Last Update: 31 August 2021

The All Country World 40/60 Portfolio obtained a 7.03% compound annual return, with a 6.41% standard deviation, in the last 10 years.

The Ray Dalio All Weather Portfolio obtained a 7.45% compound annual return, with a 5.87% standard deviation, in the last 10 years.

Summary

Swipe left to see all data
All Country World 40/60 Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
10 Years Stats Return +7.03% +7.45%
Std Dev 6.41% 5.87%
Max Drawdown -10.06% -6.93%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1999

Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
All Country World 40/60 Portfolio +0.92 +2.79 +6.63 +12.06 +9.12 +7.80 +7.03 +6.21
Ray Dalio All Weather Portfolio +0.56 +5.20 +8.73 +8.37 +11.01 +7.99 +7.45 +7.54
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1999.

Swipe left to see all data
Year All Country World 40/60 Portfolio Ray Dalio All Weather Portfolio
2021
+5.94% +5.94%
2020
+10.42% +14.68%
2019
+16.42% +18.22%
2018
-3.84% -3.19%
2017
+12.29% +11.47%
2016
+5.97% +5.86%
2015
-0.23% -3.72%
2014
+5.59% +12.52%
2013
+7.68% +2.15%
2012
+11.32% +6.72%
2011
+1.87% +15.59%
2010
+9.86% +12.53%
2009
+18.75% +2.34%
2008
-16.04% +1.34%
2007
+7.49% +11.88%
2006
+10.29% +6.93%
2005
+6.35% +8.55%
2004
+8.97% +9.41%
2003
+17.60% +13.96%
2002
-2.62% +7.77%
2001
+0.44% -2.77%
2000
+0.63% +10.15%
1999
+12.23% +6.28%
Share this page