Last Update: 31 July 2022

The All Country World 40/60 Portfolio obtained a 6.49% compound annual return, with a 7.27% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

Summary

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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%
30 Years Stats Return +6.49% +7.67%
Std Dev 7.27% 6.83%
Max Drawdown -25.16% -13.67%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 40/60 Portfolio +4.40 -8.38 -10.24 +3.99 +5.16 +6.49 +6.37
Ray Dalio All Weather Portfolio +3.40 -8.12 -8.42 +5.90 +5.15 +7.67 +7.64
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

All Country World 40/60 Portfolio: an investment of 1000$, since August 1992, now would be worth 6590.83$, with a total return of 559.08% (6.49% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since August 1992, now would be worth 9167.39$, with a total return of 816.74% (7.67% annualized).

All Country World 40/60 Portfolio: an investment of 1000$, since January 1992, now would be worth 6604.94$, with a total return of 560.49% (6.37% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1992, now would be worth 9513.04$, with a total return of 851.30% (7.64% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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All Country World 40/60 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.16% Nov 2007 Feb 2009
-14.92% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.18% Jul 2008 Feb 2009
-10.07% Feb 2020 Mar 2020
-9.09% Feb 2001 Sep 2002
-7.33% May 1998 Aug 1998
-6.93% Feb 2015 Dec 2015
-6.92% May 2011 Sep 2011
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-5.70% Feb 1994 Jun 1994
-5.40% Feb 2018 Dec 2018
-5.18% May 2015 Sep 2015
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.61% Feb 2001 Mar 2001

Drawdown comparison chart since January 1992.

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All Country World 40/60 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.16% Nov 2007 Feb 2009
-14.92% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.18% Jul 2008 Feb 2009
-10.07% Feb 2020 Mar 2020
-9.09% Feb 2001 Sep 2002
-7.33% May 1998 Aug 1998
-6.93% Feb 2015 Dec 2015
-6.92% May 2011 Sep 2011
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-5.70% Feb 1994 Jun 1994
-5.40% Feb 2018 Dec 2018
-5.18% May 2015 Sep 2015
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.61% Feb 2001 Mar 2001

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year All Country World 40/60 Portfolio Ray Dalio All Weather Portfolio
2022
-11.17% -10.73%
2021
+6.07% +8.08%
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%
1998
+13.08% +11.05%
1997
+8.51% +13.54%
1996
+9.74% +8.27%
1995
+19.00% +27.44%
1994
-1.94% -3.28%
1993
+17.30% +12.02%
1992
+2.84% +6.76%
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