Developed World ex-US 80/20 vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 80/20 Portfolio obtained a 5.19% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
30 Years Stats Return +5.19% +7.34%
Std Dev 13.24% 7.40%
Max Drawdown -47.74% -20.58%
All time Stats
(Since Jan 1985)
Return +8.02% +8.69%
Std Dev 14.17% 7.50%
Max Drawdown -47.74% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +8.02
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +8.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.12$, with a total return of 2511.99% (8.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83
-5.30% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.03
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.74% Sep 1993 Nov 1993 (3) Jan 1994 (5) 4.04
-7.44% May 1988 Aug 1988 (4) Oct 1988 (6) 3.96
-7.39% Sep 1986 Oct 1986 (2) Dec 1986 (4) 3.69
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.08%
-0.99%
-0.09%
-0.52%
2023
+16.11%
-9.05%
+9.94%
-9.24%
2022
-14.84%
-24.60%
-18.39%
-20.58%
2021
+8.88%
-4.09%
+8.27%
-3.74%
2020
+8.72%
-19.27%
+15.88%
-3.68%
2019
+19.67%
-4.01%
+17.93%
-0.83%
2018
-11.24%
-14.39%
-3.02%
-4.71%
2017
+21.61%
0.00%
+11.55%
-0.49%
2016
+3.06%
-6.24%
+6.50%
-6.42%
2015
-0.06%
-10.16%
-3.23%
-6.66%
2014
-3.03%
-7.17%
+12.89%
-2.52%
2013
+17.30%
-5.38%
+1.71%
-5.29%
2012
+16.75%
-10.50%
+7.02%
-1.33%
2011
-8.12%
-18.69%
+15.64%
-2.00%
2010
+8.38%
-11.60%
+12.88%
-0.69%
2009
+25.05%
-18.06%
+2.71%
-11.57%
2008
-32.99%
-37.70%
+2.38%
-11.38%
2007
+9.92%
-4.83%
+11.88%
-1.20%
2006
+21.60%
-3.01%
+6.93%
-1.71%
2005
+11.88%
-3.26%
+8.55%
-2.99%
2004
+17.42%
-2.80%
+9.41%
-4.76%
2003
+31.72%
-6.16%
+13.96%
-4.74%
2002
-10.63%
-17.69%
+7.77%
-1.56%
2001
-15.38%
-19.79%
-2.77%
-4.61%
2000
-9.59%
-12.40%
+10.15%
-2.26%
1999
+30.43%
-3.75%
+6.28%
-3.79%
1998
+16.63%
-10.17%
+11.05%
-4.83%
1997
-2.08%
-9.05%
+13.54%
-2.89%
1996
+4.67%
-2.78%
+8.27%
-2.11%
1995
+7.43%
-6.85%
+27.44%
0.00%
1994
+6.35%
-4.29%
-3.28%
-6.83%
1993
+27.22%
-8.74%
+12.02%
-1.98%
1992
-9.45%
-11.62%
+6.76%
-2.23%
1991
+11.87%
-7.63%
+17.98%
-1.86%
1990
-18.39%
-24.86%
+3.85%
-5.51%
1989
+12.50%
-5.01%
+20.45%
-1.14%
1988
+22.29%
-7.44%
+10.59%
-1.93%
1987
+25.08%
-11.30%
+3.47%
-8.78%
1986
+53.97%
-7.39%
+20.56%
-3.75%
1985
+49.82%
-0.79%
+28.68%
-2.13%