Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
The Ray Dalio All Weather Portfolio 2x Leveraged is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 37.5% on the Stock Market and for 7.5% on Commodities.
In the last 10 Years, the Ray Dalio All Weather Portfolio 2x Leveraged obtained a 8.15% compound annual return, with a 16.65% standard deviation.
Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:
The Ray Dalio All Weather Portfolio 2x Leveraged can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
30.00 |
SSO
|
ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap |
7.50 |
DIG
|
ProShares Ultra Oil & Gas | 2x, Equity, U.S., Value |
40.00 |
UBT
|
ProShares Ultra 20+ Year Treasury | 2x, Bond, U.S., Long-Term |
15.00 |
UST
|
ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term |
7.50 |
UGL
|
ProShares Ultra Gold | 2x, Commodity, Gold |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of May 31, 2023
The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~13Y) |
||
Ray Dalio All Weather Portfolio 2x Leveraged | -0.02 | 1.13 | -4.51 | -0.91 | -10.38 | 5.88 | 8.15 | 11.42 | ||
US Inflation Adjusted return | -4.51 | -2.75 | -13.65 | 1.99 | 5.33 | 8.63 | ||||
Components | ||||||||||
SSO
|
ProShares Ultra S&P 500 | 2.95 | Jun 02 2023 | 4.82 | 0.29 | 2.43 | -3.84 | 13.82 | 18.47 | 11.95 |
DIG
|
ProShares Ultra Oil & Gas | 5.96 | Jun 02 2023 | 8.40 | -19.77 | -32.52 | -27.60 | -8.35 | -6.32 | -4.18 |
UBT
|
ProShares Ultra 20+ Year Treasury | -2.20 | Jun 02 2023 | -1.58 | -6.54 | -0.94 | -24.23 | -7.11 | -1.24 | 3.36 |
UST
|
ProShares Ultra 7-10 Year Treasury | -1.62 | Jun 02 2023 | -1.28 | -3.21 | 0.00 | -10.94 | -1.26 | -0.04 | 3.23 |
UGL
|
ProShares Ultra Gold | -2.99 | Jun 02 2023 | -1.60 | -3.50 | 16.72 | 4.87 | 9.20 | 0.80 | 4.72 |
In 2022, the Ray Dalio All Weather Portfolio 2x Leveraged granted a 0.42% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Ray Dalio All Weather Portfolio 2x Leveraged, updated as of 31 May 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~13Y) |
|
Portfolio Return (%) | -4.51 | 4.17 | -0.91 | -10.38 | -1.09 | 5.88 | 8.15 | 11.42 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.57 |
Infl. Adjusted Return (%) | -4.51 | 3.31 | -2.75 | -13.65 | -6.48 | 1.99 | 5.33 | 8.63 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 31.95 | 23.12 | 20.04 | 16.65 | 15.27 | |||
Sharpe Ratio | -0.42 | -0.09 | 0.23 | 0.44 | 0.49 | |||
Sortino Ratio | -0.59 | -0.12 | 0.31 | 0.59 | 0.64 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -23.81 | -36.33 | -36.33 | -36.33 | -36.33 | |||
Start (yyyy mm) | 2022 06 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
Start to Bottom (# months) | 4 | 9 | 9 | 9 | 9 | |||
Start to Recovery (# months) in progress |
> 12
|
> 17
|
> 17
|
> 17
|
> 17
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||
Best Return (%) | 40.90 | 24.32 | 22.37 | 15.67 | ||||
Worst Return (%) | -29.60 | -2.47 | 3.14 | 6.49 | ||||
% Positive Periods | 81% | 98% | 100% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 2 | 3 | 6 | 18 | 36 | 74 | 104 |
Negative | 1 | 1 | 3 | 6 | 18 | 24 | 46 | 55 |
% Positive | 0% | 67% | 50% | 50% | 50% | 60% | 62% | 65% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 33.25 | 23.95 | 15.18 | 17.61 | ||||
Perpetual WR (%) | 0.00 | 1.95 | 5.06 | 7.94 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset |
SSO
|
DIG
|
UBT
|
UST
|
UGL
|
---|---|---|---|---|---|
SSO
|
-
|
0.75
|
0.57
|
0.74
|
0.37
|
DIG
|
0.75
|
-
|
0.06
|
0.27
|
0.05
|
UBT
|
0.57
|
0.06
|
-
|
0.93
|
0.82
|
UST
|
0.74
|
0.27
|
0.93
|
-
|
0.75
|
UGL
|
0.37
|
0.05
|
0.82
|
0.75
|
-
|
Asset |
SSO
|
DIG
|
UBT
|
UST
|
UGL
|
---|---|---|---|---|---|
SSO
|
-
|
0.67
|
0.05
|
0.11
|
0.18
|
DIG
|
0.67
|
-
|
-0.30
|
-0.25
|
-0.08
|
UBT
|
0.05
|
-0.30
|
-
|
0.92
|
0.45
|
UST
|
0.11
|
-0.25
|
0.92
|
-
|
0.45
|
UGL
|
0.18
|
-0.08
|
0.45
|
0.45
|
-
|
Asset |
SSO
|
DIG
|
UBT
|
UST
|
UGL
|
---|---|---|---|---|---|
SSO
|
-
|
0.65
|
-0.02
|
0.01
|
0.08
|
DIG
|
0.65
|
-
|
-0.30
|
-0.27
|
-0.03
|
UBT
|
-0.02
|
-0.30
|
-
|
0.92
|
0.44
|
UST
|
0.01
|
-0.27
|
0.92
|
-
|
0.45
|
UGL
|
0.08
|
-0.03
|
0.44
|
0.45
|
-
|
Asset |
SSO
|
DIG
|
UBT
|
UST
|
UGL
|
---|---|---|---|---|---|
SSO
|
-
|
0.69
|
-0.22
|
-0.15
|
0.09
|
DIG
|
0.69
|
-
|
-0.38
|
-0.33
|
0.02
|
UBT
|
-0.22
|
-0.38
|
-
|
0.91
|
0.29
|
UST
|
-0.15
|
-0.33
|
0.91
|
-
|
0.36
|
UGL
|
0.09
|
0.02
|
0.29
|
0.36
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 1681.31$, with a net total return of 68.13% (5.33% annualized).
The Inflation Adjusted Capital now would be 2992.86$, with a net total return of 199.29% (8.63% annualized).
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-36.33% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 |
-14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 |
-11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 |
-5.73% | Jun 2013 | Jun 2013 | 1 | Oct 2013 | 4 | 5 |
-4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
-1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.45% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-0.49% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-0.43% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-36.33% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 |
-14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 |
-11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 |
-9.99% | May 2013 | Jun 2013 | 2 | Jan 2014 | 7 | 9 |
-4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.82% | Jun 2011 | Jun 2011 | 1 | Jul 2011 | 1 | 2 |
-3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
-3.39% | Oct 2012 | Dec 2012 | 3 | Mar 2013 | 3 | 6 |
-2.17% | Mar 2012 | Mar 2012 | 1 | Apr 2012 | 1 | 2 |
-2.00% | May 2010 | May 2010 | 1 | Jun 2010 | 1 | 2 |
-1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.73% | Oct 2010 | Nov 2010 | 2 | Feb 2011 | 3 | 5 |
-1.45% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-0.49% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-0.43% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Rolling Returns ( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
12.20 | -10.38 |
40.90 Feb 2011 - Jan 2012 |
-29.60 Jan 2022 - Dec 2022 |
18.92% |
2 Years |
12.35 | -6.81 |
31.21 Mar 2010 - Feb 2012 |
-11.33 Oct 2020 - Sep 2022 |
9.56% |
3 Years |
12.10 | -1.09 |
24.32 Jan 2019 - Dec 2021 |
-2.47 Oct 2019 - Sep 2022 |
2.42% |
5 Years |
11.43 | 5.88 |
22.37 Mar 2010 - Feb 2015 |
3.14 Oct 2017 - Sep 2022 |
0.00% |
7 Years |
11.21 | 6.19 |
16.12 Mar 2010 - Feb 2017 |
5.74 Oct 2015 - Sep 2022 |
0.00% |
10 Years |
11.96 | 8.15 |
15.67 Aug 2010 - Jul 2020 |
6.49 Oct 2012 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns page.
Seasonality
In which months is it better to invest in Ray Dalio All Weather Portfolio 2x Leveraged?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
3.36
60% |
-1.62
40% |
1.55
40% |
0.42
80% |
0.12
60% |
0.26
80% |
4.48
100% |
0.66
60% |
-5.27
0% |
0.86
60% |
3.73
80% |
-0.79
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
103.36
|
101.68
|
103.26
|
103.70
|
103.82
|
104.09
|
108.76
|
109.47
|
103.71
|
104.60
|
108.50
|
107.64
|
Best |
11.6 2023 |
1.0 2019 |
7.7 2023 |
7.4 2020 |
2.9 2021 |
7.7 2019 |
9.8 2022 |
8.3 2019 |
-1.9 2018 |
9.6 2021 |
8.9 2022 |
2.2 2021 |
Worst |
-4.1 2022 |
-8.5 2023 |
-3.7 2020 |
-13.2 2022 |
-4.5 2023 |
-12.4 2022 |
0.6 2019 |
-6.1 2022 |
-15.6 2022 |
-9.1 2018 |
-0.4 2021 |
-6.8 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
3.39
80% |
-0.61
50% |
1.24
50% |
0.58
70% |
0.75
60% |
0.13
70% |
3.29
90% |
0.36
50% |
-3.01
10% |
1.34
70% |
1.77
70% |
0.04
70% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
103.39
|
102.76
|
104.03
|
104.64
|
105.42
|
105.55
|
109.03
|
109.42
|
106.12
|
107.54
|
109.45
|
109.50
|
Best |
11.6 2023 |
4.6 2014 |
7.7 2023 |
7.4 2020 |
3.8 2014 |
8.6 2016 |
9.8 2022 |
8.3 2019 |
3.3 2013 |
9.6 2021 |
8.9 2022 |
3.1 2017 |
Worst |
-4.1 2022 |
-8.5 2023 |
-3.7 2020 |
-13.2 2022 |
-4.5 2023 |
-12.4 2022 |
-1.4 2014 |
-6.1 2022 |
-15.6 2022 |
-9.1 2018 |
-5.7 2016 |
-6.8 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
2.99
77% |
0.09
62% |
1.08
57% |
1.70
79% |
0.23
57% |
0.11
69% |
3.45
92% |
1.33
62% |
-1.55
31% |
0.87
62% |
1.53
69% |
0.21
69% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
102.99
|
103.08
|
104.19
|
105.96
|
106.20
|
106.32
|
109.99
|
111.45
|
109.72
|
110.68
|
112.38
|
112.62
|
Best |
11.6 2023 |
5.3 2011 |
7.7 2023 |
7.4 2020 |
3.8 2014 |
8.6 2016 |
9.8 2022 |
8.3 2019 |
5.8 2011 |
9.6 2021 |
8.9 2022 |
3.1 2017 |
Worst |
-4.1 2022 |
-8.5 2023 |
-3.7 2020 |
-13.2 2022 |
-4.5 2013 |
-12.4 2022 |
-1.4 2014 |
-6.1 2022 |
-15.6 2022 |
-9.1 2018 |
-5.7 2016 |
-6.8 2022 |
Monthly/Yearly Returns
Ray Dalio All Weather Portfolio 2x Leveraged data source starts from March 2010: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.37 | +4.07 | 11.6 | -8.5 | 7.7 | 1.3 | -4.5 | |||||||
2022 |
-29.60 | -33.87 | -4.1 | -0.9 | -1.3 | -13.2 | 2.7 | -12.4 | 9.8 | -6.1 | -15.6 | 9.0 | 8.9 | -6.8 |
2021 |
+19.72 | +11.85 | -4.0 | -0.5 | -0.9 | 6.0 | 2.9 | 4.6 | 2.6 | 1.3 | -4.4 | 9.6 | -0.4 | 2.2 |
2020 |
+19.68 | +18.08 | 6.2 | 0.9 | -3.7 | 7.4 | 0.1 | 1.2 | 8.8 | -2.4 | -2.6 | -5.5 | 6.8 | 2.2 |
2019 |
+34.09 | +31.09 | 7.0 | 1.0 | 5.9 | 0.6 | -0.5 | 7.7 | 0.6 | 8.3 | -1.9 | 0.2 | 1.2 | 0.2 |
2018 |
-10.77 | -12.45 | 0.9 | -7.3 | 0.9 | -1.0 | 3.2 | 0.3 | 0.7 | 2.3 | -1.9 | -9.1 | 2.2 | -1.8 |
2017 |
+21.37 | +18.86 | 1.8 | 4.0 | -0.8 | 1.9 | 2.0 | 0.4 | 1.2 | 3.3 | -0.8 | 1.2 | 2.6 | 3.1 |
2016 |
+11.11 | +8.85 | 2.9 | 4.4 | 4.5 | 1.3 | 0.0 | 8.6 | 3.9 | -1.8 | -0.6 | -6.5 | -5.7 | 0.8 |
2015 |
-8.24 | -8.90 | 8.0 | -3.6 | -0.6 | -1.6 | -2.1 | -5.8 | 3.1 | -4.7 | -0.9 | 5.6 | -1.5 | -3.4 |
2014 |
+32.31 | +31.32 | 3.5 | 4.6 | 0.6 | 3.1 | 3.8 | 2.6 | -1.4 | 7.0 | -4.8 | 3.3 | 3.5 | 3.0 |
2013 |
+8.66 | +7.05 | 1.1 | 1.2 | 2.6 | 4.0 | -4.5 | -5.7 | 3.8 | -3.5 | 3.3 | 5.6 | 0.2 | 0.9 |
2012 |
+12.34 | +10.42 | 4.7 | 0.8 | -2.2 | 3.1 | 0.9 | 1.5 | 4.7 | 1.1 | 0.8 | -2.9 | 1.2 | -1.7 |
2011 |
+33.40 | +29.56 | -0.9 | 5.3 | 0.2 | 5.5 | 1.3 | -3.8 | 4.4 | 6.0 | 5.8 | 1.7 | 1.8 | 2.4 |
2010 |
- | - | 2.1 | 5.4 | -2.0 | 2.5 | 2.8 | 6.6 | 3.4 | -0.9 | -0.9 | 1.7 |
Portfolio efficiency
Compared to the Ray Dalio All Weather Portfolio 2x Leveraged, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology | +17.93 | 18.04 | -32.58 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 with Bitcoin | +16.93 | 37.56 | -22.56 | 59 | 39 | 2 | ||
Golden Butterfly with Bitcoin | +15.38 | 39.15 | -23.09 | 40 | 40 | 20 | ||
Stocks/Bonds 40/60 with Bitcoin | +15.16 | 38.23 | -22.55 | 39 | 59 | 2 | ||
Permanent Portfolio with Bitcoin | +14.93 | 40.55 | -23.85 | 25 | 50 | 25 | ||
All Weather Portfolio with Bitcoin | +14.70 | 39.90 | -23.45 | 30 | 55 | 15 | ||
Desert Portfolio with Bitcoin | +14.44 | 38.82 | -23.13 | 30 | 60 | 10 | ||
Cape US Sector Value | +13.25 | 15.46 | -21.00 | 100 | 0 | 0 | ||
US Stocks | +11.40 | 15.16 | -24.81 | 100 | 0 | 0 | ||
US Stocks Momentum | +11.37 | 15.22 | -30.16 | 100 | 0 | 0 | ||
Warren Buffett Portfolio | +10.82 | 13.39 | -23.08 | 90 | 10 | 0 | ||
Dedalo Three | +10.41 | 14.91 | -25.03 | 100 | 0 | 0 | ||
US Stocks Equal Weight | +10.24 | 16.05 | -26.65 | 100 | 0 | 0 | ||
US Stocks Minimum Volatility | +10.21 | 12.08 | -19.06 | 100 | 0 | 0 | ||
US Stocks ESG | +9.62 | 15.71 | -27.79 | 100 | 0 | 0 | ||
US Stocks Value | +9.61 | 15.15 | -26.06 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum | +9.51 | 12.54 | -27.23 | 80 | 20 | 0 | ||
Stocks/Bonds 80/20 | +9.50 | 12.42 | -22.75 | 80 | 20 | 0 | ||
Simple Path to Wealth | +9.02 | 11.75 | -22.24 | 75 | 25 | 0 | ||
Dedalo Four | +8.79 | 12.22 | -22.61 | 80 | 20 | 0 | ||
Second Grader's Starter | +8.37 | 13.26 | -24.21 | 90 | 10 | 0 | ||
All Weather Portfolio 2x Leveraged | +8.15 | 16.65 | -36.33 | 37.5 | 55 | 7.5 |
The following portfolios share asset allocation strategy and/or similar asset weights.
5 Years Stats (%) |
% Allocation |
|||||||
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Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Permanent Portfolio with Bitcoin | +6.36 | 8.74 | -16.88 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio 2x Leveraged | +6.22 | 15.96 | -31.96 | 25 | 50 | 25 | ||
All Weather Portfolio 2x Leveraged | +5.88 | 20.04 | -36.33 | 37.5 | 55 | 7.5 | ||
All Weather Portfolio with Bitcoin | +5.31 | 10.10 | -21.57 | 30 | 55 | 15 | ||
Simplified Permanent Portfolio | +5.16 | 8.17 | -16.43 | 25 | 50 | 25 | ||
Permanent Portfolio | +5.03 | 8.03 | -15.92 | 25 | 50 | 25 | ||
All Weather Portfolio | +3.99 | 9.33 | -20.19 | 30 | 55 | 15 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.
10 Years Stats (%) |
% Allocation |
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---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato | +6.61 | 9.01 | -19.77 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 Momentum | +5.58 | 7.52 | -21.11 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 | +5.55 | 7.38 | -18.63 | 40 | 60 | 0 | ||
One-Decision Portfolio | +5.37 | 8.49 | -16.74 | 50 | 50 | 0 | ||
Four Square | +4.95 | 8.37 | -19.67 | 50 | 50 | 0 |