Last Update: 31 December 2022

The Ray Dalio All Weather Portfolio obtained a 7.26% compound annual return, with a 7.08% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 7.15% compound annual return, with a 8.04% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Credit Suisse Global Market Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 45%
Fixed Income 55% 55%
Commodities 15% 0%
30 Years Stats Return +7.26% +7.15%
Std Dev 7.08% 8.04%
Max Drawdown -20.19% -25.90%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Ray Dalio All Weather Portfolio -2.69 -5.05 -18.03 +3.06 +4.27 +7.26 +8.59
Credit Suisse Global Market Portfolio -3.08 -2.63 -19.25 +2.01 +4.45 +7.15 +8.77
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1993, now would be worth 8181.78$, with a total return of 718.18% (7.26% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1993, now would be worth 7946.54$, with a total return of 694.65% (7.15% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 22886.09$, with a total return of 2188.61% (8.59% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1985, now would be worth 24410.95$, with a total return of 2341.10% (8.77% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Ray Dalio All Weather Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-20.19% Jan 2022 Sep 2022
-12.18% Jul 2008 Feb 2009
-8.34% Feb 2020 Mar 2020
-6.93% Feb 2015 Dec 2015
-6.85% Feb 1994 Nov 1994
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.28% Feb 2001 Sep 2001
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.62% Jul 1998 Aug 1998
-5.32% May 2013 Aug 2013
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.61% Feb 2001 Mar 2001

Drawdown comparison chart since January 1985.

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Ray Dalio All Weather Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-20.19% Jan 2022 Sep 2022
-12.18% Jul 2008 Feb 2009
-11.04% Sep 1987 Nov 1987
-9.84% Aug 1990 Sep 1990
-8.78% Sep 1987 Nov 1987
-8.34% Feb 2020 Mar 2020
-7.84% Jan 1990 Apr 1990
-6.93% Feb 2015 Dec 2015
-6.85% Feb 1994 Nov 1994
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.28% Feb 2001 Sep 2001
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.62% Jul 1998 Aug 1998
-5.51% Jan 1990 Apr 1990
-5.32% May 2013 Aug 2013
-5.10% May 2013 Jun 2013

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Ray Dalio All Weather Portfolio Credit Suisse Global Market Portfolio
2022
-18.03% -19.25%
2021
+8.08% +7.49%
2020
+14.68% +12.06%
2019
+18.22% +19.24%
2018
-3.19% -4.76%
2017
+11.47% +13.93%
2016
+5.86% +6.49%
2015
-3.72% -1.54%
2014
+12.52% +10.70%
2013
+2.15% +5.77%
2012
+6.72% +12.25%
2011
+15.59% +6.64%
2010
+12.53% +11.92%
2009
+2.34% +17.08%
2008
+1.34% -12.93%
2007
+11.88% +7.60%
2006
+6.93% +12.00%
2005
+8.55% +7.92%
2004
+9.41% +11.74%
2003
+13.96% +19.38%
2002
+7.77% -0.18%
2001
-2.77% -0.30%
2000
+10.15% +2.79%
1999
+6.28% +9.76%
1998
+11.05% +13.06%
1997
+13.54% +10.21%
1996
+8.27% +8.88%
1995
+27.44% +21.92%
1994
-3.28% -3.16%
1993
+12.02% +20.70%
1992
+6.76% +4.18%
1991
+17.98% +25.49%
1990
+3.85% -1.53%
1989
+20.45% +21.42%
1988
+10.59% +14.53%
1987
+3.47% +3.66%
1986
+20.56% +25.89%
1985
+28.68% +31.49%
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