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 Simplified Permanent 2x Leveraged Portfolio obtained a 5.10% compound annual return, with a 13.18% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather Portfolio Simplified Permanent 2x Leveraged Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 55% 50%
Commodities 15% 25%
10 Years Stats Return +4.27% +5.10%
Std Dev 7.31% 13.18%
Max Drawdown -20.19% -31.96%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from March 2010

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Ray Dalio All Weather Portfolio -2.69 -5.05 -18.03 +3.06 +4.27 +5.89
Simplified Permanent 2x Leveraged Portfolio -2.86 -6.95 -26.74 +3.81 +5.10 +8.31
(*) Returns over 1 year are annualized

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).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1000$, since January 2013, now would be worth 1643.91$, with a total return of 64.39% (5.10% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since March 2010, now would be worth 2085.08$, with a total return of 108.51% (5.89% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1000$, since March 2010, now would be worth 2785.30$, with a total return of 178.53% (8.31% annualized).

Drawdowns

Drawdown comparison chart since December 2012.

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Ray Dalio All Weather Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-31.96% Jan 2022 Sep 2022
-20.19% Jan 2022 Sep 2022
-13.44% Aug 2016 Dec 2016
-11.75% Apr 2013 Jun 2013
-11.33% Feb 2015 Dec 2015
-9.99% Feb 2018 Oct 2018
-8.58% Sep 2020 Mar 2021
-6.93% Feb 2015 Dec 2015
-6.47% Aug 2016 Nov 2016
-5.95% Sep 2021 Sep 2021
-5.10% May 2013 Jun 2013
-4.81% Sep 2014 Sep 2014
-4.75% Sep 2018 Dec 2018
-3.74% Aug 2020 Oct 2020
-3.71% Jan 2021 Mar 2021
-3.39% Feb 2020 Mar 2020
-3.21% May 2016 May 2016
-2.87% Jul 2014 Jul 2014
-2.85% Feb 2018 Feb 2018
-2.44% Sep 2014 Sep 2014

Drawdown comparison chart since March 2010.

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Ray Dalio All Weather Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-31.96% Jan 2022 Sep 2022
-20.19% Jan 2022 Sep 2022
-13.44% Aug 2016 Dec 2016
-12.86% Oct 2012 Jun 2013
-11.33% Feb 2015 Dec 2015
-9.99% Feb 2018 Oct 2018
-8.58% Sep 2020 Mar 2021
-7.47% Sep 2011 Sep 2011
-6.93% Feb 2015 Dec 2015
-6.47% Aug 2016 Nov 2016
-5.95% Sep 2021 Sep 2021
-5.10% May 2013 Jun 2013
-4.81% Sep 2014 Sep 2014
-4.75% Sep 2018 Dec 2018
-3.74% Aug 2020 Oct 2020
-3.71% Jan 2021 Mar 2021
-3.69% May 2012 May 2012
-3.39% Feb 2020 Mar 2020
-3.21% May 2016 May 2016
-2.87% Jul 2014 Jul 2014

Yearly Returns

Yearly return comparison. Common historical serie start from March 2010.

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Year Ray Dalio All Weather Portfolio Simplified Permanent 2x Leveraged Portfolio
2022
-18.03% -26.74%
2021
+8.08% +8.10%
2020
+14.68% +24.56%
2019
+18.22% +30.31%
2018
-3.19% -6.20%
2017
+11.47% +18.32%
2016
+5.86% +8.57%
2015
-3.72% -4.99%
2014
+12.52% +13.48%
2013
+2.15% -1.57%
2012
+6.72% +13.11%
2011
+15.59% +17.58%
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