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
| 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
| 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 |
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.
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.
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.
| 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% |