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

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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

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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 +7.14
Golden Butterfly Portfolio -2.27 -1.09 -13.35 +4.11 +5.32 +7.65 +8.34
(*) 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).

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.

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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.

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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.

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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%
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