Last Update: 31 July 2022

The Rob Arnott Portfolio obtained a 7.10% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
30 Years Stats Return +7.10% +7.67%
Std Dev 6.78% 6.83%
Max Drawdown -24.27% -13.67%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Rob Arnott Portfolio +3.77 -5.71 -5.73 +5.12 +4.56 +7.10 +7.25
Ray Dalio All Weather Portfolio +3.40 -8.12 -8.42 +5.90 +5.15 +7.67 +7.82
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Rob Arnott Portfolio: an investment of 1000$, since August 1992, now would be worth 7818.93$, with a total return of 681.89% (7.10% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since August 1992, now would be worth 9167.39$, with a total return of 816.74% (7.67% annualized).

Rob Arnott Portfolio: an investment of 1000$, since June 1991, now would be worth 8867.70$, with a total return of 786.77% (7.25% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since June 1991, now would be worth 10462.16$, with a total return of 946.22% (7.82% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Rob Arnott Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-24.27% Jun 2008 Feb 2009
-13.67% Jan 2022 Jun 2022
-12.18% Jul 2008 Feb 2009
-11.39% Jan 2022 Jun 2022
-8.72% Feb 2020 Mar 2020
-7.37% Feb 1994 Nov 1994
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.23% Mar 2015 Jan 2016
-5.66% May 2013 Jun 2013
-5.10% May 2013 Jun 2013
-4.84% Sep 2018 Dec 2018
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.70% Apr 2004 Apr 2004
-4.61% Feb 2001 Mar 2001
-4.10% Jul 1998 Aug 1998

Drawdown comparison chart since June 1991.

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Rob Arnott Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-24.27% Jun 2008 Feb 2009
-13.67% Jan 2022 Jun 2022
-12.18% Jul 2008 Feb 2009
-11.39% Jan 2022 Jun 2022
-8.72% Feb 2020 Mar 2020
-7.37% Feb 1994 Nov 1994
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.23% Mar 2015 Jan 2016
-5.66% May 2013 Jun 2013
-5.10% May 2013 Jun 2013
-4.84% Sep 2018 Dec 2018
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.70% Apr 2004 Apr 2004
-4.61% Feb 2001 Mar 2001
-4.10% Jul 1998 Aug 1998

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Rob Arnott Portfolio Ray Dalio All Weather Portfolio
2022
-8.05% -10.73%
2021
+11.04% +8.08%
2020
+7.98% +14.68%
2019
+16.67% +18.22%
2018
-4.12% -3.19%
2017
+9.02% +11.47%
2016
+7.14% +5.86%
2015
-3.26% -3.72%
2014
+7.59% +12.52%
2013
+1.41% +2.15%
2012
+10.55% +6.72%
2011
+7.73% +15.59%
2010
+11.89% +12.53%
2009
+14.59% +2.34%
2008
-11.48% +1.34%
2007
+7.64% +11.88%
2006
+8.97% +6.93%
2005
+7.74% +8.55%
2004
+11.93% +9.41%
2003
+17.00% +13.96%
2002
+8.16% +7.77%
2001
+0.06% -2.77%
2000
+12.87% +10.15%
1999
+7.22% +6.28%
1998
+6.53% +11.05%
1997
+7.20% +13.54%
1996
+11.02% +8.27%
1995
+21.23% +27.44%
1994
-2.84% -3.28%
1993
+13.77% +12.02%
1992
+6.56% +6.76%
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