2.13%
1898
+2.65%
-6.31%
+11.99%
-4.26%
1897
+11.31%
-0.69%
+9.70%
-0.85%
1896
+2.95%
-4.43%
+2.87%
-5.53%
1895
+7.80%
-4.07%
+2.80%
-4.23%
1894
+4.33%
-0.91%
+4.58%
-1.05%
1893
+3.79%
-2.27%
-4.72%
-9.21%
1892
+0.66%
-1.54%
+3.45%
-0.93%
1891
-0.82%
-3.77%
+7.45%
-2.60%
1890
-0.41%
-2.94%
-1.50%
-4.15%
1889
+2.36%
-0.75%
+5.38%
-0.71%
1888
+5.24%
-1.11%
+4.41%
-1.57%
1887
+0.62%
-2.47%
-0.36%
-4.08%
1886
+7.20%
-0.14%
+5.02%
-1.39%
1885
+4.15%
-0.70%
+11.99%
-0.98%
1884
+2.46%
-2.98%
-1.97%
-5.63%
1883
+6.44%
-0.71%
+0.14%
-2.08%
1882
+5.46%
-0.63%
+3.24%
-1.91%
1881
+8.87%
-1.40%
+3.46%
-3.20%
1880
+12.45%
-0.82%
+12.13%
-2.30%
1879
+7.32%
-0.63%
+17.34%
-0.47%
1878
+2.37%
-1.30%
+7.44%
-0.16%
1877
-2.01%
-3.27%
+1.94%
-4.81%
1876
-2.30%
-4.98%
-0.20%
-3.96%
1875
+4.92%
-3.56%
+7.61%
-1.41%
1874
+6.58%
-3.03%
+7.35%
-1.45%
1873
+5.59%
-5.41%
+1.49%
-7.70%
1872
+6.04%
-2.60%
+5.32%
-2.48%
1871
+10.11%
-1.22%
+8.01%
-1.75%