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

Last Update: 31 March 2024

The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% 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

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Stocks/Bonds 40/60 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 +7.18% +7.54%
Std Dev 6.96% 7.38%
Max Drawdown -19.17% -20.58%
All time Stats
(Since Jan 1871)		 Return +6.75% +6.32%
Std Dev 7.38% 6.55%
Max Drawdown -43.68% -37.02%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 40/60 Portfolio +1.71 +12.72 +12.29 +6.01 +5.91 +7.18 +6.75
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +6.32
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% 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 Portfolio: an investment of 1$, since January 1871, now would be worth 22305.34$, with a total return of 2230433.63% (6.75% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11912.50$, with a total return of 1191150.35% (6.32% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 40/60 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
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-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
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-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
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

Drawdown comparison chart since January 1871.

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Stocks/Bonds 40/60 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
-43.68% Sep 1929 May 1932 (33) Sep 1935 (73) 20.75
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-21.33% Mar 1937 Mar 1938 (13) Jul 1941 (53) 7.66
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-17.04% Jan 1973 Sep 1974 (21) May 1975 (29) 7.69
-13.08% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.07
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.84% Dec 1968 Jun 1970 (19) Nov 1970 (24) 6.66
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.62% Oct 1906 Nov 1907 (14) Jul 1908 (22) 5.75
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.05% Feb 1893 Aug 1893 (7) Feb 1895 (25) 4.82
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.88% Oct 1895 Aug 1896 (11) Jun 1897 (21) 4.82
-10.74% Apr 1876 Jun 1877 (15) Apr 1878 (25) 5.37

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.
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Year Return Drawdown Return Drawdown
2024
+3.41%
 0.00%
+2.18%
 -0.52%
2023
+13.66%
 -6.58%
+9.94%
 -9.24%
2022
-15.67%
 -18.63%
-18.39%
 -20.58%
2021
+9.15%
 -2.56%
+8.27%
 -3.74%
2020
+13.04%
 -8.09%
+15.88%
 -3.68%
2019
+17.57%
 -1.77%
+17.93%
 -0.83%
2018
-2.15%
 -5.36%
-3.02%
 -4.71%
2017
+10.63%
 -0.00%
+11.55%
 -0.49%
2016
+6.64%
 -1.57%
+6.50%
 -6.42%
2015
+0.48%
 -3.41%
-3.23%
 -6.66%
2014
+8.51%
 -1.20%
+12.89%
 -2.52%
2013
+12.12%
 -1.84%
+1.71%
 -5.29%
2012
+8.47%
 -2.11%
+7.02%
 -1.33%
2011
+5.14%
 -4.76%
+15.64%
 -2.00%
2010
+10.69%
 -3.96%
+12.88%
 -0.69%
2009
+13.74%
 -8.68%
+2.71%
 -11.57%
2008
-10.67%
 -14.39%
+2.38%
 -11.38%
2007
+6.30%
 -1.93%
+11.88%
 -1.20%
2006
+8.84%
 -1.40%
+6.93%
 -1.71%
2005
+3.96%
 -1.77%
+8.55%
 -2.99%
2004
+7.66%
 -2.46%
+9.41%
 -4.76%
2003
+14.68%
 -1.08%
+13.96%
 -4.74%
2002
-3.23%
 -6.97%
+7.77%
 -1.56%
2001
+0.67%
 -5.62%
-2.77%
 -4.61%
2000
+2.61%
 -4.51%
+10.15%
 -2.26%
1999
+9.07%
 -2.57%
+6.28%
 -3.79%
1998
+14.45%
 -6.25%
+11.05%
 -4.83%
1997
+18.06%
 -2.41%
+13.54%
 -2.89%
1996
+10.53%
 -2.15%
+8.27%
 -2.11%
1995
+25.22%
 0.00%
+27.44%
 0.00%
1994
-1.66%
 -5.98%
-3.28%
 -6.83%
1993
+10.06%
 -1.23%
+12.02%
 -1.98%
1992
+7.93%
 -1.27%
+6.76%
 -2.23%
1991
+22.10%
 -1.98%
+17.98%
 -1.86%
1990
+2.76%
 -5.70%
+3.85%
 -5.51%
1989
+19.43%
 -1.12%
+20.45%
 -1.14%
1988
+11.34%
 -1.71%
+10.59%
 -1.93%
1987
+1.97%
 -13.08%
+3.47%
 -8.78%
1986
+14.89%
 -4.37%
+20.56%
 -3.75%
1985
+25.86%
 -1.17%
+28.68%
 -2.13%
1984
+9.88%
 -5.84%
+8.03%
 -6.61%
1983
+12.20%
 -2.64%
+7.06%
 -3.16%
1982
+26.88%
 -2.17%
+31.65%
 -3.13%
1981
+3.99%
 -6.81%
-3.74%
 -11.76%
1980
+14.99%
 -8.39%
+10.35%
 -10.89%
1979
+12.91%
 -6.34%
+19.26%
 -6.57%
1978
+4.07%
 -5.90%
+7.24%
 -3.43%
1977
-0.72%
 -3.59%
+2.14%
 -2.83%
1976
+18.84%
 -1.06%
+15.78%
 -1.12%
1975
+19.54%
 -5.93%
+12.93%
 -5.16%
1974
-7.71%
 -13.50%
+1.78%
 -11.04%
1973
-4.59%
 -5.73%
+6.67%
 -2.66%
1972
+8.68%
 -1.10%
+14.50%
 0.00%
1971
+12.75%
 -5.80%
+14.60%
 -3.81%
1970
+12.26%
 -8.78%
+10.73%
 -7.59%
1969
-5.38%
 -7.12%
-7.07%
 -8.33%
1968
+7.09%
 -3.10%
+5.61%
 -2.31%
1967
+10.63%
 -2.31%
+4.93%
 -2.43%
1966
-0.51%
 -7.40%
-0.21%
 -6.05%
1965
+6.11%
 -1.52%
+4.08%
 -1.14%
1964
+8.90%
 -0.46%
+7.34%
 -0.33%
1963
+9.44%
 -1.27%
+6.73%
 -1.03%
1962
-0.42%
 -8.22%
+0.34%
 -6.12%
1961
+11.57%
 -1.78%
+7.57%
 -1.53%
1960
+8.19%
 -2.58%
+8.59%
 -1.47%
1959
+4.09%
 -3.21%
+1.91%
 -2.83%
1958
+16.24%
 -0.74%
+9.85%
 -0.95%
1957
+1.17%
 -4.90%
+1.56%
 -3.70%
1956
+2.47%
 -3.96%
+0.45%
 -3.72%
1955
+9.83%
 -0.87%
+6.44%
 -0.66%
1954
+21.93%
 -1.61%
+17.99%
 -1.18%
1953
+2.45%
 -4.06%
+0.83%
 -4.42%
1952
+6.80%
 -2.08%
+4.21%
 -1.76%
1951
+8.33%
 -2.81%
+4.78%
 -2.55%
1950
+12.06%
 -2.45%
+9.14%
 -1.91%
1949
+10.62%
 -1.47%
+8.58%
 -0.97%
1948
+2.50%
 -4.32%
+1.89%
 -3.09%
1947
+1.27%
 -2.13%
+1.53%
 -1.94%
1946
-2.08%
 -9.26%
-0.92%
 -7.07%
1945
+18.36%
 -1.37%
+15.78%
 -0.88%
1944
+9.86%
 -0.57%
+7.97%
 -0.39%
1943
+12.64%
 -3.58%
+9.97%
 -2.77%
1942
+7.47%
 -5.00%
+6.45%
 -3.58%
1941
-2.69%
 -6.19%
-1.20%
 -4.99%
1940
-0.28%
 -10.39%
+1.87%
 -7.70%
1939
+2.79%
 -5.09%
+2.79%
 -3.74%
1938
+13.98%
 -10.41%
+10.37%
 -7.91%
1937
-12.81%
 -15.42%
-10.07%
 -12.18%
1936
+16.17%
 -2.94%
+14.42%
 -2.08%
1935
+20.86%
 -2.56%
+16.55%
 -1.39%
1934
+5.30%
 -5.32%
+8.27%
 -3.11%
1933
+24.67%
 -9.11%
+23.55%
 -7.04%
1932
+3.90%
 -15.57%
+5.54%
 -10.85%
1931
-18.89%
 -24.29%
-17.79%
 -21.07%
1930
-6.69%
 -13.91%
-5.90%
 -10.68%
1929
-1.97%
 -13.91%
-1.20%
 -10.34%
1928
+14.91%
 -1.98%
+11.11%
 -1.64%
1927
+16.51%
 -1.80%
+14.04%
 -1.26%
1926
+7.41%
 -3.13%
+6.53%
 -2.18%
1925
+12.21%
 -2.63%
+10.80%
 -1.86%
1924
+15.54%
 -0.89%
+13.10%
 -0.48%
1923
+4.38%
 -4.74%
+4.44%
 -3.38%
1922
+14.92%
 -1.92%
+12.65%
 -1.45%
1921
+11.92%
 -3.20%
+9.83%
 -2.12%
1920
-5.48%
 -5.80%
-5.55%
 -5.68%
1919
+9.18%
 -3.41%
+5.81%
 -2.69%
1918
+10.02%
 -1.24%
+7.85%
 -0.84%
1917
-8.47%
 -8.47%
-7.65%
 -7.65%
1916
+5.41%
 -1.10%
+7.39%
 -0.65%
1915
+16.21%
 -0.82%
+14.08%
 -0.61%
1914
+1.71%
 -6.40%
+0.88%
 -4.99%
1913
+0.41%
 -2.35%
-0.05%
 -2.01%
1912
+3.79%
 -1.64%
+3.48%
 -1.15%
1911
+3.85%
 -3.88%
+3.28%
 -2.93%
1910
+1.13%
 -3.45%
+0.15%
 -3.13%
1909
+7.30%
 -0.82%
+6.57%
 -0.53%
1908
+22.62%
 -0.76%
+16.74%
 -0.51%
1907
-9.88%
 -10.61%
-8.40%
 -8.70%
1906
+0.68%
 -4.20%
+0.59%
 -3.33%
1905
+8.89%
 -2.45%
+7.83%
 -1.78%
1904
+16.35%
 -1.04%
+12.56%
 -0.84%
1903
-5.56%
 -9.38%
-4.67%
 -7.60%
1902
+3.88%
 -3.25%
+3.24%
 -2.40%
1901
+8.86%
 -3.45%
+6.47%
 -2.76%
1900
+10.62%
 -1.73%
+8.45%
 -1.38%
1899
+1.22%
 -3.83%
+2.72%
 -2.13%
1898
+14.49%
 -5.07%
+11.99%
 -4.26%
1897
+11.63%
 -1.44%
+9.70%
 -0.85%
1896
+3.73%
 -6.81%
+2.87%
 -5.53%
1895
+2.01%
 -5.62%
+2.80%
 -4.23%
1894
+5.09%
 -1.63%
+4.58%
 -1.05%
1893
-4.70%
 -11.05%
-4.72%
 -9.21%
1892
+3.70%
 -1.24%
+3.45%
 -0.93%
1891
+10.78%
 -2.88%
+7.45%
 -2.60%
1890
-1.74%
 -5.18%
-1.50%
 -4.15%
1889
+4.31%
 -1.08%
+5.38%
 -0.71%
1888
+4.61%
 -1.96%
+4.41%
 -1.57%
1887
+0.60%
 -4.61%
-0.36%
 -4.08%
1886
+5.22%
 -2.17%
+5.02%
 -1.39%
1885
+15.19%
 -0.95%
+11.99%
 -0.98%
1884
-2.59%
 -7.14%
-1.97%
 -5.63%
1883
+0.38%
 -2.52%
+0.14%
 -2.08%
1882
+3.29%
 -2.59%
+3.24%
 -1.91%
1881
+2.17%
 -4.53%
+3.46%
 -3.20%
1880
+13.77%
 -3.35%
+12.13%
 -2.30%
1879
+21.48%
 -0.68%
+17.34%
 -0.47%
1878
+10.38%
 -0.17%
+7.44%
 -0.16%
1877
+1.75%
 -6.47%
+1.94%
 -4.81%
1876
-1.36%
 -5.59%
-0.20%
 -3.96%
1875
+6.03%
 -1.68%
+7.61%
 -1.41%
1874
+10.10%
 -1.40%
+7.35%
 -1.45%
1873
+1.53%
 -9.21%
+1.49%
 -7.70%
1872
+5.54%
 -3.01%
+5.32%
 -2.48%
1871
+7.90%
 -2.38%
+8.01%
 -1.75%