Ray Dalio All Weather vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Ray Dalio All Weather Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
30 Years Stats Return +7.34% +8.06%
Std Dev 7.40% 7.02%
Max Drawdown -20.58% -21.11%
All time Stats
(Since Jan 1982)
Return +9.13% +9.74%
Std Dev 7.67% 7.44%
Max Drawdown -20.58% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.13
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1982, now would be worth 39.77$, with a total return of 3876.93% (9.13% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.21% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.78
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.79% Feb 1999 Feb 1999 (1) Apr 1999 (3) 2.07
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

Drawdown comparison chart since January 1982.

Swipe left to see all data
Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-7.10% May 1983 May 1984 (13) Aug 1984 (16) 3.00
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.09%
-0.52%
+5.54%
0.00%
2023
+9.94%
-9.24%
+6.91%
-5.18%
2022
-18.39%
-20.58%
-15.17%
-19.48%
2021
+8.27%
-3.74%
+4.23%
-2.38%
2020
+15.88%
-3.68%
+16.57%
-7.10%
2019
+17.93%
-0.83%
+16.20%
-0.81%
2018
-3.02%
-4.71%
-0.73%
-5.89%
2017
+11.55%
-0.49%
+17.14%
0.00%
2016
+6.50%
-6.42%
+3.51%
-3.61%
2015
-3.23%
-6.66%
+3.91%
-2.95%
2014
+12.89%
-2.52%
+9.34%
-1.49%
2013
+1.71%
-5.29%
+12.57%
-1.74%
2012
+7.02%
-1.33%
+7.87%
-2.05%
2011
+15.64%
-2.00%
+7.13%
-3.62%
2010
+12.88%
-0.69%
+10.93%
-3.48%
2009
+2.71%
-11.57%
+9.16%
-9.41%
2008
+2.38%
-11.38%
-12.27%
-15.80%
2007
+11.88%
-1.20%
+11.21%
-0.82%
2006
+6.93%
-1.71%
+6.78%
-1.50%
2005
+8.55%
-2.99%
+9.09%
-0.93%
2004
+9.41%
-4.76%
+9.22%
-2.12%
2003
+13.96%
-4.74%
+12.78%
-1.27%
2002
+7.77%
-1.56%
+0.04%
-5.36%
2001
-2.77%
-4.61%
-1.88%
-6.89%
2000
+10.15%
-2.26%
+2.99%
-3.33%
1999
+6.28%
-3.79%
+15.71%
-1.69%
1998
+11.05%
-4.83%
+24.65%
-4.13%
1997
+13.54%
-2.89%
+20.41%
-2.69%
1996
+8.27%
-2.11%
+14.08%
-1.52%
1995
+27.44%
0.00%
+27.84%
0.00%
1994
-3.28%
-6.83%
-2.03%
-5.91%
1993
+12.02%
-1.98%
+11.10%
-0.87%
1992
+6.76%
-2.23%
+6.01%
-2.11%
1991
+17.98%
-1.86%
+23.91%
-1.79%
1990
+3.85%
-5.51%
+5.79%
-5.29%
1989
+20.45%
-1.14%
+25.29%
-1.01%
1988
+10.59%
-1.93%
+7.24%
-2.95%
1987
+3.47%
-8.78%
+1.86%
-13.77%
1986
+20.56%
-3.75%
+18.14%
-4.37%
1985
+28.68%
-2.13%
+26.30%
-0.74%
1984
+8.03%
-6.61%
+8.68%
-6.28%
1983
+7.06%
-3.16%
+9.91%
-2.81%
1982
+31.65%
-3.13%
+30.86%
-1.48%