Last Update: 31 August 2020

The Rob Arnott Portfolio obtained a 5.93% compound annual return, with a 5.97% standard deviation, in the last 10 years.

The Ray Dalio All Weather Portfolio obtained a 7.82% compound annual return, with a 5.71% standard deviation, in the last 10 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%
10 Years Stats Return +5.93% +7.82%
Std Dev 5.97% 5.71%
Max Drawdown -8.71% -6.93%

Last Update: 31 August 2020

Historical Returns

The examinated historical serie starts from January 2007

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Rob Arnott Portfolio +0.51 +5.74 +4.25 +5.88 +6.07 +6.25 +5.93 +5.48
Ray Dalio All Weather Portfolio -0.21 +5.75 +8.79 +12.93 +9.86 +8.47 +7.82 +7.53
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2007.

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Year Rob Arnott Portfolio Ray Dalio All Weather Portfolio
2020
+3.41% +12.11%
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%
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