All Country World 80/20 vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The All Country World 80/20 Portfolio obtained a 6.48% compound annual return, with a 12.76% 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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All Country World 80/20 Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
30 Years Stats Return +6.48% +7.34%
Std Dev 12.76% 7.40%
Max Drawdown -47.32% -20.58%
All time Stats
(Since Jan 1985)
Return +8.39% +8.69%
Std Dev 13.10% 7.50%
Max Drawdown -47.32% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 80/20 Portfolio +3.45 +9.74 +18.92 +8.54 +7.22 +6.48 +8.39
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +8.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.56% (6.48% 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).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 23.49$, with a total return of 2249.26% (8.39% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.12$, with a total return of 2511.99% (8.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 80/20 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
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00
-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
-4.62% May 2019 May 2019 (1) Jun 2019 (2) 2.67

Drawdown comparison chart since January 1985.

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All Country World 80/20 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
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.64% Jan 1992 Mar 1992 (3) Mar 1993 (15) 3.92
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.88% Feb 1994 Mar 1994 (2) Apr 1995 (15) 3.40
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88

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
+3.35%
-0.09%
-0.09%
-0.52%
2023
+19.08%
-8.64%
+9.94%
-9.24%
2022
-17.17%
-23.52%
-18.39%
-20.58%
2021
+14.21%
-3.60%
+8.27%
-3.74%
2020
+14.55%
-17.97%
+15.88%
-3.68%
2019
+23.35%
-4.62%
+17.93%
-0.83%
2018
-7.79%
-11.51%
-3.02%
-4.71%
2017
+20.43%
0.00%
+11.55%
-0.49%
2016
+7.66%
-5.08%
+6.50%
-6.42%
2015
-1.32%
-9.49%
-3.23%
-6.66%
2014
+4.31%
-3.32%
+12.89%
-2.52%
2013
+17.86%
-3.46%
+1.71%
-5.29%
2012
+15.19%
-7.89%
+7.02%
-1.33%
2011
-4.38%
-17.02%
+15.64%
-2.00%
2010
+12.00%
-9.60%
+12.88%
-0.69%
2009
+28.02%
-16.08%
+2.71%
-11.57%
2008
-34.37%
-37.13%
+2.38%
-11.38%
2007
+8.92%
-4.35%
+11.88%
-1.20%
2006
+15.95%
-3.66%
+6.93%
-1.71%
2005
+8.00%
-3.65%
+8.55%
-2.99%
2004
+11.86%
-3.52%
+9.41%
-4.76%
2003
+26.95%
-3.85%
+13.96%
-4.74%
2002
-14.55%
-20.27%
+7.77%
-1.56%
2001
-11.36%
-19.42%
-2.77%
-4.61%
2000
-9.84%
-12.38%
+10.15%
-2.26%
1999
+20.74%
-3.34%
+6.28%
-3.79%
1998
+17.65%
-12.27%
+11.05%
-4.83%
1997
+11.46%
-6.57%
+13.54%
-2.89%
1996
+10.54%
-2.89%
+8.27%
-2.11%
1995
+17.60%
-1.58%
+27.44%
0.00%
1994
+1.26%
-5.88%
-3.28%
-6.83%
1993
+20.51%
-4.44%
+12.02%
-1.98%
1992
-3.52%
-6.64%
+6.76%
-2.23%
1991
+17.30%
-5.18%
+17.98%
-1.86%
1990
-13.44%
-19.99%
+3.85%
-5.51%
1989
+14.69%
-2.34%
+20.45%
-1.14%
1988
+18.54%
-4.91%
+10.59%
-1.93%
1987
+13.56%
-22.19%
+3.47%
-8.78%
1986
+37.13%
-5.17%
+20.56%
-3.75%
1985
+37.92%
-1.68%
+28.68%
-2.13%