Ray Dalio All Weather 2x Leveraged vs Stocks/Bonds 80/20 Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather 2x Leveraged Portfolio obtained a 7.35% compound annual return, with a 17.72% standard deviation, in the last 10 Years.

The Stocks/Bonds 80/20 Portfolio obtained a 9.93% compound annual return, with a 12.76% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather 2x Leveraged Portfolio Stocks/Bonds 80/20 Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 37.5% 80%
Fixed Income 55% 20%
Commodities 7.5% 0%
10 Years Stats Return +7.35% +9.93%
Std Dev 17.72% 12.76%
Max Drawdown -37.02% -22.75%
All time Stats
(Since Mar 2010)
Return +11.14% +11.23%
Std Dev 16.00% 12.40%
Max Drawdown -37.02% -22.75%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Ray Dalio All Weather 2x Leveraged Portfolio +0.69 +4.45 +9.07 +6.87 +7.35 +11.14
Stocks/Bonds 80/20 Portfolio +3.98 +11.46 +23.48 +11.27 +9.93 +11.23
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.03$, with a total return of 103.26% (7.35% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since March 2014, now would be worth 2.58$, with a total return of 157.65% (9.93% annualized).

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.39$, with a total return of 338.60% (11.14% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since March 2010, now would be worth 4.43$, with a total return of 343.47% (11.23% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Ray Dalio All Weather 2x Leveraged Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Jan 2022 Oct 2023 (22) In progress (26) 23.73
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-11.91% Feb 2018 Oct 2018 (9) Mar 2019 (14) 6.50
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-10.15% Aug 2020 Oct 2020 (3) May 2021 (10) 5.07
-7.05% Jun 2015 Sep 2015 (4) May 2016 (12) 3.70
-4.97% May 2019 May 2019 (1) Jun 2019 (2) 2.87
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.92
-4.49% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.66
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-3.88% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.24
-3.74% Mar 2020 Mar 2020 (1) Apr 2020 (2) 2.16
-1.95% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.12
-1.91% Sep 2019 Sep 2019 (1) Jan 2020 (5) 1.07
-1.80% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.04
-1.73% Dec 2014 Jan 2015 (2) Feb 2015 (3) 0.86

Drawdown comparison chart since March 2010.

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Ray Dalio All Weather 2x Leveraged Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Jan 2022 Oct 2023 (22) In progress (26) 23.73
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-11.91% Feb 2018 Oct 2018 (9) Mar 2019 (14) 6.50
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-10.27% May 2010 Jun 2010 (2) Oct 2010 (6) 5.90
-10.15% Aug 2020 Oct 2020 (3) May 2021 (10) 5.07
-9.99% May 2013 Jun 2013 (2) Jan 2014 (9) 5.59
-7.05% Jun 2015 Sep 2015 (4) May 2016 (12) 3.70
-5.21% Apr 2012 May 2012 (2) Aug 2012 (5) 2.35
-4.97% May 2019 May 2019 (1) Jun 2019 (2) 2.87
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.92
-4.49% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.66
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-3.88% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.24
-3.82% Jun 2011 Jun 2011 (1) Jul 2011 (2) 2.20

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
-1.19%
-1.87%
+4.87%
0.00%
2023
+12.72%
-19.81%
+21.92%
-8.31%
2022
-29.60%
-36.33%
-18.23%
-22.75%
2021
+19.72%
-5.30%
+20.16%
-3.88%
2020
+19.68%
-10.15%
+18.36%
-16.53%
2019
+34.09%
-1.91%
+26.30%
-4.97%
2018
-10.77%
-11.91%
-4.19%
-11.32%
2017
+21.37%
-0.83%
+17.68%
0.00%
2016
+11.11%
-14.01%
+10.77%
-4.34%
2015
-8.24%
-15.40%
+0.40%
-7.05%
2014
+32.31%
-4.76%
+11.20%
-2.23%
2013
+8.66%
-9.99%
+26.34%
-2.66%
2012
+12.34%
-3.39%
+13.79%
-5.21%
2011
+33.40%
-3.82%
+2.36%
-13.35%