Ray Dalio All Weather vs Tyler Golden Butterfly 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 Tyler Golden Butterfly Portfolio obtained a 7.56% compound annual return, with a 7.73% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
30 Years Stats Return +7.34% +7.56%
Std Dev 7.40% 7.73%
Max Drawdown -20.58% -17.79%
All time Stats
(Since Jan 1927)
Return +7.20% +8.36%
Std Dev 7.53% 8.82%
Max Drawdown -37.02% -48.31%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1927

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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 +7.20
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.56 +8.36
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).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 1994, now would be worth 8.91$, with a total return of 790.58% (7.56% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1927, now would be worth 859.03$, with a total return of 85802.98% (7.20% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1927, now would be worth 2447.18$, with a total return of 244617.73% (8.36% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ray Dalio All Weather Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-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
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66

Drawdown comparison chart since January 1927.

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Ray Dalio All Weather Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-48.31% Sep 1929 May 1932 (33) Jun 1935 (70) 23.15
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-23.45% Mar 1937 Mar 1938 (13) Jan 1943 (71) 9.73
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-17.05% May 1969 Jun 1970 (14) Feb 1971 (22) 9.63
-14.87% Apr 1974 Sep 1974 (6) Jan 1975 (10) 8.03
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-13.73% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.54
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-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% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.34% Jun 1946 Nov 1946 (6) May 1948 (24) 5.21
-9.09% Dec 1980 Sep 1981 (10) Nov 1981 (12) 4.19

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%
-0.45%
-1.54%
2023
+9.94%
-9.24%
+11.98%
-8.07%
2022
-18.39%
-20.58%
-13.35%
-17.79%
2021
+8.27%
-3.74%
+9.35%
-2.45%
2020
+15.88%
-3.68%
+13.93%
-7.16%
2019
+17.93%
-0.83%
+18.03%
-1.83%
2018
-3.02%
-4.71%
-4.03%
-6.37%
2017
+11.55%
-0.49%
+10.96%
-0.32%
2016
+6.50%
-6.42%
+10.82%
-3.36%
2015
-3.23%
-6.66%
-3.71%
-6.25%
2014
+12.89%
-2.52%
+9.13%
-3.27%
2013
+1.71%
-5.29%
+6.26%
-3.84%
2012
+7.02%
-1.33%
+8.84%
-2.43%
2011
+15.64%
-2.00%
+8.86%
-3.00%
2010
+12.88%
-0.69%
+16.54%
-2.77%
2009
+2.71%
-11.57%
+10.77%
-10.16%
2008
+2.38%
-11.38%
-4.18%
-13.53%
2007
+11.88%
-1.20%
+9.58%
-2.06%
2006
+6.93%
-1.71%
+12.44%
-2.71%
2005
+8.55%
-2.99%
+8.04%
-1.76%
2004
+9.41%
-4.76%
+9.88%
-4.36%
2003
+13.96%
-4.74%
+18.85%
-2.72%
2002
+7.77%
-1.56%
+3.15%
-6.86%
2001
-2.77%
-4.61%
+2.71%
-4.99%
2000
+10.15%
-2.26%
+6.88%
-3.64%
1999
+6.28%
-3.79%
+4.24%
-3.38%
1998
+11.05%
-4.83%
+8.03%
-9.44%
1997
+13.54%
-2.89%
+13.09%
-2.50%
1996
+8.27%
-2.11%
+8.18%
-2.60%
1995
+27.44%
0.00%
+21.86%
-0.40%
1994
-3.28%
-6.83%
-1.98%
-4.64%
1993
+12.02%
-1.98%
+14.50%
-1.37%
1992
+6.76%
-2.23%
+9.15%
-1.58%
1991
+17.98%
-1.86%
+19.14%
-1.63%
1990
+3.85%
-5.51%
-2.51%
-7.94%
1989
+20.45%
-1.14%
+14.78%
-0.89%
1988
+10.59%
-1.93%
+9.18%
-1.64%
1987
+3.47%
-8.78%
+5.10%
-10.93%
1986
+20.56%
-3.75%
+17.75%
-2.42%
1985
+28.68%
-2.13%
+25.09%
-1.93%
1984
+8.03%
-6.61%
+3.75%
-4.68%
1983
+7.06%
-3.16%
+11.13%
-2.46%
1982
+31.65%
-3.13%
+28.31%
-5.34%
1981
-3.74%
-11.76%
-1.23%
-8.50%
1980
+10.35%
-10.89%
+15.59%
-13.73%
1979
+19.26%
-6.57%
+38.92%
-6.53%
1978
+7.24%
-3.43%
+13.30%
-7.41%
1977
+2.14%
-2.83%
+7.87%
-1.53%
1976
+15.78%
-1.12%
+20.55%
-2.29%
1975
+12.93%
-5.16%
+16.99%
-8.68%
1974
+1.78%
-11.04%
+5.51%
-14.87%
1973
+6.67%
-2.66%
+7.22%
-5.95%
1972
+14.50%
0.00%
+17.32%
-1.70%
1971
+14.60%
-3.81%
+14.13%
-3.04%
1970
+10.73%
-7.59%
+8.32%
-8.47%
1969
-7.07%
-8.33%
-9.95%
-11.26%
1968
+5.61%
-2.31%
+14.16%
-1.16%
1967
+4.93%
-2.43%
+15.73%
-1.53%
1966
-0.21%
-6.05%
-1.43%
-6.81%
1965
+4.08%
-1.14%
+9.98%
-1.26%
1964
+7.34%
-0.33%
+9.63%
-0.39%
1963
+6.73%
-1.03%
+9.52%
-1.19%
1962
+0.34%
-6.12%
-2.25%
-8.47%
1961
+7.57%
-1.53%
+11.32%
-1.53%
1960
+8.59%
-1.47%
+4.68%
-2.33%
1959
+1.91%
-2.83%
+5.78%
-2.67%
1958
+9.85%
-0.95%
+21.04%
-0.09%
1957
+1.56%
-3.70%
-1.90%
-5.44%
1956
+0.45%
-3.72%
+2.40%
-3.74%
1955
+6.44%
-0.66%
+9.05%
-1.20%
1954
+17.99%
-1.18%
+24.09%
-1.32%
1953
+0.83%
-4.42%
-1.25%
-5.95%
1952
+4.21%
-1.76%
+5.01%
-1.97%
1951
+4.78%
-2.55%
+5.62%
-3.17%
1950
+9.14%
-1.91%
+15.80%
-2.07%
1949
+8.58%
-0.97%
+8.87%
-1.60%
1948
+1.89%
-3.09%
+0.60%
-4.83%
1947
+1.53%
-1.94%
+3.73%
-2.27%
1946
-0.92%
-7.07%
-2.14%
-9.34%
1945
+15.78%
-0.88%
+23.40%
-1.03%
1944
+7.97%
-0.39%
+13.20%
-0.29%
1943
+9.97%
-2.77%
+18.24%
-2.65%
1942
+6.45%
-3.58%
+8.95%
-4.55%
1941
-1.20%
-4.99%
-1.87%
-5.56%
1940
+1.87%
-7.70%
-0.80%
-9.89%
1939
+2.79%
-3.74%
-0.30%
-6.03%
1938
+10.37%
-7.91%
+14.14%
-10.34%
1937
-10.07%
-12.18%
-15.74%
-17.75%
1936
+14.42%
-2.08%
+19.77%
-2.63%
1935
+16.55%
-1.39%
+19.44%
-3.22%
1934
+8.27%
-3.11%
+5.81%
-5.68%
1933
+23.55%
-7.04%
+45.52%
-6.98%
1932
+5.54%
-10.85%
+2.29%
-16.27%
1931
-17.79%
-21.07%
-20.79%
-25.80%
1930
-5.90%
-10.68%
-10.68%
-16.78%
1929
-1.20%
-10.34%
-3.62%
-14.87%
1928
+11.11%
-1.64%
+13.65%
-2.02%
1927
+14.04%
-1.26%
+16.03%
-1.81%