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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.00% compound annual return, with a 6.81% standard deviation, in the last 30 Years.
Summary
| Ray Dalio All Weather Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 40% |
| Fixed Income | 55% | 60% | |
| Commodities | 15% | 0% | |
| 30 Years Stats | Return | +7.26% | +8.00% |
| Std Dev | 7.08% | 6.81% | |
| Max Drawdown | -20.19% | -21.11% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1982
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +9.05 |
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +8.00 | +9.71 |
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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 10065.78$, with a total return of 906.58% (8.00% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1982, now would be worth 34845.68$, with a total return of 3384.57% (9.05% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 44648.04$, with a total return of 4364.80% (9.71% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Ray Dalio All Weather Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -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 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -3.79% | Feb 1999 | Feb 1999 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
Drawdown comparison chart since January 1982.
Ray Dalio All Weather Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -7.10% | May 1983 | May 1984 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.28% | Feb 1984 | May 1984 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.29% | Aug 1990 | Sep 1990 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
| Year | Ray Dalio All Weather Portfolio | Stocks/Bonds 40/60 Momentum Portfolio |
|---|---|---|
| 2022 |
-18.03% | -15.17% |
| 2021 |
+8.08% | +4.23% |
| 2020 |
+14.68% | +16.57% |
| 2019 |
+18.22% | +16.20% |
| 2018 |
-3.19% | -0.73% |
| 2017 |
+11.47% | +17.14% |
| 2016 |
+5.86% | +3.51% |
| 2015 |
-3.72% | +3.91% |
| 2014 |
+12.52% | +9.34% |
| 2013 |
+2.15% | +12.57% |
| 2012 |
+6.72% | +7.87% |
| 2011 |
+15.59% | +7.13% |
| 2010 |
+12.53% | +10.93% |
| 2009 |
+2.34% | +9.16% |
| 2008 |
+1.34% | -12.27% |
| 2007 |
+11.88% | +11.21% |
| 2006 |
+6.93% | +6.78% |
| 2005 |
+8.55% | +9.09% |
| 2004 |
+9.41% | +9.22% |
| 2003 |
+13.96% | +12.78% |
| 2002 |
+7.77% | +0.04% |
| 2001 |
-2.77% | -1.88% |
| 2000 |
+10.15% | +2.99% |
| 1999 |
+6.28% | +15.71% |
| 1998 |
+11.05% | +24.65% |
| 1997 |
+13.54% | +20.41% |
| 1996 |
+8.27% | +14.08% |
| 1995 |
+27.44% | +27.84% |
| 1994 |
-3.28% | -2.03% |
| 1993 |
+12.02% | +11.10% |
| 1992 |
+6.76% | +6.01% |
| 1991 |
+17.98% | +23.91% |
| 1990 |
+3.85% | +5.79% |
| 1989 |
+20.45% | +25.29% |
| 1988 |
+10.59% | +7.24% |
| 1987 |
+3.47% | +1.86% |
| 1986 |
+20.56% | +18.14% |
| 1985 |
+28.68% | +26.30% |
| 1984 |
+8.03% | +8.68% |
| 1983 |
+7.06% | +9.91% |
| 1982 |
+31.65% | +30.86% |