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
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| 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
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| 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
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from January 1999.
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| 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% |