Last Update: 31 August 2021
The Ray Dalio All Weather Portfolio obtained a 7.45% compound annual return, with a 5.87% standard deviation, in the last 10 years.
The Stocks/Bonds 40/60 Portfolio obtained a 8.43% compound annual return, with a 5.84% standard deviation, in the last 10 years.
Summary
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| Ray Dalio All Weather Portfolio | Stocks/Bonds 40/60 Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 40% |
| Fixed Income | 55% | 60% | |
| Commodities | 15% | 0% | |
| 10 Years Stats | Return | +7.45% | +8.43% |
| Std Dev | 5.87% | 5.84% | |
| Max Drawdown | -6.93% | -8.09% | |
Last Update: 31 August 2021
Historical Returns
The examinated historical serie starts from January 1987
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| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | +0.56 | +5.20 | +8.73 | +8.37 | +11.01 | +7.99 | +7.45 | +8.63 |
| Stocks/Bonds 40/60 Portfolio | +1.15 | +4.21 | +8.08 | +12.85 | +10.65 | +9.15 | +8.43 | +8.25 |
(*) annualized
Capital Growth
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from January 1987.
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| Year | Ray Dalio All Weather Portfolio | Stocks/Bonds 40/60 Portfolio |
|---|---|---|
| 2021 |
+5.94% | +7.73% |
| 2020 |
+14.68% | +13.04% |
| 2019 |
+18.22% | +17.57% |
| 2018 |
-3.19% | -2.15% |
| 2017 |
+11.47% | +10.63% |
| 2016 |
+5.86% | +6.64% |
| 2015 |
-3.72% | +0.48% |
| 2014 |
+12.52% | +8.51% |
| 2013 |
+2.15% | +12.12% |
| 2012 |
+6.72% | +8.47% |
| 2011 |
+15.59% | +5.14% |
| 2010 |
+12.53% | +10.69% |
| 2009 |
+2.34% | +13.74% |
| 2008 |
+1.34% | -10.67% |
| 2007 |
+11.88% | +6.30% |
| 2006 |
+6.93% | +8.84% |
| 2005 |
+8.55% | +3.96% |
| 2004 |
+9.41% | +7.66% |
| 2003 |
+13.96% | +14.68% |
| 2002 |
+7.77% | -3.23% |
| 2001 |
-2.77% | +0.67% |
| 2000 |
+10.15% | +2.61% |
| 1999 |
+6.28% | +9.07% |
| 1998 |
+11.05% | +14.45% |
| 1997 |
+13.54% | +18.06% |
| 1996 |
+8.27% | +10.53% |
| 1995 |
+27.44% | +25.22% |
| 1994 |
-3.28% | -1.66% |
| 1993 |
+12.02% | +10.06% |
| 1992 |
+6.76% | +7.93% |
| 1991 |
+17.98% | +22.10% |
| 1990 |
+3.85% | +2.76% |
| 1989 |
+20.45% | +19.43% |
| 1988 |
+10.59% | +11.34% |
| 1987 |
+3.47% | +1.97% |