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
| 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
| 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 |
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.
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.
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.
| 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% |