Last Update: 31 December 2022
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.00% compound annual return, with a 6.81% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.26% compound annual return, with a 7.08% standard deviation, in the last 30 Years.
Summary
| Stocks/Bonds 40/60 Momentum Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 30% |
| Fixed Income | 60% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +8.00% | +7.26% |
| Std Dev | 6.81% | 7.08% | |
| Max Drawdown | -21.11% | -20.19% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1982
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +8.00 | +9.71 |
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +9.05 |
Capital Growth as of Dec 31, 2022
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 10065.78$, with a total return of 906.58% (8.00% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1993, now would be worth 8181.78$, with a total return of 718.18% (7.26% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 44648.04$, with a total return of 4364.80% (9.71% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1982, now would be worth 34845.68$, with a total return of 3384.57% (9.05% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Stocks/Bonds 40/60 Momentum Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -3.79% | Feb 1999 | Feb 1999 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
Drawdown comparison chart since January 1982.
Stocks/Bonds 40/60 Momentum Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -7.10% | May 1983 | May 1984 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.28% | Feb 1984 | May 1984 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.29% | Aug 1990 | Sep 1990 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
| Year | Stocks/Bonds 40/60 Momentum Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2022 |
-15.17% | -18.03% |
| 2021 |
+4.23% | +8.08% |
| 2020 |
+16.57% | +14.68% |
| 2019 |
+16.20% | +18.22% |
| 2018 |
-0.73% | -3.19% |
| 2017 |
+17.14% | +11.47% |
| 2016 |
+3.51% | +5.86% |
| 2015 |
+3.91% | -3.72% |
| 2014 |
+9.34% | +12.52% |
| 2013 |
+12.57% | +2.15% |
| 2012 |
+7.87% | +6.72% |
| 2011 |
+7.13% | +15.59% |
| 2010 |
+10.93% | +12.53% |
| 2009 |
+9.16% | +2.34% |
| 2008 |
-12.27% | +1.34% |
| 2007 |
+11.21% | +11.88% |
| 2006 |
+6.78% | +6.93% |
| 2005 |
+9.09% | +8.55% |
| 2004 |
+9.22% | +9.41% |
| 2003 |
+12.78% | +13.96% |
| 2002 |
+0.04% | +7.77% |
| 2001 |
-1.88% | -2.77% |
| 2000 |
+2.99% | +10.15% |
| 1999 |
+15.71% | +6.28% |
| 1998 |
+24.65% | +11.05% |
| 1997 |
+20.41% | +13.54% |
| 1996 |
+14.08% | +8.27% |
| 1995 |
+27.84% | +27.44% |
| 1994 |
-2.03% | -3.28% |
| 1993 |
+11.10% | +12.02% |
| 1992 |
+6.01% | +6.76% |
| 1991 |
+23.91% | +17.98% |
| 1990 |
+5.79% | +3.85% |
| 1989 |
+25.29% | +20.45% |
| 1988 |
+7.24% | +10.59% |
| 1987 |
+1.86% | +3.47% |
| 1986 |
+18.14% | +20.56% |
| 1985 |
+26.30% | +28.68% |
| 1984 |
+8.68% | +8.03% |
| 1983 |
+9.91% | +7.06% |
| 1982 |
+30.86% | +31.65% |