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

Last Update: 31 March 2024

The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Ray Dalio All Weather Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
30 Years Stats Return +7.54% +7.18%
Std Dev 7.38% 6.96%
Max Drawdown -20.58% -19.17%
All time Stats
(Since Jan 1871)		 Return +6.32% +6.75%
Std Dev 6.55% 7.38%
Max Drawdown -37.02% -43.68%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +6.32
Stocks/Bonds 40/60 Portfolio +1.71 +12.72 +12.29 +6.01 +5.91 +7.18 +6.75
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11912.50$, with a total return of 1191150.35% (6.32% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1871, now would be worth 22305.34$, with a total return of 2230433.63% (6.75% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-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
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-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
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

Drawdown comparison chart since January 1871.

Swipe left to see all data
Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-43.68% Sep 1929 May 1932 (33) Sep 1935 (73) 20.75
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-21.33% Mar 1937 Mar 1938 (13) Jul 1941 (53) 7.66
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-17.04% Jan 1973 Sep 1974 (21) May 1975 (29) 7.69
-13.08% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.07
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.84% Dec 1968 Jun 1970 (19) Nov 1970 (24) 6.66
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.62% Oct 1906 Nov 1907 (14) Jul 1908 (22) 5.75
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.05% Feb 1893 Aug 1893 (7) Feb 1895 (25) 4.82
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.88% Oct 1895 Aug 1896 (11) Jun 1897 (21) 4.82
-10.74% Apr 1876 Jun 1877 (15) Apr 1878 (25) 5.37

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
+2.18%
 -0.52%
+3.41%
 0.00%
2023
+9.94%
 -9.24%
+13.66%
 -6.58%
2022
-18.39%
 -20.58%
-15.67%
 -18.63%
2021
+8.27%
 -3.74%
+9.15%
 -2.56%
2020
+15.88%
 -3.68%
+13.04%
 -8.09%
2019
+17.93%
 -0.83%
+17.57%
 -1.77%
2018
-3.02%
 -4.71%
-2.15%
 -5.36%
2017
+11.55%
 -0.49%
+10.63%
 -0.00%
2016
+6.50%
 -6.42%
+6.64%
 -1.57%
2015
-3.23%
 -6.66%
+0.48%
 -3.41%
2014
+12.89%
 -2.52%
+8.51%
 -1.20%
2013
+1.71%
 -5.29%
+12.12%
 -1.84%
2012
+7.02%
 -1.33%
+8.47%
 -2.11%
2011
+15.64%
 -2.00%
+5.14%
 -4.76%
2010
+12.88%
 -0.69%
+10.69%
 -3.96%
2009
+2.71%
 -11.57%
+13.74%
 -8.68%
2008
+2.38%
 -11.38%
-10.67%
 -14.39%
2007
+11.88%
 -1.20%
+6.30%
 -1.93%
2006
+6.93%
 -1.71%
+8.84%
 -1.40%
2005
+8.55%
 -2.99%
+3.96%
 -1.77%
2004
+9.41%
 -4.76%
+7.66%
 -2.46%
2003
+13.96%
 -4.74%
+14.68%
 -1.08%
2002
+7.77%
 -1.56%
-3.23%
 -6.97%
2001
-2.77%
 -4.61%
+0.67%
 -5.62%
2000
+10.15%
 -2.26%
+2.61%
 -4.51%
1999
+6.28%
 -3.79%
+9.07%
 -2.57%
1998
+11.05%
 -4.83%
+14.45%
 -6.25%
1997
+13.54%
 -2.89%
+18.06%
 -2.41%
1996
+8.27%
 -2.11%
+10.53%
 -2.15%
1995
+27.44%
 0.00%
+25.22%
 0.00%
1994
-3.28%
 -6.83%
-1.66%
 -5.98%
1993
+12.02%
 -1.98%
+10.06%
 -1.23%
1992
+6.76%
 -2.23%
+7.93%
 -1.27%
1991
+17.98%
 -1.86%
+22.10%
 -1.98%
1990
+3.85%
 -5.51%
+2.76%
 -5.70%
1989
+20.45%
 -1.14%
+19.43%
 -1.12%
1988
+10.59%
 -1.93%
+11.34%
 -1.71%
1987
+3.47%
 -8.78%
+1.97%
 -13.08%
1986
+20.56%
 -3.75%
+14.89%
 -4.37%
1985
+28.68%
 -2.13%
+25.86%
 -1.17%
1984
+8.03%
 -6.61%
+9.88%
 -5.84%
1983
+7.06%
 -3.16%
+12.20%
 -2.64%
1982
+31.65%
 -3.13%
+26.88%
 -2.17%
1981
-3.74%
 -11.76%
+3.99%
 -6.81%
1980
+10.35%
 -10.89%
+14.99%
 -8.39%
1979
+19.26%
 -6.57%
+12.91%
 -6.34%
1978
+7.24%
 -3.43%
+4.07%
 -5.90%
1977
+2.14%
 -2.83%
-0.72%
 -3.59%
1976
+15.78%
 -1.12%
+18.84%
 -1.06%
1975
+12.93%
 -5.16%
+19.54%
 -5.93%
1974
+1.78%
 -11.04%
-7.71%
 -13.50%
1973
+6.67%
 -2.66%
-4.59%
 -5.73%
1972
+14.50%
 0.00%
+8.68%
 -1.10%
1971
+14.60%
 -3.81%
+12.75%
 -5.80%
1970
+10.73%
 -7.59%
+12.26%
 -8.78%
1969
-7.07%
 -8.33%
-5.38%
 -7.12%
1968
+5.61%
 -2.31%
+7.09%
 -3.10%
1967
+4.93%
 -2.43%
+10.63%
 -2.31%
1966
-0.21%
 -6.05%
-0.51%
 -7.40%
1965
+4.08%
 -1.14%
+6.11%
 -1.52%
1964
+7.34%
 -0.33%
+8.90%
 -0.46%
1963
+6.73%
 -1.03%
+9.44%
 -1.27%
1962
+0.34%
 -6.12%
-0.42%
 -8.22%
1961
+7.57%
 -1.53%
+11.57%
 -1.78%
1960
+8.59%
 -1.47%
+8.19%
 -2.58%
1959
+1.91%
 -2.83%
+4.09%
 -3.21%
1958
+9.85%
 -0.95%
+16.24%
 -0.74%
1957
+1.56%
 -3.70%
+1.17%
 -4.90%
1956
+0.45%
 -3.72%
+2.47%
 -3.96%
1955
+6.44%
 -0.66%
+9.83%
 -0.87%
1954
+17.99%
 -1.18%
+21.93%
 -1.61%
1953
+0.83%
 -4.42%
+2.45%
 -4.06%
1952
+4.21%
 -1.76%
+6.80%
 -2.08%
1951
+4.78%
 -2.55%
+8.33%
 -2.81%
1950
+9.14%
 -1.91%
+12.06%
 -2.45%
1949
+8.58%
 -0.97%
+10.62%
 -1.47%
1948
+1.89%
 -3.09%
+2.50%
 -4.32%
1947
+1.53%
 -1.94%
+1.27%
 -2.13%
1946
-0.92%
 -7.07%
-2.08%
 -9.26%
1945
+15.78%
 -0.88%
+18.36%
 -1.37%
1944
+7.97%
 -0.39%
+9.86%
 -0.57%
1943
+9.97%
 -2.77%
+12.64%
 -3.58%
1942
+6.45%
 -3.58%
+7.47%
 -5.00%
1941
-1.20%
 -4.99%
-2.69%
 -6.19%
1940
+1.87%
 -7.70%
-0.28%
 -10.39%
1939
+2.79%
 -3.74%
+2.79%
 -5.09%
1938
+10.37%
 -7.91%
+13.98%
 -10.41%
1937
-10.07%
 -12.18%
-12.81%
 -15.42%
1936
+14.42%
 -2.08%
+16.17%
 -2.94%
1935
+16.55%
 -1.39%
+20.86%
 -2.56%
1934
+8.27%
 -3.11%
+5.30%
 -5.32%
1933
+23.55%
 -7.04%
+24.67%
 -9.11%
1932
+5.54%
 -10.85%
+3.90%
 -15.57%
1931
-17.79%
 -21.07%
-18.89%
 -24.29%
1930
-5.90%
 -10.68%
-6.69%
 -13.91%
1929
-1.20%
 -10.34%
-1.97%
 -13.91%
1928
+11.11%
 -1.64%
+14.91%
 -1.98%
1927
+14.04%
 -1.26%
+16.51%
 -1.80%
1926
+6.53%
 -2.18%
+7.41%
 -3.13%
1925
+10.80%
 -1.86%
+12.21%
 -2.63%
1924
+13.10%
 -0.48%
+15.54%
 -0.89%
1923
+4.44%
 -3.38%
+4.38%
 -4.74%
1922
+12.65%
 -1.45%
+14.92%
 -1.92%
1921
+9.83%
 -2.12%
+11.92%
 -3.20%
1920
-5.55%
 -5.68%
-5.48%
 -5.80%
1919
+5.81%
 -2.69%
+9.18%
 -3.41%
1918
+7.85%
 -0.84%
+10.02%
 -1.24%
1917
-7.65%
 -7.65%
-8.47%
 -8.47%
1916
+7.39%
 -0.65%
+5.41%
 -1.10%
1915
+14.08%
 -0.61%
+16.21%
 -0.82%
1914
+0.88%
 -4.99%
+1.71%
 -6.40%
1913
-0.05%
 -2.01%
+0.41%
 -2.35%
1912
+3.48%
 -1.15%
+3.79%
 -1.64%
1911
+3.28%
 -2.93%
+3.85%
 -3.88%
1910
+0.15%
 -3.13%
+1.13%
 -3.45%
1909
+6.57%
 -0.53%
+7.30%
 -0.82%
1908
+16.74%
 -0.51%
+22.62%
 -0.76%
1907
-8.40%
 -8.70%
-9.88%
 -10.61%
1906
+0.59%
 -3.33%
+0.68%
 -4.20%
1905
+7.83%
 -1.78%
+8.89%
 -2.45%
1904
+12.56%
 -0.84%
+16.35%
 -1.04%
1903
-4.67%
 -7.60%
-5.56%
 -9.38%
1902
+3.24%
 -2.40%
+3.88%
 -3.25%
1901
+6.47%
 -2.76%
+8.86%
 -3.45%
1900
+8.45%
 -1.38%
+10.62%
 -1.73%
1899
+2.72%
 -2.13%
+1.22%
 -3.83%
1898
+11.99%
 -4.26%
+14.49%
 -5.07%
1897
+9.70%
 -0.85%
+11.63%
 -1.44%
1896
+2.87%
 -5.53%
+3.73%
 -6.81%
1895
+2.80%
 -4.23%
+2.01%
 -5.62%
1894
+4.58%
 -1.05%
+5.09%
 -1.63%
1893
-4.72%
 -9.21%
-4.70%
 -11.05%
1892
+3.45%
 -0.93%
+3.70%
 -1.24%
1891
+7.45%
 -2.60%
+10.78%
 -2.88%
1890
-1.50%
 -4.15%
-1.74%
 -5.18%
1889
+5.38%
 -0.71%
+4.31%
 -1.08%
1888
+4.41%
 -1.57%
+4.61%
 -1.96%
1887
-0.36%
 -4.08%
+0.60%
 -4.61%
1886
+5.02%
 -1.39%
+5.22%
 -2.17%
1885
+11.99%
 -0.98%
+15.19%
 -0.95%
1884
-1.97%
 -5.63%
-2.59%
 -7.14%
1883
+0.14%
 -2.08%
+0.38%
 -2.52%
1882
+3.24%
 -1.91%
+3.29%
 -2.59%
1881
+3.46%
 -3.20%
+2.17%
 -4.53%
1880
+12.13%
 -2.30%
+13.77%
 -3.35%
1879
+17.34%
 -0.47%
+21.48%
 -0.68%
1878
+7.44%
 -0.16%
+10.38%
 -0.17%
1877
+1.94%
 -4.81%
+1.75%
 -6.47%
1876
-0.20%
 -3.96%
-1.36%
 -5.59%
1875
+7.61%
 -1.41%
+6.03%
 -1.68%
1874
+7.35%
 -1.45%
+10.10%
 -1.40%
1873
+1.49%
 -7.70%
+1.53%
 -9.21%
1872
+5.32%
 -2.48%
+5.54%
 -3.01%
1871
+8.01%
 -1.75%
+7.90%
 -2.38%