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

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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

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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 +9.05
Stocks/Bonds 40/60 Momentum Portfolio -2.03 +1.06 -15.17 +3.52 +6.31 +8.00 +9.71
(*) 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).

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.

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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.

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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.

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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%
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