Last Update: 31 July 2022
The Developed World ex-US 40/60 Portfolio obtained a 5.91% compound annual return, with a 7.23% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 6.83% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US 40/60 Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 30% |
| Fixed Income | 60% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +5.91% | +7.67% |
| Std Dev | 7.23% | 6.83% | |
| Max Drawdown | -26.17% | -13.67% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1986
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 40/60 Portfolio | +4.00 | -7.83 | -10.65 | +2.36 | +4.27 | +5.91 | +7.03 |
| Ray Dalio All Weather Portfolio | +3.40 | -8.12 | -8.42 | +5.90 | +5.15 | +7.67 | +8.44 |
Capital Growth as of Jul 31, 2022
Developed World ex-US 40/60 Portfolio: an investment of 1000$, since August 1992, now would be worth 5603.54$, with a total return of 460.35% (5.91% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since August 1992, now would be worth 9167.39$, with a total return of 816.74% (7.67% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1000$, since January 1986, now would be worth 12002.21$, with a total return of 1100.22% (7.03% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1986, now would be worth 19369.24$, with a total return of 1836.92% (8.44% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Developed World ex-US 40/60 Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -26.17% | Nov 2007 | Feb 2009 | |||
| -14.36% | Sep 2021 | Jun 2022 | |||
| -13.67% | Jan 2022 | Jun 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -9.84% | Jan 2020 | Mar 2020 | |||
| -8.00% | Apr 2000 | Sep 2002 | |||
| -7.71% | May 2011 | Sep 2011 | |||
| -6.97% | Feb 1994 | Feb 1995 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.62% | Dec 1996 | Apr 1997 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.69% | Feb 2018 | Dec 2018 | |||
| -5.53% | May 2015 | Feb 2016 | |||
| -5.24% | Jul 1997 | Dec 1997 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.79% | May 2013 | Jun 2013 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
Drawdown comparison chart since January 1986.
Developed World ex-US 40/60 Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -26.17% | Nov 2007 | Feb 2009 | |||
| -14.36% | Sep 2021 | Jun 2022 | |||
| -13.67% | Jan 2022 | Jun 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -12.17% | Jan 1990 | Sep 1990 | |||
| -9.84% | Jan 2020 | Mar 2020 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.00% | Apr 2000 | Sep 2002 | |||
| -7.71% | May 2011 | Sep 2011 | |||
| -6.97% | Feb 1994 | Feb 1995 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.62% | Dec 1996 | Apr 1997 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.45% | Jan 1992 | Apr 1992 | |||
| -5.95% | Sep 1987 | Oct 1987 | |||
| -5.69% | Feb 2018 | Dec 2018 | |||
| -5.53% | May 2015 | Feb 2016 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.24% | Jul 1997 | Dec 1997 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1986.
| Year | Developed World ex-US 40/60 Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2022 |
-10.02% | -10.73% |
| 2021 |
+3.30% | +8.08% |
| 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% |
| 2002 |
-0.67% | +7.77% |
| 2001 |
-2.28% | -2.77% |
| 2000 |
-0.20% | +10.15% |
| 1999 |
+15.36% | +6.28% |
| 1998 |
+16.87% | +11.05% |
| 1997 |
-3.46% | +13.54% |
| 1996 |
+4.67% | +8.27% |
| 1995 |
+14.33% | +27.44% |
| 1994 |
-0.47% | -3.28% |
| 1993 |
+21.82% | +12.02% |
| 1992 |
+1.22% | +6.76% |
| 1991 |
+16.64% | +17.98% |
| 1990 |
-5.59% | +3.85% |
| 1989 |
+11.80% | +20.45% |
| 1988 |
+15.54% | +10.59% |
| 1987 |
+14.28% | +3.47% |
| 1986 |
+35.17% | +20.56% |