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 Golden Butterfly Portfolio obtained a 7.65% compound annual return, with a 7.41% standard deviation, in the last 30 Years.
Summary
| Ray Dalio All Weather Portfolio | Golden Butterfly Portfolio | ||
|---|---|---|---|
| Risk | Medium | High | |
| Asset Allocation | Stocks | 30% | 40% |
| Fixed Income | 55% | 40% | |
| Commodities | 15% | 20% | |
| 30 Years Stats | Return | +7.26% | +7.65% |
| Std Dev | 7.08% | 7.41% | |
| Max Drawdown | -20.19% | -17.79% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1927
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +7.14 |
| Golden Butterfly Portfolio | -2.27 | -1.09 | -13.35 | +4.11 | +5.32 | +7.65 | +8.34 |
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).
Golden Butterfly Portfolio: an investment of 1000$, since January 1993, now would be worth 9127.75$, with a total return of 812.77% (7.65% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1927, now would be worth 752677.20$, with a total return of 75167.72% (7.14% annualized).
Golden Butterfly Portfolio: an investment of 1000$, since January 1927, now would be worth 2195129.29$, with a total return of 219412.93% (8.34% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Ray Dalio All Weather Portfolio |
Golden Butterfly Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -20.19% | Jan 2022 | Sep 2022 | |||
| -17.79% | Jan 2022 | Sep 2022 | |||
| -14.81% | Mar 2008 | Feb 2009 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -9.44% | May 1998 | Aug 1998 | |||
| -7.16% | Feb 2020 | Mar 2020 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.86% | Jun 2002 | Jul 2002 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.37% | Sep 2018 | Dec 2018 | |||
| -6.25% | Feb 2015 | Sep 2015 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.99% | Feb 2001 | Mar 2001 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.64% | Feb 1994 | Jun 1994 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
Drawdown comparison chart since January 1927.
Ray Dalio All Weather Portfolio |
Golden Butterfly Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -48.31% | Sep 1929 | May 1932 | |||
| -37.02% | Sep 1929 | May 1932 | |||
| -23.45% | Mar 1937 | Mar 1938 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -17.79% | Jan 2022 | Sep 2022 | |||
| -17.43% | Mar 1937 | Mar 1938 | |||
| -17.05% | May 1969 | Jun 1970 | |||
| -14.87% | Apr 1974 | Sep 1974 | |||
| -14.81% | Mar 2008 | Feb 2009 | |||
| -13.73% | Feb 1980 | Mar 1980 | |||
| -12.98% | Dec 1968 | May 1970 | |||
| -12.31% | Dec 1980 | Sep 1981 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.04% | Mar 1974 | Sep 1974 | |||
| -10.93% | Sep 1987 | Nov 1987 | |||
| -10.89% | Feb 1980 | Mar 1980 | |||
| -9.44% | May 1998 | Aug 1998 | |||
| -9.34% | Jun 1946 | Nov 1946 | |||
| -9.09% | Dec 1980 | Sep 1981 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1927.
| Year | Ray Dalio All Weather Portfolio | Golden Butterfly Portfolio |
|---|---|---|
| 2022 |
-18.03% | -13.35% |
| 2021 |
+8.08% | +9.35% |
| 2020 |
+14.68% | +13.93% |
| 2019 |
+18.22% | +18.03% |
| 2018 |
-3.19% | -4.03% |
| 2017 |
+11.47% | +10.96% |
| 2016 |
+5.86% | +10.82% |
| 2015 |
-3.72% | -3.71% |
| 2014 |
+12.52% | +9.13% |
| 2013 |
+2.15% | +6.26% |
| 2012 |
+6.72% | +8.84% |
| 2011 |
+15.59% | +8.86% |
| 2010 |
+12.53% | +16.54% |
| 2009 |
+2.34% | +10.77% |
| 2008 |
+1.34% | -4.18% |
| 2007 |
+11.88% | +9.58% |
| 2006 |
+6.93% | +12.44% |
| 2005 |
+8.55% | +8.04% |
| 2004 |
+9.41% | +9.88% |
| 2003 |
+13.96% | +18.85% |
| 2002 |
+7.77% | +3.15% |
| 2001 |
-2.77% | +2.71% |
| 2000 |
+10.15% | +6.88% |
| 1999 |
+6.28% | +4.24% |
| 1998 |
+11.05% | +8.03% |
| 1997 |
+13.54% | +13.09% |
| 1996 |
+8.27% | +8.18% |
| 1995 |
+27.44% | +21.86% |
| 1994 |
-3.28% | -1.98% |
| 1993 |
+12.02% | +14.50% |
| 1992 |
+6.76% | +9.15% |
| 1991 |
+17.98% | +19.14% |
| 1990 |
+3.85% | -2.51% |
| 1989 |
+20.45% | +14.78% |
| 1988 |
+10.59% | +9.18% |
| 1987 |
+3.47% | +5.10% |
| 1986 |
+20.56% | +17.75% |
| 1985 |
+28.68% | +25.09% |
| 1984 |
+8.03% | +3.75% |
| 1983 |
+7.06% | +11.13% |
| 1982 |
+31.65% | +28.31% |
| 1981 |
-3.74% | -1.23% |
| 1980 |
+10.35% | +15.59% |
| 1979 |
+19.26% | +38.92% |
| 1978 |
+7.24% | +13.30% |
| 1977 |
+2.14% | +7.87% |
| 1976 |
+15.78% | +20.55% |
| 1975 |
+12.93% | +16.99% |
| 1974 |
+1.78% | +5.51% |
| 1973 |
+6.67% | +7.22% |
| 1972 |
+14.50% | +17.32% |
| 1971 |
+14.60% | +14.13% |
| 1970 |
+10.73% | +8.32% |
| 1969 |
-7.07% | -9.95% |
| 1968 |
+5.61% | +14.16% |
| 1967 |
+4.93% | +15.73% |
| 1966 |
-0.21% | -1.43% |
| 1965 |
+4.08% | +9.98% |
| 1964 |
+7.34% | +9.63% |
| 1963 |
+6.73% | +9.52% |
| 1962 |
+0.34% | -2.25% |
| 1961 |
+7.57% | +11.32% |
| 1960 |
+8.59% | +4.68% |
| 1959 |
+1.91% | +5.78% |
| 1958 |
+9.85% | +21.04% |
| 1957 |
+1.56% | -1.90% |
| 1956 |
+0.45% | +2.40% |
| 1955 |
+6.44% | +9.05% |
| 1954 |
+17.99% | +24.09% |
| 1953 |
+0.83% | -1.25% |
| 1952 |
+4.21% | +5.01% |
| 1951 |
+4.78% | +5.62% |
| 1950 |
+9.14% | +15.80% |
| 1949 |
+8.58% | +8.87% |
| 1948 |
+1.89% | +0.60% |
| 1947 |
+1.53% | +3.73% |
| 1946 |
-0.92% | -2.14% |
| 1945 |
+15.78% | +23.40% |
| 1944 |
+7.97% | +13.20% |
| 1943 |
+9.97% | +18.24% |
| 1942 |
+6.45% | +8.95% |
| 1941 |
-1.20% | -1.87% |
| 1940 |
+1.87% | -0.80% |
| 1939 |
+2.79% | -0.30% |
| 1938 |
+10.37% | +14.14% |
| 1937 |
-10.07% | -15.74% |
| 1936 |
+14.42% | +19.77% |
| 1935 |
+16.55% | +19.44% |
| 1934 |
+8.27% | +5.81% |
| 1933 |
+23.55% | +45.52% |
| 1932 |
+5.54% | +2.29% |
| 1931 |
-17.79% | -20.79% |
| 1930 |
-5.90% | -10.68% |
| 1929 |
-1.20% | -3.62% |
| 1928 |
+11.11% | +13.65% |
| 1927 |
+14.04% | +16.03% |