Last Update: 31 August 2021

The Developed World ex-US 40/60 Portfolio obtained a 5.93% compound annual return, with a 6.17% 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

Swipe left to see all data
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%
10 Years Stats Return +5.93% +7.45%
Std Dev 6.17% 5.87%
Max Drawdown -9.83% -6.93%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1999

Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Developed World ex-US 40/60 Portfolio +0.31 +1.19 +5.09 +11.39 +6.72 +6.07 +5.93 +5.94
Ray Dalio All Weather Portfolio +0.56 +5.20 +8.73 +8.37 +11.01 +7.99 +7.45 +7.54
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1999.

Swipe left to see all data
Year Developed World ex-US 40/60 Portfolio Ray Dalio All Weather Portfolio
2021
+4.36% +5.94%
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%
Share this page