Last Update: 31 March 2024
The Ray Dalio All Weather with Bitcoin Portfolio obtained a 8.39% compound annual return, with a 9.47% standard deviation, in the last 10 Years.
The Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.36% compound annual return, with a 11.18% standard deviation, in the last 10 Years.
Summary
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| Ray Dalio All Weather with Bitcoin Portfolio | Stocks/Bonds 60/40 with Bitcoin Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | High | |
| Asset Allocation | Stocks | 30% | 59% |
| Fixed Income | 55% | 39% | |
| Commodities | 15% | 2% | |
| 10 Years Stats | Return | +8.39% | +11.36% |
| Std Dev | 9.47% | 11.18% | |
| Max Drawdown | -21.81% | -21.45% | |
| All time Stats (Since Jan 2009) |
Return | +16.49% | +19.72% |
| Std Dev | 35.28% | 33.84% | |
| Max Drawdown | -36.76% | -42.67% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Ray Dalio All Weather with Bitcoin Portfolio | +2.54 | +15.13 | +8.95 | +6.75 | +8.39 | +16.49 |
| Stocks/Bonds 60/40 with Bitcoin Portfolio | +2.47 | +18.93 | +20.30 | +10.79 | +11.36 | +19.72 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1$, since April 2014,
now would be worth 2.24$, with a total return of 123.85%
(8.39% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% annualized).
Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1$, since January 2009,
now would be worth 10.26$, with a total return of 925.78%
(16.49% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 15.56$, with a total return of 1456.41% (19.72% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 15.56$, with a total return of 1456.41% (19.72% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Ray Dalio All Weather with Bitcoin Portfolio
|
Stocks/Bonds 60/40 with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -21.81% | Nov 2021 | Sep 2022 (11) | In progress (29) | 13.61 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -6.25% | Feb 2015 | Sep 2015 (8) | Apr 2016 (15) | 3.68 | |||||
| -5.90% | Aug 2016 | Nov 2016 (4) | May 2017 (10) | 2.72 | |||||
| -5.38% | Aug 2015 | Sep 2015 (2) | Nov 2015 (4) | 3.04 | |||||
| -4.86% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.99 | |||||
| -4.11% | Dec 2015 | Jan 2016 (2) | Mar 2016 (4) | 2.46 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
| -2.96% | Aug 2020 | Oct 2020 (3) | Nov 2020 (4) | 1.48 | |||||
| -2.88% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.86 | |||||
| -2.72% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.46 | |||||
| -2.71% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.74 | |||||
| -2.64% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.52 | |||||
| -2.03% | Mar 2020 | Mar 2020 (1) | Apr 2020 (2) | 1.17 | |||||
| -1.81% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.04 | |||||
| -1.79% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.03 | |||||
| -1.73% | Jan 2021 | Mar 2021 (3) | Apr 2021 (4) | 1.22 | |||||
Drawdown comparison chart since January 2009.
Swipe left to see all data
|
Ray Dalio All Weather with Bitcoin Portfolio
|
Stocks/Bonds 60/40 with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -42.67% | Jul 2011 | Nov 2011 (5) | Oct 2013 (28) | 26.48 | |||||
| -36.76% | Jul 2011 | Nov 2011 (5) | Oct 2013 (28) | 22.75 | |||||
| -23.49% | Dec 2013 | Dec 2013 (1) | Jul 2017 (44) | 13.71 | |||||
| -22.56% | Dec 2013 | Jan 2014 (2) | Apr 2017 (41) | 14.30 | |||||
| -21.81% | Nov 2021 | Sep 2022 (11) | In progress (29) | 13.61 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -11.55% | Jan 2009 | Feb 2009 (2) | Sep 2009 (9) | 6.30 | |||||
| -11.49% | Jan 2009 | Feb 2009 (2) | May 2009 (5) | 5.97 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -7.03% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 3.83 | |||||
| -4.86% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.99 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
| -2.96% | Aug 2020 | Oct 2020 (3) | Nov 2020 (4) | 1.48 | |||||
| -2.88% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.86 | |||||
| -2.71% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.74 | |||||
| -2.64% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.52 | |||||
| -2.30% | Dec 2009 | Jan 2010 (2) | Apr 2010 (5) | 1.30 | |||||
| -2.03% | Mar 2020 | Mar 2020 (1) | Apr 2020 (2) | 1.17 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.34%
|
-0.52% |
+6.65%
|
0.00% |
| 2023 |
+12.94%
|
-8.54% |
+20.55%
|
-6.70% |
| 2022 |
-19.84%
|
-21.78% |
-17.90%
|
-21.45% |
| 2021 |
+9.08%
|
-2.64% |
+15.60%
|
-3.35% |
| 2020 |
+21.82%
|
-2.96% |
+21.52%
|
-12.82% |
| 2019 |
+19.53%
|
-1.41% |
+23.43%
|
-1.79% |
| 2018 |
-4.32%
|
-4.86% |
-4.56%
|
-8.81% |
| 2017 |
+36.80%
|
-1.24% |
+39.33%
|
-0.27% |
| 2016 |
+8.71%
|
-5.90% |
+11.03%
|
-3.13% |
| 2015 |
-2.11%
|
-6.25% |
+1.17%
|
-5.38% |
| 2014 |
+12.02%
|
-2.72% |
+8.50%
|
-1.81% |
| 2013 |
+125.82%
|
-23.49% |
+142.67%
|
-21.78% |
| 2012 |
+10.54%
|
-1.68% |
+14.56%
|
-3.39% |
| 2011 |
+45.03%
|
-36.76% |
+33.12%
|
-42.67% |
| 2010 |
+19.43%
|
-0.63% |
+19.66%
|
-7.03% |
| 2009 |
+2.31%
|
-11.55% |
+18.47%
|
-11.49% |
