Last Update: 31 December 2022
The Ray Dalio All Weather Portfolio obtained a 4.27% compound annual return, with a 7.31% standard deviation, in the last 10 Years.
The Ray Dalio All Weather with Bitcoin Portfolio obtained a 16.00% compound annual return, with a 39.96% standard deviation, in the last 10 Years.
Summary
| Ray Dalio All Weather Portfolio | Ray Dalio All Weather with Bitcoin Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 30% |
| Fixed Income | 55% | 55% | |
| Commodities | 15% | 15% | |
| 10 Years Stats | Return | +4.27% | +16.00% |
| Std Dev | 7.31% | 39.96% | |
| Max Drawdown | -20.19% | -23.45% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 2009
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +5.64 |
| Ray Dalio All Weather with Bitcoin Portfolio | -2.77 | -5.13 | -19.54 | +3.90 | +16.00 | +16.58 |
Capital Growth as of Dec 31, 2022
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 2013, now would be worth 1518.44$, with a total return of 51.84% (4.27% annualized).
Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1000$, since January 2013, now would be worth 4411.64$, with a total return of 341.16% (16.00% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 2009, now would be worth 2156.94$, with a total return of 115.69% (5.64% annualized).
Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1000$, since January 2009, now would be worth 8569.31$, with a total return of 756.93% (16.58% annualized).
Drawdowns
Drawdown comparison chart since December 2012.
Ray Dalio All Weather Portfolio |
Ray Dalio All Weather with Bitcoin Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -23.45% | Dec 2013 | Dec 2013 | |||
| -21.57% | Nov 2021 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -9.24% | May 2013 | Jun 2013 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.16% | Sep 2018 | Dec 2018 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -3.74% | Aug 2020 | Oct 2020 | |||
| -3.71% | Jan 2021 | Mar 2021 | |||
| -3.01% | Aug 2020 | Oct 2020 | |||
| -2.85% | Feb 2018 | Feb 2018 | |||
| -2.68% | Feb 2018 | Apr 2018 | |||
| -2.68% | Mar 2020 | Mar 2020 | |||
| -2.58% | Sep 2021 | Sep 2021 | |||
| -2.44% | Sep 2014 | Sep 2014 | |||
| -2.36% | Sep 2021 | Sep 2021 | |||
| -2.34% | Mar 2020 | Mar 2020 | |||
| -1.71% | Jan 2021 | Mar 2021 | |||
Drawdown comparison chart since January 2009.
Ray Dalio All Weather Portfolio |
Ray Dalio All Weather with Bitcoin Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -36.70% | Jul 2011 | Nov 2011 | |||
| -23.45% | Dec 2013 | Dec 2013 | |||
| -21.57% | Nov 2021 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -12.02% | Jan 2009 | Feb 2009 | |||
| -11.94% | Jan 2009 | Feb 2009 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.16% | Sep 2018 | Dec 2018 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -3.74% | Aug 2020 | Oct 2020 | |||
| -3.71% | Jan 2021 | Mar 2021 | |||
| -3.01% | Aug 2020 | Oct 2020 | |||
| -2.85% | Feb 2018 | Feb 2018 | |||
| -2.68% | Feb 2018 | Apr 2018 | |||
| -2.68% | Mar 2020 | Mar 2020 | |||
| -2.58% | Sep 2021 | Sep 2021 | |||
| -2.44% | Sep 2014 | Sep 2014 | |||
| -2.41% | Dec 2009 | Jan 2010 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 2009.
| Year | Ray Dalio All Weather Portfolio | Ray Dalio All Weather with Bitcoin Portfolio |
|---|---|---|
| 2022 |
-18.03% | -19.54% |
| 2021 |
+8.08% | +8.91% |
| 2020 |
+14.68% | +20.78% |
| 2019 |
+18.22% | +19.77% |
| 2018 |
-3.19% | -4.47% |
| 2017 |
+11.47% | +36.73% |
| 2016 |
+5.86% | +8.17% |
| 2015 |
-3.72% | -2.53% |
| 2014 |
+12.52% | +11.71% |
| 2013 |
+2.15% | +126.20% |
| 2012 |
+6.72% | +10.28% |
| 2011 |
+15.59% | +44.99% |
| 2010 |
+12.53% | +19.12% |
| 2009 |
+2.34% | +1.98% |