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 Scott Burns Couch Potato Portfolio obtained a 7.89% compound annual return, with a 8.62% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Scott Burns Couch Potato Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
30 Years Stats Return +7.26% +7.89%
Std Dev 7.08% 8.62%
Max Drawdown -20.19% -27.04%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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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 +8.59
Scott Burns Couch Potato Portfolio -3.55 -1.33 -16.31 +5.34 +6.67 +7.89 +9.15
(*) 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).

Scott Burns Couch Potato Portfolio: an investment of 1000$, since January 1993, now would be worth 9747.98$, with a total return of 874.80% (7.89% 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).

Scott Burns Couch Potato Portfolio: an investment of 1000$, since January 1985, now would be worth 27868.10$, with a total return of 2686.81% (9.15% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Ray Dalio All Weather Portfolio
Scott Burns Couch Potato Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-27.04% Nov 2007 Feb 2009
-20.19% Jan 2022 Sep 2022
-19.77% Jan 2022 Sep 2022
-12.18% Jul 2008 Feb 2009
-10.72% Feb 2020 Mar 2020
-10.30% Sep 2000 Sep 2002
-8.78% Feb 1994 Jun 1994
-8.06% Sep 2018 Dec 2018
-8.06% Jul 1998 Aug 1998
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.25% May 2011 Sep 2011
-6.09% May 2010 Jun 2010
-5.47% Mar 2015 Sep 2015
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003

Drawdown comparison chart since January 1985.

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Ray Dalio All Weather Portfolio
Scott Burns Couch Potato Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-27.04% Nov 2007 Feb 2009
-20.19% Jan 2022 Sep 2022
-19.77% Jan 2022 Sep 2022
-16.03% Sep 1987 Nov 1987
-12.18% Jul 2008 Feb 2009
-10.72% Feb 2020 Mar 2020
-10.30% Sep 2000 Sep 2002
-8.78% Sep 1987 Nov 1987
-8.78% Feb 1994 Jun 1994
-8.06% Sep 2018 Dec 2018
-8.06% Jul 1998 Aug 1998
-7.58% Aug 1990 Sep 1990
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.25% May 2011 Sep 2011
-6.09% May 2010 Jun 2010
-5.55% Sep 1986 Sep 1986
-5.51% Jan 1990 Apr 1990
-5.47% Mar 2015 Sep 2015

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Ray Dalio All Weather Portfolio Scott Burns Couch Potato Portfolio
2022
-18.03% -16.31%
2021
+8.08% +15.67%
2020
+14.68% +15.93%
2019
+18.22% +19.51%
2018
-3.19% -3.32%
2017
+11.47% +12.07%
2016
+5.86% +8.75%
2015
-3.72% -0.70%
2014
+12.52% +8.07%
2013
+2.15% +12.48%
2012
+6.72% +11.42%
2011
+15.59% +7.12%
2010
+12.53% +11.78%
2009
+2.34% +18.92%
2008
+1.34% -18.47%
2007
+11.88% +8.64%
2006
+6.93% +7.99%
2005
+8.55% +4.40%
2004
+9.41% +10.53%
2003
+13.96% +19.38%
2002
+7.77% -1.93%
2001
-2.77% -1.68%
2000
+10.15% +3.54%
1999
+6.28% +9.67%
1998
+11.05% +16.26%
1997
+13.54% +21.85%
1996
+8.27% +11.14%
1995
+27.44% +29.40%
1994
-3.28% -3.21%
1993
+12.02% +13.19%
1992
+6.76% +8.92%
1991
+17.98% +25.50%
1990
+3.85% +1.06%
1989
+20.45% +21.95%
1988
+10.59% +11.91%
1987
+3.47% +1.19%
1986
+20.56% +16.48%
1985
+28.68% +28.66%
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