Last Update: 28 February 2021
The Developed World 40/60 Portfolio obtained a 5.18% compound annual return, with a 6.33% standard deviation, in the last 10 years.
The Ray Dalio All Weather Portfolio obtained a 7.33% compound annual return, with a 5.91% standard deviation, in the last 10 years.
Summary
Swipe left to see all data
| Developed World 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 | +5.18% | +7.33% |
| Std Dev | 6.33% | 5.91% | |
| Max Drawdown | -9.83% | -6.93% | |
Last Update: 28 February 2021
Historical Returns
The examinated historical serie starts from July 2002
Swipe left to see all data
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|---|
| Developed World 40/60 Portfolio | -0.02 | +1.76 | +5.99 | +8.81 | +5.06 | +6.46 | +5.18 | +6.23 |
| Ray Dalio All Weather Portfolio | -1.10 | -0.85 | -0.33 | +8.43 | +9.37 | +7.95 | +7.33 | +7.86 |
(*) annualized
Capital Growth
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from July 2002.
Swipe left to see all data
| Year | Developed World 40/60 Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2021 |
-0.69% | -2.56% |
| 2020 |
+6.69% | +14.68% |
| 2019 |
+13.77% | +18.22% |
| 2018 |
-4.22% | -3.19% |
| 2017 |
+12.01% | +11.47% |
| 2016 |
+3.84% | +5.86% |
| 2015 |
+0.56% | -3.72% |
| 2014 |
+2.85% | +12.52% |
| 2013 |
+8.25% | +2.15% |
| 2012 |
+13.14% | +6.72% |
| 2011 |
+0.24% | +15.59% |
| 2010 |
+8.45% | +12.53% |
| 2009 |
+20.17% | +2.34% |
| 2008 |
-17.67% | +1.34% |
| 2007 |
+7.46% | +11.88% |
| 2006 |
+12.27% | +6.93% |
| 2005 |
+8.43% | +8.55% |
| 2004 |
+11.76% | +9.41% |
| 2003 |
+17.83% | +13.96% |