Last Update: 31 August 2020

The Stocks/Bonds 40/60 Portfolio obtained a 8.18% compound annual return, with a 5.70% standard deviation, in the last 10 years.

The Ray Dalio All Weather Portfolio obtained a 7.82% compound annual return, with a 5.71% standard deviation, in the last 10 years.

Summary

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Stocks/Bonds 40/60 Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
10 Years Stats Return +8.18% +7.82%
Std Dev 5.70% 5.71%
Max Drawdown -8.09% -6.93%

Last Update: 31 August 2020

Historical Returns

The examinated historical serie starts from January 2007

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Stocks/Bonds 40/60 Portfolio +2.17 +6.65 +9.02 +12.59 +8.80 +8.23 +8.18 +6.75
Ray Dalio All Weather Portfolio -0.21 +5.75 +8.79 +12.93 +9.86 +8.47 +7.82 +7.53
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2007.

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Year Stocks/Bonds 40/60 Portfolio Ray Dalio All Weather Portfolio
2020
+7.91% +12.11%
2019
+17.57% +18.22%
2018
-2.15% -3.19%
2017
+10.63% +11.47%
2016
+6.64% +5.86%
2015
+0.48% -3.72%
2014
+8.51% +12.52%
2013
+12.12% +2.15%
2012
+8.47% +6.72%
2011
+5.14% +15.59%
2010
+10.69% +12.53%
2009
+13.74% +2.34%
2008
-10.67% +1.34%
2007
+6.30% +11.88%
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