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 Simplified Permanent Portfolio obtained a 6.86% compound annual return, with a 6.67% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Simplified Permanent Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 55% 50%
Commodities 15% 25%
30 Years Stats Return +7.26% +6.86%
Std Dev 7.08% 6.67%
Max Drawdown -20.19% -16.43%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1871

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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 +6.26
Simplified Permanent Portfolio -1.34 -1.90 -12.67 +3.88 +3.79 +6.86 +5.77
(*) 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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 7321.12$, with a total return of 632.11% (6.86% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1871, now would be worth 10206289.46$, with a total return of 1020528.95% (6.26% annualized).

Simplified Permanent Portfolio: an investment of 1000$, since January 1871, now would be worth 5068929.20$, with a total return of 506792.92% (5.77% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Ray Dalio All Weather Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-20.19% Jan 2022 Sep 2022
-16.43% Jan 2022 Sep 2022
-13.28% Mar 2008 Oct 2008
-12.18% Jul 2008 Feb 2009
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.69% Apr 2013 Jun 2013
-6.47% Aug 2016 Nov 2016
-6.23% Aug 2016 Dec 2016
-5.67% Feb 1994 Jun 1994
-5.27% Feb 2015 Dec 2015
-5.10% May 2013 Jun 2013
-5.09% Feb 1999 Aug 1999
-4.83% Jul 1998 Aug 1998
-4.79% Apr 2004 Apr 2004
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.63% Jul 1998 Aug 1998
-4.61% Feb 2001 Mar 2001

Drawdown comparison chart since January 1871.

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Ray Dalio All Weather Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-37.02% Sep 1929 May 1932
-30.22% Sep 1929 May 1932
-20.19% Jan 2022 Sep 2022
-17.43% Mar 1937 Mar 1938
-16.43% Jan 2022 Sep 2022
-14.34% Dec 1980 Sep 1981
-13.70% Mar 1937 Mar 1938
-13.28% Mar 2008 Oct 2008
-13.17% Feb 1980 Mar 1980
-13.14% May 1969 May 1970
-12.98% Dec 1968 May 1970
-12.31% Dec 1980 Sep 1981
-12.18% Jul 2008 Feb 2009
-11.98% Jan 1876 Jun 1877
-11.37% Apr 1974 Sep 1974
-11.04% Mar 1974 Sep 1974
-10.89% Feb 1980 Mar 1980
-9.64% Oct 1906 Nov 1907
-9.55% Oct 1906 Nov 1907
-9.31% Dec 1892 Aug 1893

Yearly Returns

Yearly return comparison. Common historical serie start from January 1871.

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Year Ray Dalio All Weather Portfolio Simplified Permanent Portfolio
2022
-18.03% -12.67%
2021
+8.08% +3.72%
2020
+14.68% +16.46%
2019
+18.22% +16.15%
2018
-3.19% -1.29%
2017
+11.47% +9.78%
2016
+5.86% +5.72%
2015
-3.72% -1.82%
2014
+12.52% +7.12%
2013
+2.15% -1.76%
2012
+6.72% +7.59%
2011
+15.59% +10.45%
2010
+12.53% +16.36%
2009
+2.34% +9.94%
2008
+1.34% +0.94%
2007
+11.88% +14.14%
2006
+6.93% +10.82%
2005
+8.55% +7.34%
2004
+9.41% +6.42%
2003
+13.96% +15.31%
2002
+7.77% +9.00%
2001
-2.77% +0.15%
2000
+10.15% +4.63%
1999
+6.28% +2.25%
1998
+11.05% +12.93%
1997
+13.54% +8.38%
1996
+8.27% +4.09%
1995
+27.44% +21.97%
1994
-3.28% -4.18%
1993
+12.02% +13.56%
1992
+6.76% +4.46%
1991
+17.98% +15.41%
1990
+3.85% +1.55%
1989
+20.45% +15.24%
1988
+10.59% +3.97%
1987
+3.47% +5.46%
1986
+20.56% +19.06%
1985
+28.68% +24.24%
1984
+8.03% +3.14%
1983
+7.06% +2.74%
1982
+31.65% +28.65%
1981
-3.74% -6.55%
1980
+10.35% +11.44%
1979
+19.26% +38.61%
1978
+7.24% +11.00%
1977
+2.14% +5.09%
1976
+15.78% +13.24%
1975
+12.93% +6.02%
1974
+1.78% +11.61%
1973
+6.67% +15.34%
1972
+14.50% +17.84%
1971
+14.60% +14.20%
1970
+10.73% +12.20%
1969
-7.07% -9.41%
1968
+5.61% +11.01%
1967
+4.93% +5.38%
1966
-0.21% +0.48%
1965
+4.08% +4.02%
1964
+7.34% +5.99%
1963
+6.73% +6.03%
1962
+0.34% +0.41%
1961
+7.57% +7.10%
1960
+8.59% +6.95%
1959
+1.91% +2.64%
1958
+9.85% +10.15%
1957
+1.56% +0.51%
1956
+0.45% +0.82%
1955
+6.44% +5.80%
1954
+17.99% +14.04%
1953
+0.83% -0.81%
1952
+4.21% +3.54%
1951
+4.78% +4.75%
1950
+9.14% +6.73%
1949
+8.58% +6.56%
1948
+1.89% +1.37%
1947
+1.53% +3.38%
1946
-0.92% -0.72%
1945
+15.78% +13.13%
1944
+7.97% +6.27%
1943
+9.97% +8.67%
1942
+6.45% +5.07%
1941
-1.20% -0.43%
1940
+1.87% +0.90%
1939
+2.79% +2.59%
1938
+10.37% +9.29%
1937
-10.07% -8.08%
1936
+14.42% +11.10%
1935
+16.55% +13.72%
1934
+8.27% +6.62%
1933
+23.55% +29.29%
1932
+5.54% +2.29%
1931
-17.79% -12.31%
1930
-5.90% -4.80%
1929
-1.20% -0.60%
1928
+11.11% +10.16%
1927
+14.04% +11.74%
1926
+6.53% +5.77%
1925
+10.80% +9.10%
1924
+13.10% +10.50%
1923
+4.44% +3.44%
1922
+12.65% +10.08%
1921
+9.83% +9.09%
1920
-5.55% -2.79%
1919
+5.81% +6.19%
1918
+7.85% +6.84%
1917
-7.65% -5.80%
1916
+7.39% +3.90%
1915
+14.08% +10.04%
1914
+0.88% -0.47%
1913
-0.05% -0.35%
1912
+3.48% +3.78%
1911
+3.28% +1.80%
1910
+0.15% +0.56%
1909
+6.57% +3.60%
1908
+16.74% +12.62%
1907
-8.40% -9.25%
1906
+0.59% +1.76%
1905
+7.83% +6.65%
1904
+12.56% +8.30%
1903
-4.67% -3.26%
1902
+3.24% +2.01%
1901
+6.47% +6.90%
1900
+8.45% +8.26%
1899
+2.72% +4.73%
1898
+11.99% +8.63%
1897
+9.70% +10.73%
1896
+2.87% +2.27%
1895
+2.80% +5.14%
1894
+4.58% +3.06%
1893
-4.72% -2.81%
1892
+3.45% +1.85%
1891
+7.45% +4.30%
1890
-1.50% -1.76%
1889
+5.38% +2.94%
1888
+4.41% +3.44%
1887
-0.36% +0.13%
1886
+5.02% +6.58%
1885
+11.99% +9.57%
1884
-1.97% -1.86%
1883
+0.14% +1.84%
1882
+3.24% +3.62%
1881
+3.46% +4.48%
1880
+12.13% +12.85%
1879
+17.34% +15.96%
1878
+7.44% +4.59%
1877
+1.94% -2.46%
1876
-0.20% -6.01%
1875
+7.61% +4.28%
1874
+7.35% +4.84%
1873
+1.49% +1.68%
1872
+5.32% +6.47%
1871
+8.01% +8.64%
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