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

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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

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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

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from July 2002.

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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%
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