Last Update: 31 July 2022

The Simplified Permanent Portfolio obtained a 7.08% compound annual return, with a 6.50% 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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Simplified Permanent Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
30 Years Stats Return +7.08% +7.67%
Std Dev 6.50% 6.83%
Max Drawdown -13.28% -13.67%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1973

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Simplified Permanent Portfolio +2.84 -5.63 -7.24 +5.46 +4.47 +7.08 +8.69
Ray Dalio All Weather Portfolio +3.40 -8.12 -8.42 +5.90 +5.15 +7.67 +9.09
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Simplified Permanent Portfolio: an investment of 1000$, since August 1992, now would be worth 7775.75$, with a total return of 677.58% (7.08% 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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1973, now would be worth 62292.58$, with a total return of 6129.26% (8.69% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1973, now would be worth 74749.30$, with a total return of 7374.93% (9.09% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Simplified Permanent Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-13.67% Jan 2022 Jun 2022
-13.28% Mar 2008 Oct 2008
-12.18% Jul 2008 Feb 2009
-10.97% Jan 2022 Jun 2022
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.69% Apr 2013 Jun 2013
-6.47% Aug 2016 Nov 2016
-6.23% Aug 2016 Dec 2016
-5.67% Feb 1994 Jun 1994
-5.27% Feb 2015 Dec 2015
-5.10% May 2013 Jun 2013
-5.09% Feb 1999 Aug 1999
-4.83% Jul 1998 Aug 1998
-4.79% Apr 2004 Apr 2004
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.63% Jul 1998 Aug 1998
-4.61% Feb 2001 Mar 2001

Drawdown comparison chart since January 1973.

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Simplified Permanent Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.34% Dec 1980 Sep 1981
-13.67% Jan 2022 Jun 2022
-13.28% Mar 2008 Oct 2008
-13.17% Feb 1980 Mar 1980
-12.31% Dec 1980 Sep 1981
-12.18% Jul 2008 Feb 2009
-11.37% Apr 1974 Sep 1974
-11.04% Mar 1974 Sep 1974
-10.97% Jan 2022 Jun 2022
-10.89% Feb 1980 Mar 1980
-8.78% Sep 1987 Nov 1987
-7.68% Jul 1975 Sep 1975
-7.59% May 1983 May 1984
-7.10% May 1983 May 1984
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.69% Apr 2013 Jun 2013
-6.57% Oct 1979 Oct 1979
-6.47% Aug 2016 Nov 2016
-6.38% Jul 1973 Aug 1973

Yearly Returns

Yearly return comparison. Common historical serie start from January 1973.

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Year Simplified Permanent Portfolio Ray Dalio All Weather Portfolio
2022
-8.45% -10.73%
2021
+3.72% +8.08%
2020
+16.46% +14.68%
2019
+16.15% +18.22%
2018
-1.29% -3.19%
2017
+9.78% +11.47%
2016
+5.72% +5.86%
2015
-1.82% -3.72%
2014
+7.12% +12.52%
2013
-1.76% +2.15%
2012
+7.59% +6.72%
2011
+10.45% +15.59%
2010
+16.36% +12.53%
2009
+9.94% +2.34%
2008
+0.94% +1.34%
2007
+14.14% +11.88%
2006
+10.82% +6.93%
2005
+7.34% +8.55%
2004
+6.42% +9.41%
2003
+15.31% +13.96%
2002
+9.00% +7.77%
2001
+0.15% -2.77%
2000
+4.63% +10.15%
1999
+2.25% +6.28%
1998
+12.93% +11.05%
1997
+8.38% +13.54%
1996
+4.09% +8.27%
1995
+21.97% +27.44%
1994
-4.18% -3.28%
1993
+13.56% +12.02%
1992
+4.46% +6.76%
1991
+15.41% +17.98%
1990
+1.55% +3.85%
1989
+15.24% +20.45%
1988
+3.97% +10.59%
1987
+5.46% +3.47%
1986
+19.06% +20.56%
1985
+24.24% +28.68%
1984
+3.14% +8.03%
1983
+2.74% +7.06%
1982
+28.65% +31.65%
1981
-6.55% -3.74%
1980
+11.44% +10.35%
1979
+38.61% +19.26%
1978
+11.00% +7.24%
1977
+5.09% +2.14%
1976
+13.24% +15.78%
1975
+6.02% +12.93%
1974
+11.61% +1.78%
1973
+15.34% +6.67%
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