Last Update: 31 July 2022

The Ray Dalio All Weather 2x Leveraged Portfolio obtained a 9.21% compound annual return, with a 14.31% standard deviation, in the last 10 Years.

The Simplified Permanent 2x Leveraged Portfolio obtained a 6.65% compound annual return, with a 12.12% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather 2x Leveraged Portfolio Simplified Permanent 2x Leveraged Portfolio
Risk Medium Medium
Asset Allocation Stocks 37.5% 25%
Fixed Income 55% 50%
Commodities 7.5% 25%
10 Years Stats Return +9.21% +6.65%
Std Dev 14.31% 12.12%
Max Drawdown -26.81% -21.26%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from March 2010

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Ray Dalio All Weather 2x Leveraged Portfolio +9.77 -16.23 -13.17 +8.58 +9.21 +12.87
Simplified Permanent 2x Leveraged Portfolio +5.09 -12.42 -14.56 +7.45 +6.65 +9.67
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1000$, since August 2012, now would be worth 2413.90$, with a total return of 141.39% (9.21% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1000$, since August 2012, now would be worth 1904.12$, with a total return of 90.41% (6.65% annualized).

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1000$, since March 2010, now would be worth 4493.92$, with a total return of 349.39% (12.87% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1000$, since March 2010, now would be worth 3145.73$, with a total return of 214.57% (9.67% annualized).

Drawdowns

Drawdown comparison chart since July 2012.

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Ray Dalio All Weather 2x Leveraged Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.81% Jan 2022 Jun 2022
-21.26% Jan 2022 Jun 2022
-15.40% Feb 2015 Sep 2015
-14.01% Aug 2016 Nov 2016
-13.44% Aug 2016 Dec 2016
-12.86% Oct 2012 Jun 2013
-11.91% Feb 2018 Oct 2018
-11.33% Feb 2015 Dec 2015
-10.15% Aug 2020 Oct 2020
-9.99% May 2013 Jun 2013
-9.99% Feb 2018 Oct 2018
-8.58% Sep 2020 Mar 2021
-5.95% Sep 2021 Sep 2021
-4.81% Sep 2014 Sep 2014
-4.76% Sep 2014 Sep 2014
-4.36% Sep 2021 Sep 2021
-3.74% Mar 2020 Mar 2020
-3.39% Oct 2012 Dec 2012
-3.39% Feb 2020 Mar 2020
-3.21% May 2016 May 2016

Drawdown comparison chart since March 2010.

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Ray Dalio All Weather 2x Leveraged Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.81% Jan 2022 Jun 2022
-21.26% Jan 2022 Jun 2022
-15.40% Feb 2015 Sep 2015
-14.01% Aug 2016 Nov 2016
-13.44% Aug 2016 Dec 2016
-12.86% Oct 2012 Jun 2013
-11.91% Feb 2018 Oct 2018
-11.33% Feb 2015 Dec 2015
-10.15% Aug 2020 Oct 2020
-9.99% May 2013 Jun 2013
-9.99% Feb 2018 Oct 2018
-8.58% Sep 2020 Mar 2021
-7.47% Sep 2011 Sep 2011
-5.95% Sep 2021 Sep 2021
-4.81% Sep 2014 Sep 2014
-4.76% Sep 2014 Sep 2014
-4.36% Sep 2021 Sep 2021
-3.82% Jun 2011 Jun 2011
-3.74% Mar 2020 Mar 2020
-3.69% May 2012 May 2012

Yearly Returns

Yearly return comparison. Common historical serie start from March 2010.

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Year Ray Dalio All Weather 2x Leveraged Portfolio Simplified Permanent 2x Leveraged Portfolio
2022
-19.66% -17.25%
2021
+19.72% +8.10%
2020
+19.68% +24.56%
2019
+34.09% +30.31%
2018
-10.77% -6.20%
2017
+21.37% +18.32%
2016
+11.11% +8.57%
2015
-8.24% -4.99%
2014
+32.31% +13.48%
2013
+8.66% -1.57%
2012
+12.34% +13.11%
2011
+33.40% +17.58%
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