Ray Dalio All Weather vs Credit Suisse Global Market Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 6.89% compound annual return, with a 8.28% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Credit Suisse Global Market Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 45%
Fixed Income 55% 55%
Commodities 15% 0%
30 Years Stats Return +7.34% +6.89%
Std Dev 7.40% 8.28%
Max Drawdown -20.58% -25.90%
All time Stats
(Since Jan 1985)
Return +8.69% +8.83%
Std Dev 7.50% 8.61%
Max Drawdown -20.58% -25.90%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +8.69
Credit Suisse Global Market Portfolio +0.97 +5.73 +10.19 +4.35 +4.86 +6.89 +8.83
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.23% (6.89% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.12$, with a total return of 2511.99% (8.69% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 27.49$, with a total return of 2648.75% (8.83% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ray Dalio All Weather Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12

Drawdown comparison chart since January 1985.

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Ray Dalio All Weather Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.04% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.43
-9.84% Aug 1990 Sep 1990 (2) Jan 1991 (6) 5.37
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.84% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.17
-6.85% Feb 1994 Nov 1994 (10) May 1995 (16) 4.92
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21

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
-0.09%
-0.52%
+0.03%
-0.93%
2023
+9.94%
-9.24%
+12.57%
-8.81%
2022
-18.39%
-20.58%
-19.25%
-23.10%
2021
+8.27%
-3.74%
+7.49%
-2.99%
2020
+15.88%
-3.68%
+12.06%
-8.34%
2019
+17.93%
-0.83%
+19.24%
-1.07%
2018
-3.02%
-4.71%
-4.76%
-6.00%
2017
+11.55%
-0.49%
+13.93%
0.00%
2016
+6.50%
-6.42%
+6.49%
-4.41%
2015
-3.23%
-6.66%
-1.54%
-6.05%
2014
+12.89%
-2.52%
+10.70%
-2.47%
2013
+1.71%
-5.29%
+5.77%
-5.32%
2012
+7.02%
-1.33%
+12.25%
-2.32%
2011
+15.64%
-2.00%
+6.64%
-3.80%
2010
+12.88%
-0.69%
+11.92%
-3.33%
2009
+2.71%
-11.57%
+17.08%
-12.90%
2008
+2.38%
-11.38%
-12.93%
-20.63%
2007
+11.88%
-1.20%
+7.60%
-2.29%
2006
+6.93%
-1.71%
+12.00%
-2.16%
2005
+8.55%
-2.99%
+7.92%
-2.32%
2004
+9.41%
-4.76%
+11.74%
-4.15%
2003
+13.96%
-4.74%
+19.38%
-1.62%
2002
+7.77%
-1.56%
-0.18%
-5.20%
2001
-2.77%
-4.61%
-0.30%
-6.28%
2000
+10.15%
-2.26%
+2.79%
-3.32%
1999
+6.28%
-3.79%
+9.76%
-2.51%
1998
+11.05%
-4.83%
+13.06%
-5.62%
1997
+13.54%
-2.89%
+10.21%
-3.97%
1996
+8.27%
-2.11%
+8.88%
-1.37%
1995
+27.44%
0.00%
+21.92%
0.00%
1994
-3.28%
-6.83%
-3.16%
-6.85%
1993
+12.02%
-1.98%
+20.70%
-2.78%
1992
+6.76%
-2.23%
+4.18%
-4.17%
1991
+17.98%
-1.86%
+25.49%
-2.87%
1990
+3.85%
-5.51%
-1.53%
-9.84%
1989
+20.45%
-1.14%
+21.42%
-0.61%
1988
+10.59%
-1.93%
+14.53%
-2.19%
1987
+3.47%
-8.78%
+3.66%
-11.04%
1986
+20.56%
-3.75%
+25.89%
-4.02%
1985
+28.68%
-2.13%
+31.49%
-1.25%