Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 30% |
| Fixed Income | 0% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +5.15% | +7.54% |
| Std Dev | 16.50% | 7.38% | |
| Max Drawdown | -57.00% | -20.58% | |
| All time Stats (Since Jan 1970) |
Return | +8.27% | +9.16% |
| Std Dev | 17.12% | 7.96% | |
| Max Drawdown | -57.00% | -20.58% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.27 |
| Ray Dalio All Weather Portfolio | +2.27 | +12.15 | +6.27 | +4.85 | +5.04 | +7.54 | +9.16 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970,
now would be worth 74.59$, with a total return of 7359.18%
(8.27% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1970, now would be worth 116.40$, with a total return of 11540.08% (9.16% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1970, now would be worth 116.40$, with a total return of 11540.08% (9.16% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -20.58% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.55 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.57% | Jan 2009 | Feb 2009 (2) | Sep 2009 (9) | 6.27 | |||||
| -11.38% | Jul 2008 | Oct 2008 (4) | Dec 2008 (6) | 5.15 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -6.66% | Feb 2015 | Dec 2015 (11) | Jun 2016 (17) | 4.06 | |||||
| -6.42% | Aug 2016 | Nov 2016 (4) | Aug 2017 (13) | 3.10 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -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 | |||||
| -4.74% | Jun 2003 | Jul 2003 (2) | Sep 2003 (4) | 2.46 | |||||
| -4.71% | Sep 2018 | Oct 2018 (2) | Mar 2019 (7) | 2.74 | |||||
| -4.61% | Feb 2001 | Mar 2001 (2) | Aug 2002 (19) | 2.73 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -41.73% | Jan 1973 | Sep 1974 (21) | Sep 1977 (57) | 16.13 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -27.31% | Jan 1970 | Jun 1970 (6) | Mar 1971 (15) | 15.11 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -20.58% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.55 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -12.31% | Dec 1980 | Sep 1981 (10) | Aug 1982 (21) | 5.41 | |||||
| -11.57% | Jan 2009 | Feb 2009 (2) | Sep 2009 (9) | 6.27 | |||||
| -11.38% | Jul 2008 | Oct 2008 (4) | Dec 2008 (6) | 5.15 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -11.04% | Mar 1974 | Sep 1974 (7) | Jan 1975 (11) | 6.00 | |||||
| -11.03% | Feb 1980 | Mar 1980 (2) | Jul 1980 (6) | 5.29 | |||||
| -10.89% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 5.40 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+2.18%
|
-0.52% |
| 2023 |
+17.94%
|
-10.71% |
+9.94%
|
-9.24% |
| 2022 |
-15.36%
|
-27.52% |
-18.39%
|
-20.58% |
| 2021 |
+11.67%
|
-4.89% |
+8.27%
|
-3.74% |
| 2020 |
+9.74%
|
-23.99% |
+15.88%
|
-3.68% |
| 2019 |
+22.62%
|
-5.21% |
+17.93%
|
-0.83% |
| 2018 |
-14.75%
|
-18.62% |
-3.02%
|
-4.71% |
| 2017 |
+26.42%
|
0.00% |
+11.55%
|
-0.49% |
| 2016 |
+2.67%
|
-8.44% |
+6.50%
|
-6.42% |
| 2015 |
-0.38%
|
-12.39% |
-3.23%
|
-6.66% |
| 2014 |
-5.98%
|
-10.04% |
+12.89%
|
-2.52% |
| 2013 |
+21.83%
|
-5.66% |
+1.71%
|
-5.29% |
| 2012 |
+18.56%
|
-13.28% |
+7.02%
|
-1.33% |
| 2011 |
-12.30%
|
-23.95% |
+15.64%
|
-2.00% |
| 2010 |
+8.35%
|
-15.54% |
+12.88%
|
-0.69% |
| 2009 |
+27.49%
|
-22.68% |
+2.71%
|
-11.57% |
| 2008 |
-40.65%
|
-45.54% |
+2.38%
|
-11.38% |
| 2007 |
+11.15%
|
-6.29% |
+11.88%
|
-1.20% |
| 2006 |
+26.27%
|
-3.73% |
+6.93%
|
-1.71% |
| 2005 |
+13.60%
|
-4.72% |
+8.55%
|
-2.99% |
| 2004 |
+20.25%
|
-3.59% |
+9.41%
|
-4.76% |
| 2003 |
+38.67%
|
-8.24% |
+13.96%
|
-4.74% |
| 2002 |
-15.62%
|
-23.19% |
+7.77%
|
-1.56% |
| 2001 |
-21.94%
|
-26.63% |
-2.77%
|
-4.61% |
| 2000 |
-14.29%
|
-17.14% |
+10.15%
|
-2.26% |
| 1999 |
+37.96%
|
-4.28% |
+6.28%
|
-3.79% |
| 1998 |
+16.51%
|
-14.47% |
+11.05%
|
-4.83% |
| 1997 |
-1.39%
|
-11.23% |
+13.54%
|
-2.89% |
| 1996 |
+4.68%
|
-4.13% |
+8.27%
|
-2.11% |
| 1995 |
+3.98%
|
-8.89% |
+27.44%
|
0.00% |
| 1994 |
+9.76%
|
-5.55% |
-3.28%
|
-6.83% |
| 1993 |
+29.92%
|
-10.94% |
+12.02%
|
-1.98% |
| 1992 |
-14.79%
|
-15.85% |
+6.76%
|
-2.23% |
| 1991 |
+9.48%
|
-9.97% |
+17.98%
|
-1.86% |
| 1990 |
-24.79%
|
-31.21% |
+3.85%
|
-5.51% |
| 1989 |
+12.85%
|
-7.94% |
+20.45%
|
-1.14% |
| 1988 |
+25.66%
|
-9.43% |
+10.59%
|
-1.93% |
| 1987 |
+30.48%
|
-13.46% |
+3.47%
|
-8.78% |
| 1986 |
+63.38%
|
-8.70% |
+20.56%
|
-3.75% |
| 1985 |
+56.04%
|
-1.19% |
+28.68%
|
-2.13% |
| 1984 |
+7.32%
|
-6.40% |
+8.03%
|
-6.61% |
| 1983 |
+23.61%
|
-3.06% |
+7.06%
|
-3.16% |
| 1982 |
-1.94%
|
-22.97% |
+31.65%
|
-3.13% |
| 1981 |
-2.36%
|
-10.87% |
-3.74%
|
-11.76% |
| 1980 |
+22.48%
|
-11.03% |
+10.35%
|
-10.89% |
| 1979 |
+4.69%
|
-8.91% |
+19.26%
|
-6.57% |
| 1978 |
+32.52%
|
-5.86% |
+7.24%
|
-3.43% |
| 1977 |
+17.99%
|
-2.80% |
+2.14%
|
-2.83% |
| 1976 |
+2.46%
|
-11.28% |
+15.78%
|
-1.12% |
| 1975 |
+35.29%
|
-12.20% |
+12.93%
|
-5.16% |
| 1974 |
-23.23%
|
-31.46% |
+1.78%
|
-11.04% |
| 1973 |
-14.99%
|
-16.30% |
+6.67%
|
-2.66% |
| 1972 |
+36.24%
|
-0.55% |
+14.50%
|
0.00% |
| 1971 |
+29.49%
|
-3.82% |
+14.60%
|
-3.81% |
| 1970 |
-11.71%
|
-27.31% |
+10.73%
|
-7.59% |
