Stocks/Bonds 40/60 Momentum vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Stocks/Bonds 40/60 Momentum Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
30 Years Stats Return +8.24% +7.54%
Std Dev 6.99% 7.38%
Max Drawdown -21.11% -20.58%
All time Stats
(Since Jan 1982)		 Return +9.77% +9.17%
Std Dev 7.43% 7.67%
Max Drawdown -21.11% -20.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 40/60 Momentum Portfolio +1.76 +17.02 +14.65 +5.19 +6.37 +8.24 +9.77
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +9.17
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1982, now would be worth 40.67$, with a total return of 3967.09% (9.17% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Stocks/Bonds 40/60 Momentum Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (29) 14.29
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.79% Feb 1999 Feb 1999 (1) Apr 1999 (3) 2.07
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.74% Jan 2021 Mar 2021 (3) May 2021 (5) 1.99

Drawdown comparison chart since January 1982.

Swipe left to see all data
Stocks/Bonds 40/60 Momentum Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (29) 14.29
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-7.10% May 1983 May 1984 (13) Aug 1984 (16) 3.00
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+7.39%
 0.00%
+2.18%
 -0.52%
2023
+6.91%
 -5.18%
+9.94%
 -9.24%
2022
-15.17%
 -19.48%
-18.39%
 -20.58%
2021
+4.23%
 -2.38%
+8.27%
 -3.74%
2020
+16.57%
 -7.10%
+15.88%
 -3.68%
2019
+16.20%
 -0.81%
+17.93%
 -0.83%
2018
-0.73%
 -5.89%
-3.02%
 -4.71%
2017
+17.14%
 0.00%
+11.55%
 -0.49%
2016
+3.51%
 -3.61%
+6.50%
 -6.42%
2015
+3.91%
 -2.95%
-3.23%
 -6.66%
2014
+9.34%
 -1.49%
+12.89%
 -2.52%
2013
+12.57%
 -1.74%
+1.71%
 -5.29%
2012
+7.87%
 -2.05%
+7.02%
 -1.33%
2011
+7.13%
 -3.62%
+15.64%
 -2.00%
2010
+10.93%
 -3.48%
+12.88%
 -0.69%
2009
+9.16%
 -9.41%
+2.71%
 -11.57%
2008
-12.27%
 -15.80%
+2.38%
 -11.38%
2007
+11.21%
 -0.82%
+11.88%
 -1.20%
2006
+6.78%
 -1.50%
+6.93%
 -1.71%
2005
+9.09%
 -0.93%
+8.55%
 -2.99%
2004
+9.22%
 -2.12%
+9.41%
 -4.76%
2003
+12.78%
 -1.27%
+13.96%
 -4.74%
2002
+0.04%
 -5.36%
+7.77%
 -1.56%
2001
-1.88%
 -6.89%
-2.77%
 -4.61%
2000
+2.99%
 -3.33%
+10.15%
 -2.26%
1999
+15.71%
 -1.69%
+6.28%
 -3.79%
1998
+24.65%
 -4.13%
+11.05%
 -4.83%
1997
+20.41%
 -2.69%
+13.54%
 -2.89%
1996
+14.08%
 -1.52%
+8.27%
 -2.11%
1995
+27.84%
 0.00%
+27.44%
 0.00%
1994
-2.03%
 -5.91%
-3.28%
 -6.83%
1993
+11.10%
 -0.87%
+12.02%
 -1.98%
1992
+6.01%
 -2.11%
+6.76%
 -2.23%
1991
+23.91%
 -1.79%
+17.98%
 -1.86%
1990
+5.79%
 -5.29%
+3.85%
 -5.51%
1989
+25.29%
 -1.01%
+20.45%
 -1.14%
1988
+7.24%
 -2.95%
+10.59%
 -1.93%
1987
+1.86%
 -13.77%
+3.47%
 -8.78%
1986
+18.14%
 -4.37%
+20.56%
 -3.75%
1985
+26.30%
 -0.74%
+28.68%
 -2.13%
1984
+8.68%
 -6.28%
+8.03%
 -6.61%
1983
+9.91%
 -2.81%
+7.06%
 -3.16%
1982
+30.86%
 -1.48%
+31.65%
 -3.13%