Last Update: 31 July 2022

The Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

The Dynamic 40/60 Income Portfolio obtained a 7.29% compound annual return, with a 7.82% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Dynamic 40/60 Income Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
30 Years Stats Return +7.67% +7.29%
Std Dev 6.83% 7.82%
Max Drawdown -13.67% -29.84%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Ray Dalio All Weather Portfolio +3.40 -8.12 -8.42 +5.90 +5.15 +7.67 +7.64
Dynamic 40/60 Income Portfolio +5.07 -7.15 -8.70 +3.57 +4.92 +7.29 +7.44
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Ray Dalio All Weather Portfolio: an investment of 1000$, since August 1992, now would be worth 9167.39$, with a total return of 816.74% (7.67% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1000$, since August 1992, now would be worth 8245.31$, with a total return of 724.53% (7.29% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1992, now would be worth 9513.04$, with a total return of 851.30% (7.64% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1000$, since January 1992, now would be worth 8974.88$, with a total return of 797.49% (7.44% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Ray Dalio All Weather Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.84% Nov 2007 Feb 2009
-14.69% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.42% Feb 2020 Mar 2020
-12.18% Jul 2008 Feb 2009
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.73% May 2002 Jul 2002
-6.47% Aug 2016 Nov 2016
-5.36% Feb 1994 Jun 1994
-5.10% May 2013 Jun 2013
-5.09% Oct 2018 Dec 2018
-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
-4.13% Sep 2000 Nov 2000

Drawdown comparison chart since January 1992.

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Ray Dalio All Weather Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.84% Nov 2007 Feb 2009
-14.69% Jan 2022 Jun 2022
-13.67% Jan 2022 Jun 2022
-12.42% Feb 2020 Mar 2020
-12.18% Jul 2008 Feb 2009
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.73% May 2002 Jul 2002
-6.47% Aug 2016 Nov 2016
-5.36% Feb 1994 Jun 1994
-5.10% May 2013 Jun 2013
-5.09% Oct 2018 Dec 2018
-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
-4.13% Sep 2000 Nov 2000

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year Ray Dalio All Weather Portfolio Dynamic 40/60 Income Portfolio
2022
-10.73% -10.36%
2021
+8.08% +6.72%
2020
+14.68% +8.28%
2019
+18.22% +15.91%
2018
-3.19% -3.18%
2017
+11.47% +9.18%
2016
+5.86% +7.53%
2015
-3.72% +0.21%
2014
+12.52% +7.01%
2013
+2.15% +6.13%
2012
+6.72% +12.70%
2011
+15.59% +2.96%
2010
+12.53% +11.25%
2009
+2.34% +22.37%
2008
+1.34% -14.80%
2007
+11.88% +0.88%
2006
+6.93% +9.18%
2005
+8.55% +5.23%
2004
+9.41% +8.41%
2003
+13.96% +21.64%
2002
+7.77% +1.03%
2001
-2.77% +8.71%
2000
+10.15% +3.43%
1999
+6.28% +11.02%
1998
+11.05% +6.04%
1997
+13.54% +16.36%
1996
+8.27% +16.81%
1995
+27.44% +23.17%
1994
-3.28% -3.19%
1993
+12.02% +14.73%
1992
+6.76% +12.95%
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