Last Update: 31 July 2022

The Dynamic 40/60 Income Portfolio obtained a 7.29% compound annual return, with a 7.82% 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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Dynamic 40/60 Income 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 +7.29% +7.67%
Std Dev 7.82% 6.83%
Max Drawdown -29.84% -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(*)
Dynamic 40/60 Income Portfolio +5.07 -7.15 -8.70 +3.57 +4.92 +7.29 +7.44
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

Dynamic 40/60 Income Portfolio: an investment of 1000$, since August 1992, now would be worth 8245.31$, with a total return of 724.53% (7.29% 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).

Dynamic 40/60 Income Portfolio: an investment of 1000$, since January 1992, now would be worth 8974.88$, with a total return of 797.49% (7.44% 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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Dynamic 40/60 Income Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.84% Nov 2007 Feb 2009
-14.69% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.42% Feb 2020 Mar 2020
-12.18% Jul 2008 Feb 2009
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.73% May 2002 Jul 2002
-6.47% Aug 2016 Nov 2016
-5.36% Feb 1994 Jun 1994
-5.10% May 2013 Jun 2013
-5.09% Oct 2018 Dec 2018
-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
-4.13% Sep 2000 Nov 2000

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.84% Nov 2007 Feb 2009
-14.69% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.42% Feb 2020 Mar 2020
-12.18% Jul 2008 Feb 2009
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.73% May 2002 Jul 2002
-6.47% Aug 2016 Nov 2016
-5.36% Feb 1994 Jun 1994
-5.10% May 2013 Jun 2013
-5.09% Oct 2018 Dec 2018
-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
-4.13% Sep 2000 Nov 2000

Yearly Returns

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

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Year Dynamic 40/60 Income Portfolio Ray Dalio All Weather Portfolio
2022
-10.36% -10.73%
2021
+6.72% +8.08%
2020
+8.28% +14.68%
2019
+15.91% +18.22%
2018
-3.18% -3.19%
2017
+9.18% +11.47%
2016
+7.53% +5.86%
2015
+0.21% -3.72%
2014
+7.01% +12.52%
2013
+6.13% +2.15%
2012
+12.70% +6.72%
2011
+2.96% +15.59%
2010
+11.25% +12.53%
2009
+22.37% +2.34%
2008
-14.80% +1.34%
2007
+0.88% +11.88%
2006
+9.18% +6.93%
2005
+5.23% +8.55%
2004
+8.41% +9.41%
2003
+21.64% +13.96%
2002
+1.03% +7.77%
2001
+8.71% -2.77%
2000
+3.43% +10.15%
1999
+11.02% +6.28%
1998
+6.04% +11.05%
1997
+16.36% +13.54%
1996
+16.81% +8.27%
1995
+23.17% +27.44%
1994
-3.19% -3.28%
1993
+14.73% +12.02%
1992
+12.95% +6.76%
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