Craig Israelsen 7Twelve vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Craig Israelsen 7Twelve Portfolio obtained a 6.63% compound annual return, with a 9.77% 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

Swipe left to see all data
Craig Israelsen 7Twelve Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 50% 30%
Fixed Income 33.34% 55%
Commodities 16.66% 15%
30 Years Stats Return +6.63% +7.34%
Std Dev 9.77% 7.40%
Max Drawdown -37.96% -20.58%
All time Stats
(Since Jan 1976)
Return +9.24% +9.01%
Std Dev 9.48% 8.00%
Max Drawdown -37.96% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Craig Israelsen 7Twelve Portfolio +1.69 +4.77 +8.60 +5.79 +3.93 +6.63 +9.24
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.01
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since March 1994, now would be worth 6.86$, with a total return of 586.32% (6.63% 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).

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1976, now would be worth 70.51$, with a total return of 6950.55% (9.24% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1976, now would be worth 63.89$, with a total return of 6289.29% (9.01% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Craig Israelsen 7Twelve 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
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 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
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73

Drawdown comparison chart since January 1976.

Swipe left to see all data
Craig Israelsen 7Twelve 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
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.43% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-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
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.52% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.02
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.68% Dec 1980 Sep 1981 (10) Sep 1982 (22) 4.25
-7.10% May 1983 May 1984 (13) Aug 1984 (16) 3.00
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.39%
-0.30%
-0.09%
-0.52%
2023
+8.77%
-6.61%
+9.94%
-9.24%
2022
-7.91%
-13.28%
-18.39%
-20.58%
2021
+16.41%
-3.52%
+8.27%
-3.74%
2020
+3.64%
-17.90%
+15.88%
-3.68%
2019
+17.04%
-3.93%
+17.93%
-0.83%
2018
-6.60%
-9.83%
-3.02%
-4.71%
2017
+11.15%
-0.23%
+11.55%
-0.49%
2016
+7.88%
-3.46%
+6.50%
-6.42%
2015
-6.71%
-8.96%
-3.23%
-6.66%
2014
-0.27%
-5.11%
+12.89%
-2.52%
2013
+9.98%
-2.34%
+1.71%
-5.29%
2012
+9.05%
-5.96%
+7.02%
-1.33%
2011
-0.33%
-13.50%
+15.64%
-2.00%
2010
+12.87%
-7.69%
+12.88%
-0.69%
2009
+19.77%
-13.75%
+2.71%
-11.57%
2008
-24.01%
-29.50%
+2.38%
-11.38%
2007
+11.31%
-2.37%
+11.88%
-1.20%
2006
+12.08%
-2.41%
+6.93%
-1.71%
2005
+11.36%
-3.44%
+8.55%
-2.99%
2004
+14.33%
-5.06%
+9.41%
-4.76%
2003
+25.20%
-1.95%
+13.96%
-4.74%
2002
+4.93%
-5.27%
+7.77%
-1.56%
2001
-4.66%
-10.05%
-2.77%
-4.61%
2000
+11.53%
-2.79%
+10.15%
-2.26%
1999
+19.24%
-3.02%
+6.28%
-3.79%
1998
-1.40%
-13.54%
+11.05%
-4.83%
1997
+7.34%
-3.49%
+13.54%
-2.89%
1996
+16.09%
-3.26%
+8.27%
-2.11%
1995
+18.64%
-1.07%
+27.44%
0.00%
1994
-1.53%
-6.66%
-3.28%
-6.83%
1993
+17.28%
-3.19%
+12.02%
-1.98%
1992
+5.45%
-2.13%
+6.76%
-2.23%
1991
+26.17%
-3.31%
+17.98%
-1.86%
1990
+1.68%
-5.15%
+3.85%
-5.51%
1989
+27.09%
-1.51%
+20.45%
-1.14%
1988
+17.78%
-2.03%
+10.59%
-1.93%
1987
+3.08%
-13.43%
+3.47%
-8.78%
1986
+16.22%
-3.66%
+20.56%
-3.75%
1985
+24.57%
-0.68%
+28.68%
-2.13%
1984
+8.53%
-2.58%
+8.03%
-6.61%
1983
+17.12%
-1.50%
+7.06%
-3.16%
1982
+15.88%
-3.72%
+31.65%
-3.13%
1981
-1.36%
-7.83%
-3.74%
-11.76%
1980
+16.18%
-10.52%
+10.35%
-10.89%
1979
+20.37%
-6.26%
+19.26%
-6.57%
1978
+13.62%
-5.84%
+7.24%
-3.43%
1977
+7.11%
-1.81%
+2.14%
-2.83%
1976
+15.46%
-2.12%
+15.78%
-1.12%