European Stocks vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% 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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European Stocks Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
30 Years Stats Return +6.89% +7.34%
Std Dev 17.88% 7.40%
Max Drawdown -59.77% -20.58%
All time Stats
(Since Jan 1970)
Return +8.75% +9.13%
Std Dev 17.39% 7.97%
Max Drawdown -59.77% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +8.75
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.13
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% 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).

European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 93.95$, with a total return of 9294.61% (8.75% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1970, now would be worth 113.82$, with a total return of 11282.05% (9.13% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75
-4.90% May 1999 May 1999 (1) Oct 1999 (6) 2.35
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09

Drawdown comparison chart since January 1970.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-38.16% Jan 1973 Sep 1974 (21) Jun 1975 (30) 16.35
-33.23% Dec 1980 Jul 1982 (20) Apr 1983 (29) 17.61
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-26.83% Jan 1970 Jun 1970 (6) Mar 1971 (15) 14.63
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.23% Feb 1976 Nov 1976 (10) Dec 1977 (23) 11.06
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.84% Feb 1980 Mar 1980 (2) Sep 1980 (8) 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
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00

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
+1.15%
-1.23%
-0.09%
-0.52%
2023
+20.21%
-11.19%
+9.94%
-9.24%
2022
-16.00%
-30.58%
-18.39%
-20.58%
2021
+16.88%
-5.48%
+8.27%
-3.74%
2020
+6.11%
-25.65%
+15.88%
-3.68%
2019
+24.86%
-5.67%
+17.93%
-0.83%
2018
-14.91%
-19.44%
-3.02%
-4.71%
2017
+26.99%
-0.51%
+11.55%
-0.49%
2016
-0.37%
-8.60%
+6.50%
-6.42%
2015
-1.94%
-11.47%
-3.23%
-6.66%
2014
-7.10%
-11.75%
+12.89%
-2.52%
2013
+24.38%
-4.42%
+1.71%
-5.29%
2012
+21.57%
-14.17%
+7.02%
-1.33%
2011
-11.64%
-27.74%
+15.64%
-2.00%
2010
+6.05%
-17.10%
+12.88%
-0.69%
2009
+31.33%
-22.78%
+2.71%
-11.57%
2008
-44.71%
-48.36%
+2.38%
-11.38%
2007
+13.24%
-5.77%
+11.88%
-1.20%
2006
+33.06%
-2.93%
+6.93%
-1.71%
2005
+9.26%
-4.49%
+8.55%
-2.99%
2004
+20.86%
-3.93%
+9.41%
-4.76%
2003
+38.70%
-9.25%
+13.96%
-4.74%
2002
-17.95%
-25.96%
+7.77%
-1.56%
2001
-20.30%
-27.21%
-2.77%
-4.61%
2000
-8.21%
-14.23%
+10.15%
-2.26%
1999
+16.66%
-4.90%
+6.28%
-3.79%
1998
+28.86%
-16.03%
+11.05%
-4.83%
1997
+24.23%
-5.68%
+13.54%
-2.89%
1996
+21.25%
-1.20%
+8.27%
-2.11%
1995
+22.28%
-3.97%
+27.44%
0.00%
1994
+1.88%
-7.00%
-3.28%
-6.83%
1993
+29.13%
-2.19%
+12.02%
-1.98%
1992
-3.32%
-12.85%
+6.76%
-2.23%
1991
+12.40%
-12.16%
+17.98%
-1.86%
1990
-3.87%
-20.21%
+3.85%
-5.51%
1989
+28.18%
-6.85%
+20.45%
-1.14%
1988
+13.69%
-6.81%
+10.59%
-1.93%
1987
+7.05%
-23.15%
+3.47%
-8.78%
1986
+40.96%
-8.83%
+20.56%
-3.75%
1985
+78.72%
0.00%
+28.68%
-2.13%
1984
+0.52%
-9.51%
+8.03%
-6.61%
1983
+20.82%
-3.29%
+7.06%
-3.16%
1982
+3.86%
-19.58%
+31.65%
-3.13%
1981
-12.54%
-16.77%
-3.74%
-11.76%
1980
+11.80%
-12.84%
+10.35%
-10.89%
1979
+12.18%
-7.42%
+19.26%
-6.57%
1978
+21.77%
-6.97%
+7.24%
-3.43%
1977
+21.77%
-2.49%
+2.14%
-2.83%
1976
-7.88%
-19.23%
+15.78%
-1.12%
1975
+41.32%
-10.90%
+12.93%
-5.16%
1974
-24.15%
-32.15%
+1.78%
-11.04%
1973
-8.86%
-10.68%
+6.67%
-2.66%
1972
+14.25%
-2.68%
+14.50%
0.00%
1971
+26.21%
-4.56%
+14.60%
-3.81%
1970
-10.74%
-26.83%
+10.73%
-7.59%