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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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