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 Betterment Robo Advisor 50 Portfolio obtained a 7.53% compound annual return, with a 9.19% standard deviation, in the last 30 Years.
Summary
| Ray Dalio All Weather Portfolio | Betterment Robo Advisor 50 Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 49.9% |
| Fixed Income | 55% | 50.1% | |
| Commodities | 15% | 0% | |
| 30 Years Stats | Return | +7.26% | +7.53% |
| Std Dev | 7.08% | 9.19% | |
| Max Drawdown | -20.19% | -30.72% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +8.59 |
| Betterment Robo Advisor 50 Portfolio | -2.81 | +0.19 | -14.79 | +2.28 | +4.67 | +7.53 | +9.10 |
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).
Betterment Robo Advisor 50 Portfolio: an investment of 1000$, since January 1993, now would be worth 8825.22$, with a total return of 782.52% (7.53% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 22886.09$, with a total return of 2188.61% (8.59% annualized).
Betterment Robo Advisor 50 Portfolio: an investment of 1000$, since January 1985, now would be worth 27376.57$, with a total return of 2637.66% (9.10% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Ray Dalio All Weather Portfolio |
Betterment Robo Advisor 50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.72% | Nov 2007 | Feb 2009 | |||
| -20.25% | Jan 2022 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -13.31% | Jan 2020 | Mar 2020 | |||
| -12.79% | May 1998 | Aug 1998 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -10.86% | May 2002 | Sep 2002 | |||
| -9.49% | May 2011 | Sep 2011 | |||
| -8.54% | Feb 2001 | Sep 2001 | |||
| -7.45% | Feb 2018 | Dec 2018 | |||
| -7.31% | Feb 1994 | Jun 1994 | |||
| -7.06% | May 2015 | Jan 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.51% | May 2010 | Jun 2010 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.79% | Sep 2000 | Nov 2000 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
Drawdown comparison chart since January 1985.
Ray Dalio All Weather Portfolio |
Betterment Robo Advisor 50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.72% | Nov 2007 | Feb 2009 | |||
| -20.25% | Jan 2022 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -14.26% | Sep 1987 | Nov 1987 | |||
| -13.31% | Jan 2020 | Mar 2020 | |||
| -12.79% | May 1998 | Aug 1998 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.61% | Aug 1990 | Sep 1990 | |||
| -10.86% | May 2002 | Sep 2002 | |||
| -9.49% | May 2011 | Sep 2011 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.54% | Feb 2001 | Sep 2001 | |||
| -7.55% | Jan 1990 | Apr 1990 | |||
| -7.45% | Feb 2018 | Dec 2018 | |||
| -7.31% | Feb 1994 | Jun 1994 | |||
| -7.06% | May 2015 | Jan 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.51% | May 2010 | Jun 2010 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Ray Dalio All Weather Portfolio | Betterment Robo Advisor 50 Portfolio |
|---|---|---|
| 2022 |
-18.03% | -14.79% |
| 2021 |
+8.08% | +7.95% |
| 2020 |
+14.68% | +9.50% |
| 2019 |
+18.22% | +17.41% |
| 2018 |
-3.19% | -5.36% |
| 2017 |
+11.47% | +14.19% |
| 2016 |
+5.86% | +8.00% |
| 2015 |
-3.72% | -1.55% |
| 2014 |
+12.52% | +5.47% |
| 2013 |
+2.15% | +10.19% |
| 2012 |
+6.72% | +13.19% |
| 2011 |
+15.59% | +1.17% |
| 2010 |
+12.53% | +11.61% |
| 2009 |
+2.34% | +23.06% |
| 2008 |
+1.34% | -19.44% |
| 2007 |
+11.88% | +8.19% |
| 2006 |
+6.93% | +13.22% |
| 2005 |
+8.55% | +9.54% |
| 2004 |
+9.41% | +12.75% |
| 2003 |
+13.96% | +24.96% |
| 2002 |
+7.77% | -2.56% |
| 2001 |
-2.77% | +1.49% |
| 2000 |
+10.15% | +1.53% |
| 1999 |
+6.28% | +17.87% |
| 1998 |
+11.05% | +8.83% |
| 1997 |
+13.54% | +10.06% |
| 1996 |
+8.27% | +13.19% |
| 1995 |
+27.44% | +20.93% |
| 1994 |
-3.28% | -3.66% |
| 1993 |
+12.02% | +24.85% |
| 1992 |
+6.76% | +5.53% |
| 1991 |
+17.98% | +30.42% |
| 1990 |
+3.85% | -2.59% |
| 1989 |
+20.45% | +24.37% |
| 1988 |
+10.59% | +16.22% |
| 1987 |
+3.47% | +0.64% |
| 1986 |
+20.56% | +21.70% |
| 1985 |
+28.68% | +30.70% |