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
| 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
| 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 |
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.
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.
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.
| 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% |