Last Update: 31 August 2021

The Stocks/Bonds 40/60 Portfolio obtained a 8.43% compound annual return, with a 5.84% standard deviation, in the last 10 years.

The Ray Dalio All Weather Portfolio obtained a 7.45% compound annual return, with a 5.87% 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 +8.43% +7.45%
Std Dev 5.84% 5.87%
Max Drawdown -8.09% -6.93%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1987

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Stocks/Bonds 40/60 Portfolio +1.15 +4.21 +8.08 +12.85 +10.65 +9.15 +8.43 +8.25
Ray Dalio All Weather Portfolio +0.56 +5.20 +8.73 +8.37 +11.01 +7.99 +7.45 +8.63
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1987.

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Year Stocks/Bonds 40/60 Portfolio Ray Dalio All Weather Portfolio
2021
+7.73% +5.94%
2020
+13.04% +14.68%
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%
2006
+8.84% +6.93%
2005
+3.96% +8.55%
2004
+7.66% +9.41%
2003
+14.68% +13.96%
2002
-3.23% +7.77%
2001
+0.67% -2.77%
2000
+2.61% +10.15%
1999
+9.07% +6.28%
1998
+14.45% +11.05%
1997
+18.06% +13.54%
1996
+10.53% +8.27%
1995
+25.22% +27.44%
1994
-1.66% -3.28%
1993
+10.06% +12.02%
1992
+7.93% +6.76%
1991
+22.10% +17.98%
1990
+2.76% +3.85%
1989
+19.43% +20.45%
1988
+11.34% +10.59%
1987
+1.97% +3.47%
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