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

Time Range:

Drawdowns

Time Range:

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%
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