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

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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%
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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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