Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns

Data Source: from March 2010 to November 2023 (~14 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.57%
1 Day
Dec 01 2023
2.57%
Current Month
December 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 7.38% compound annual return, with a 17.51% standard deviation.

Table of contents

Asset Allocation and ETFs

The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:

37.5% Stocks
55% Fixed Income
7.5% Commodities

The Ray Dalio All Weather Portfolio 2x Leveraged can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
30.00
SSO
USD ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
7.50
DIG
USD ProShares Ultra Oil & Gas 2x, Equity, U.S., Value
40.00
UBT
USD ProShares Ultra 20+ Year Treasury 2x, Bond, U.S., Long-Term
15.00
UST
USD ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term
7.50
UGL
USD 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 Nov 30, 2023

The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Ray Dalio All Weather Portfolio 2x Leveraged 2.57 2.57 14.31 -3.86 -4.73 6.32 7.38 10.66
US Inflation Adjusted return 14.31 -4.97 -7.82 2.16 4.44 7.88
Components
SSO
USD ProShares Ultra S&P 500 1.15 Dec 01 2023 1.15 18.26 16.13 18.96 16.64 17.75 20.94
DIG
USD ProShares Ultra Oil & Gas 1.05 Dec 01 2023 1.05 -2.52 18.71 -19.89 0.88 -6.10 0.68
UBT
USD ProShares Ultra 20+ Year Treasury 3.94 Dec 01 2023 3.94 19.38 -22.32 -23.05 -10.04 -2.11 1.44
UST
USD ProShares Ultra 7-10 Year Treasury 2.06 Dec 01 2023 2.06 8.23 -9.95 -9.95 -3.21 -0.49 2.33
UGL
USD ProShares Ultra Gold 3.42 Dec 01 2023 3.42 4.25 2.23 19.32 13.00 3.46 2.30
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82%

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.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 2013, now would be worth 2.04$, with a total return of 103.87% (7.38% annualized).

The Inflation Adjusted Capital now would be 1.54$, with a net total return of 54.44% (4.44% annualized).
An investment of 1$, since March 2010, now would be worth 4.03$, with a total return of 302.73% (10.66% annualized).

The Inflation Adjusted Capital now would be 2.84$, with a net total return of 183.70% (7.88% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Ray Dalio All Weather Portfolio 2x Leveraged, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Advanced Metrics
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) 14.31 -4.10 -3.86 -4.73 -4.14 6.32 7.38 10.66
Infl. Adjusted Return (%) details 14.31 -4.30 -4.97 -7.82 -9.34 2.16 4.44 7.88
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.58
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -19.81 -37.02 -37.02 -37.02 -37.02
Start to Recovery (# months) details 10* 23* 23* 23* 23*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 9 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 9 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
Longest negative period (# months) details 12* 36* 52 52 52
Period Start (yyyy mm) 2022 12 2020 12 2019 07 2019 07 2019 07
Period End (yyyy mm) 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -4.73 -4.14 -0.45 -0.45 -0.45
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -22.03 -42.93 -42.93 -42.93 -42.93
Start to Recovery (# months) details 10* 23* 23* 23* 23*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 9 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 9 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
Longest negative period (# months) details 12* 36* 59 105 105
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2015 02 2015 02
Period End (yyyy mm) 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -7.82 -9.34 -0.54 -0.71 -0.71
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 26.85 24.66 21.42 17.51 15.93
Sharpe Ratio -0.36 -0.25 0.22 0.36 0.42
Sortino Ratio -0.56 -0.34 0.30 0.49 0.56
Ulcer Index 8.03 19.38 15.23 11.96 10.32
Ratio: Return / Standard Deviation -0.18 -0.17 0.30 0.42 0.67
Ratio: Return / Deepest Drawdown -0.24 -0.11 0.17 0.20 0.29
% Positive Months details 50% 50% 58% 60% 64%
Positive Months 6 18 35 73 107
Negative Months 6 18 25 47 58
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 7.38 15.67
Worst 10 Years Return (%) - Annualized 5.98
Best 10 Years Return (%) - Annualized 4.44 13.69
Worst 10 Years Return (%) - Annualized 3.10
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 38.03 24.32 15.78 7.38
Worst Rolling Return (%) - Annualized -29.60 -6.30 3.14
% Positive Periods 72% 89% 100% 100%
Best Rolling Return (%) - Annualized 38.16 20.09 12.50 4.44
Worst Rolling Return (%) - Annualized -34.44 -11.37 -0.70
% Positive Periods 70% 80% 95% 100%
Over all the available data source (Mar 2010 - Nov 2023)
Best Rolling Return (%) - Annualized 40.90 24.32 22.37 15.67
Worst Rolling Return (%) - Annualized -29.60 -6.30 3.14 5.98
% Positive Periods 79% 93% 100% 100%
Best Rolling Return (%) - Annualized 38.16 20.84 20.44 13.69
Worst Rolling Return (%) - Annualized -34.44 -11.37 -0.70 3.10
% Positive Periods 76% 86% 97% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y MAX
Safe WR (%) 31.49 25.44 14.71 17.61
Perpetual WR (%) 0.00 2.12 4.25 7.30
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • 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)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
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Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
SSO
DIG
UBT
UST
UGL
SSO
-
0.43
0.84
0.75
0.30
DIG
0.43
-
0.21
0.21
0.00
UBT
0.84
0.21
-
0.95
0.49
UST
0.75
0.21
0.95
-
0.63
UGL
0.30
0.00
0.49
0.63
-
Asset
SSO
DIG
UBT
UST
UGL
SSO
-
0.65
0.13
0.16
0.20
DIG
0.65
-
-0.29
-0.24
-0.10
UBT
0.13
-0.29
-
0.93
0.43
UST
0.16
-0.24
0.93
-
0.44
UGL
0.20
-0.10
0.43
0.44
-
Asset
SSO
DIG
UBT
UST
UGL
SSO
-
0.63
0.05
0.05
0.08
DIG
0.63
-
-0.29
-0.28
-0.06
UBT
0.05
-0.29
-
0.93
0.43
UST
0.05
-0.28
0.93
-
0.46
UGL
0.08
-0.06
0.43
0.46
-
Asset
SSO
DIG
UBT
UST
UGL
SSO
-
0.68
-0.15
-0.10
0.09
DIG
0.68
-
-0.36
-0.32
0.01
UBT
-0.15
-0.36
-
0.91
0.28
UST
-0.10
-0.32
0.91
-
0.35
UGL
0.09
0.01
0.28
0.35
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-37.02% Jan 2022 Oct 2023 22 in progress 1 23 23.99
-15.40% Feb 2015 Sep 2015 8 Jun 2016 9 17 9.49
-14.01% Aug 2016 Nov 2016 4 Nov 2017 12 16 7.18
-11.91% Feb 2018 Oct 2018 9 Mar 2019 5 14 6.50
-10.15% Aug 2020 Oct 2020 3 May 2021 7 10 5.07
-4.76% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.51
-4.36% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.52
-3.74% Mar 2020 Mar 2020 1 Apr 2020 1 2 2.16
-1.91% Sep 2019 Sep 2019 1 Jan 2020 4 5 1.07
-1.45% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.83
-0.49% May 2019 May 2019 1 Jun 2019 1 2 0.28
-0.43% Nov 2021 Nov 2021 1 Dec 2021 1 2 0.25
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-42.93% Jan 2022 Oct 2023 22 in progress 1 23 28.83
-16.90% Feb 2015 Sep 2015 8 Jun 2016 9 17 10.77
-14.26% Aug 2016 Nov 2016 4 Dec 2017 13 17 7.72
-13.66% Feb 2018 Oct 2018 9 Jun 2019 8 17 6.98
-10.59% Aug 2020 Oct 2020 3 Jun 2021 8 11 5.72
-4.83% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.52
-4.62% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.67
-3.53% Mar 2020 Mar 2020 1 Apr 2020 1 2 2.04
-1.99% Sep 2019 Oct 2019 2 Jan 2020 3 5 1.20
-1.41% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.81
-0.92% Nov 2021 Nov 2021 1 Dec 2021 1 2 0.53
-0.03% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.02
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-37.02% Jan 2022 Oct 2023 22 in progress 1 23 23.99
-15.40% Feb 2015 Sep 2015 8 Jun 2016 9 17 9.49
-14.01% Aug 2016 Nov 2016 4 Nov 2017 12 16 7.18
-11.91% Feb 2018 Oct 2018 9 Mar 2019 5 14 6.50
-10.15% Aug 2020 Oct 2020 3 May 2021 7 10 5.07
-9.99% May 2013 Jun 2013 2 Jan 2014 7 9 5.59
-4.76% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.51
-4.36% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.52
-3.82% Jun 2011 Jun 2011 1 Jul 2011 1 2 2.20
-3.74% Mar 2020 Mar 2020 1 Apr 2020 1 2 2.16
-3.39% Oct 2012 Dec 2012 3 Mar 2013 3 6 2.04
-2.17% Mar 2012 Mar 2012 1 Apr 2012 1 2 1.25
-2.00% May 2010 May 2010 1 Jun 2010 1 2 1.15
-1.91% Sep 2019 Sep 2019 1 Jan 2020 4 5 1.07
-1.73% Oct 2010 Nov 2010 2 Feb 2011 3 5 0.88
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-42.93% Jan 2022 Oct 2023 22 in progress 1 23 28.83
-16.90% Feb 2015 Sep 2015 8 Jun 2016 9 17 10.77
-14.26% Aug 2016 Nov 2016 4 Dec 2017 13 17 7.72
-13.66% Feb 2018 Oct 2018 9 Jun 2019 8 17 6.98
-10.59% Aug 2020 Oct 2020 3 Jun 2021 8 11 5.72
-10.37% May 2013 Aug 2013 4 Jan 2014 5 9 5.92
-4.83% Sep 2014 Sep 2014 1 Nov 2014 2 3 2.52
-4.62% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.67
-3.71% Jun 2011 Jun 2011 1 Jul 2011 1 2 2.14
-3.53% Mar 2020 Mar 2020 1 Apr 2020 1 2 2.04
-2.90% Mar 2012 Mar 2012 1 May 2012 2 3 1.46
-2.85% Oct 2012 Oct 2012 1 Mar 2013 5 6 1.77
-2.07% May 2010 May 2010 1 Jun 2010 1 2 1.20
-1.99% Sep 2019 Oct 2019 2 Jan 2020 3 5 1.20
-1.89% Oct 2010 Nov 2010 2 Feb 2011 3 5 1.14

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.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.60 01/2022
12/2022
0.70$ -6.37 0.93$ 8.21 1.08$ 21.93 1.21$ 38.03 02/2014
01/2015
1.38$ -4.73 27.52%
2Y -19.92 11/2021
10/2023
0.64$ -3.28 0.93$ 9.72 1.20$ 18.24 1.39$ 26.68 01/2019
12/2020
1.60$ -14.20 19.59%
3Y -6.30 11/2020
10/2023
0.82$ 1.94 1.05$ 8.43 1.27$ 14.85 1.51$ 24.32 01/2019
12/2021
1.92$ -4.14 10.59%
5Y 3.14 10/2017
09/2022
1.16$ 5.94 1.33$ 8.95 1.53$ 13.21 1.85$ 15.78 01/2017
12/2021
2.08$ 6.32 0.00%
7Y 3.12 10/2016
09/2023
1.24$ 5.74 1.47$ 8.46 1.76$ 11.34 2.12$ 12.94 01/2014
12/2020
2.34$ 6.06 0.00%
10Y 7.38 12/2013
11/2023
2.03$ 7.38 2.03$ 7.38 2.03$ 7.38 2.03$ 7.38 12/2013
11/2023
2.03$ 7.38 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -34.44 11/2021
10/2022
0.65$ -10.32 0.89$ 4.93 1.04$ 20.78 1.20$ 38.16 02/2014
01/2015
1.38$ -7.82 29.36%
2Y -24.08 11/2021
10/2023
0.57$ -9.25 0.82$ 7.64 1.15$ 15.06 1.32$ 24.41 01/2019
12/2020
1.54$ -18.45 25.77%
3Y -11.37 11/2020
10/2023
0.69$ -2.97 0.91$ 6.50 1.20$ 12.61 1.42$ 20.09 11/2018
10/2021
1.73$ -9.34 20.00%
5Y -0.70 10/2018
09/2023
0.96$ 2.03 1.10$ 7.01 1.40$ 10.38 1.63$ 12.50 01/2017
12/2021
1.80$ 2.16 4.92%
7Y -0.39 10/2016
09/2023
0.97$ 2.45 1.18$ 5.13 1.41$ 9.25 1.85$ 11.16 01/2014
12/2020
2.09$ 2.45 5.41%
10Y 4.44 12/2013
11/2023
1.54$ 4.44 1.54$ 4.44 1.54$ 4.44 1.54$ 4.44 12/2013
11/2023
1.54$ 4.44 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.60 01/2022
12/2022
0.70$ -3.64 0.96$ 11.23 1.11$ 28.59 1.28$ 40.90 02/2011
01/2012
1.40$ -4.73 20.78%
2Y -19.92 11/2021
10/2023
0.64$ 1.25 1.02$ 12.32 1.26$ 20.22 1.44$ 31.21 03/2010
02/2012
1.72$ -14.20 13.38%
3Y -6.30 11/2020
10/2023
0.82$ 4.44 1.13$ 11.43 1.38$ 18.56 1.66$ 24.32 01/2019
12/2021
1.92$ -4.14 6.92%
5Y 3.14 10/2017
09/2022
1.16$ 7.05 1.40$ 10.61 1.65$ 15.30 2.03$ 22.37 03/2010
02/2015
2.74$ 6.32 0.00%
7Y 3.12 10/2016
09/2023
1.24$ 6.90 1.59$ 11.08 2.08$ 14.26 2.54$ 16.12 03/2010
02/2017
2.84$ 6.06 0.00%
10Y 5.98 11/2013
10/2023
1.78$ 7.94 2.14$ 12.12 3.13$ 14.39 3.83$ 15.67 08/2010
07/2020
4.28$ 7.38 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -34.44 11/2021
10/2022
0.65$ -6.30 0.93$ 8.41 1.08$ 25.91 1.25$ 38.16 02/2014
01/2015
1.38$ -7.82 23.38%
2Y -24.08 11/2021
10/2023
0.57$ -2.67 0.94$ 10.33 1.21$ 18.40 1.40$ 28.03 03/2010
02/2012
1.63$ -18.45 17.61%
3Y -11.37 11/2020
10/2023
0.69$ 2.37 1.07$ 10.09 1.33$ 16.31 1.57$ 20.84 04/2010
03/2013
1.76$ -9.34 13.08%
5Y -0.70 10/2018
09/2023
0.96$ 3.05 1.16$ 8.85 1.52$ 13.46 1.88$ 20.44 03/2010
02/2015
2.53$ 2.16 2.83%
7Y -0.39 10/2016
09/2023
0.97$ 3.33 1.25$ 9.15 1.84$ 12.31 2.25$ 14.19 03/2010
02/2017
2.53$ 2.45 2.44%
10Y 3.10 11/2013
10/2023
1.35$ 5.21 1.66$ 9.73 2.53$ 12.38 3.21$ 13.69 08/2010
07/2020
3.60$ 4.44 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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%
0.94
80%
4.53
100%
-0.64
40%
-7.01
0%
1.44
60%
6.16
80%
-0.79
60%
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
2019
9.6
2021
14.3
2023
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
-6.2
2023
-0.4
2021
-6.8
2022
Monthly Seasonality over the period Apr 2010 - Nov 2023
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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%
1.07
80%
3.01
90%
0.28
50%
-4.40
0%
0.16
60%
3.18
70%
0.04
70%
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
-0.6
2016
9.6
2021
14.3
2023
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 Seasonality over the period Apr 2010 - Nov 2023
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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%
0.36
71%
3.27
93%
0.93
57%
-2.19
29%
0.37
57%
2.44
71%
0.21
69%
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
14.3
2023
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 Seasonality over the period Apr 2010 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Ray Dalio All Weather Portfolio 2x Leveraged over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
73 Positive Months (61%) - 47 Negative Months (39%)
107 Positive Months (65%) - 58 Negative Months (35%)
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(Scroll down to see all data)

Portfolio efficiency

The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

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10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +17.35 18.35 -32.58 100 0 0
Cape US Sector Value Robert Shiller +13.36 15.80 -21.00 100 0 0
US Stocks Momentum +11.25 15.49 -30.16 100 0 0
US Stocks +11.16 15.49 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +10.69 13.69 -23.08 90 10 0
Dedalo Three Dedalo Invest +10.15 15.23 -25.03 100 0 0
US Stocks Minimum Volatility +10.13 12.15 -19.06 100 0 0
US Stocks Equal Weight +9.71 16.46 -26.65 100 0 0
US Stocks Value +9.54 15.49 -26.06 100 0 0
US Stocks ESG +9.49 16.06 -27.79 100 0 0
Stocks/Bonds 80/20 Momentum +9.36 12.79 -27.23 80 20 0
Stocks/Bonds 80/20 +9.29 12.74 -22.75 80 20 0
Simple Path to Wealth JL Collins +8.81 12.07 -22.24 75 25 0
Dedalo Four Dedalo Invest +8.60 12.49 -22.61 80 20 0
Second Grader's Starter Paul Farrell +8.05 13.54 -24.21 90 10 0
Edge Select Aggressive Merrill Lynch +7.82 12.87 -23.81 84 16 0
Sheltered Sam 100/0 Bill Bernstein +7.75 14.79 -25.40 97 0 3
All Country World Stocks +7.75 14.88 -25.52 100 0 0
Stocks/Bonds 40/60 2x Leveraged +7.60 14.46 -36.46 40 60 0
Stocks/Bonds 60/40 with Bitcoin +7.56 13.19 -22.56 59 39 2
Stocks/Bonds 60/40 Momentum +7.42 10.19 -24.21 60 40 0
All Weather Portfolio 2x Leveraged Ray Dalio +7.38 17.51 -37.02 37.5 55 7.5

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin Harry Browne +7.42 9.21 -16.88 25 50 25
Simplified Permanent Portfolio 2x Leveraged +6.91 16.89 -31.96 25 50 25
All Weather Portfolio 2x Leveraged Ray Dalio +6.32 21.42 -37.02 37.5 55 7.5
All Weather Portfolio with Bitcoin Ray Dalio +6.28 10.75 -21.81 30 55 15
Permanent Portfolio Harry Browne +5.76 8.53 -15.92 25 50 25
Simplified Permanent Portfolio +5.73 8.63 -16.43 25 50 25
All Weather Portfolio Ray Dalio +4.70 10.06 -20.58 30 55 15

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.

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10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +6.57 9.18 -19.77 50 50 0
One-Decision Portfolio Marvin Appel +5.48 8.80 -16.74 50 50 0
Stocks/Bonds 40/60 Momentum +5.44 7.77 -21.11 40 60 0
Stocks/Bonds 40/60 +5.41 7.69 -18.63 40 60 0
Permanent Portfolio Harry Browne +4.86 7.22 -15.92 25 50 25
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