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 Portfolio obtained a 4.47% compound annual return, with a 6.20% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather 2x Leveraged Portfolio Simplified Permanent Portfolio
Risk Medium Medium
Asset Allocation Stocks 37.5% 25%
Fixed Income 55% 50%
Commodities 7.5% 25%
10 Years Stats Return +9.21% +4.47%
Std Dev 14.31% 6.20%
Max Drawdown -26.81% -10.97%

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 Portfolio +2.84 -5.63 -7.24 +5.46 +4.47 +6.02
(*) 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 Portfolio: an investment of 1000$, since August 2012, now would be worth 1548.88$, with a total return of 54.89% (4.47% 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 Portfolio: an investment of 1000$, since March 2010, now would be worth 2066.07$, with a total return of 106.61% (6.02% annualized).

Drawdowns

Drawdown comparison chart since July 2012.

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Ray Dalio All Weather 2x Leveraged Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.81% Jan 2022 Jun 2022
-15.40% Feb 2015 Sep 2015
-14.01% Aug 2016 Nov 2016
-11.91% Feb 2018 Oct 2018
-10.97% Jan 2022 Jun 2022
-10.15% Aug 2020 Oct 2020
-9.99% May 2013 Jun 2013
-6.69% Apr 2013 Jun 2013
-6.23% Aug 2016 Dec 2016
-5.27% Feb 2015 Dec 2015
-4.76% Sep 2014 Sep 2014
-4.36% Sep 2021 Sep 2021
-3.81% Jan 2021 Mar 2021
-3.74% Mar 2020 Mar 2020
-3.68% Feb 2018 Oct 2018
-3.39% Oct 2012 Dec 2012
-3.11% Sep 2020 Oct 2020
-2.81% Sep 2021 Sep 2021
-2.59% Sep 2014 Sep 2014
-1.91% Sep 2019 Sep 2019

Drawdown comparison chart since March 2010.

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Ray Dalio All Weather 2x Leveraged Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.81% Jan 2022 Jun 2022
-15.40% Feb 2015 Sep 2015
-14.01% Aug 2016 Nov 2016
-11.91% Feb 2018 Oct 2018
-10.97% Jan 2022 Jun 2022
-10.15% Aug 2020 Oct 2020
-9.99% May 2013 Jun 2013
-6.69% Apr 2013 Jun 2013
-6.23% Aug 2016 Dec 2016
-5.27% Feb 2015 Dec 2015
-4.76% Sep 2014 Sep 2014
-4.36% Sep 2021 Sep 2021
-3.82% Jun 2011 Jun 2011
-3.81% Jan 2021 Mar 2021
-3.74% Mar 2020 Mar 2020
-3.69% Sep 2011 Sep 2011
-3.68% Feb 2018 Oct 2018
-3.39% Oct 2012 Dec 2012
-3.11% Sep 2020 Oct 2020
-2.81% Sep 2021 Sep 2021

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 Portfolio
2022
-19.66% -8.45%
2021
+19.72% +3.72%
2020
+19.68% +16.46%
2019
+34.09% +16.15%
2018
-10.77% -1.29%
2017
+21.37% +9.78%
2016
+11.11% +5.72%
2015
-8.24% -1.82%
2014
+32.31% +7.12%
2013
+8.66% -1.76%
2012
+12.34% +7.59%
2011
+33.40% +10.45%
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