Consolidated Returns as of 30 June 2024
Managing the Ray Dalio All Weather Portfolio To EUR with a yearly rebalancing, you would have obtained a 7.98% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.93%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Jun 30, 2024
Implementing different rebalancing strategies, the Ray Dalio All Weather Portfolio To EUR guaranteed the following returns.
Portfolio returns are calculated in EUR, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
| Return (%) and number of rebalances as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~71Y) |
|||||
| Yearly Rebalancing | 9.52 | (1) | 5.61 | (5) | 7.20 | (10) | 7.98 | (30) | 8.23 | (71) |
| Half Yearly Rebalancing | 9.32 | (2) | 5.66 | (10) | 7.28 | (20) | 7.89 | (60) | 8.15 | (141) |
| Quarterly Rebalancing | 9.36 | (4) | 5.80 | (20) | 7.37 | (40) | 7.93 | (120) | 8.13 | (283) |
| 5% Tolerance per asset | 9.75 | (1) | 5.77 | (4) | 7.39 | (8) | 7.79 | (18) | 8.16 | (39) |
| 10% Tolerance per asset | 11.13 | (1) | 6.04 | (2) | 7.78 | (3) | 7.97 | (6) | 8.30 | (14) |
In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio To EUR: ETF allocation and returns page.
Performances as of Jun 30, 2024
Historical returns and stats of Ray Dalio All Weather Portfolio To EUR, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 8.23 | (71) | 9.96 | 0.83 | -23.42 | 0.35 |
| Half Yearly Rebalancing | 8.15 | (141) | 9.91 | 0.82 | -22.48 | 0.36 |
| Quarterly Rebalancing | 8.13 | (283) | 9.91 | 0.82 | -22.10 | 0.37 |
| 5% Tolerance per asset | 8.16 | (39) | 9.95 | 0.82 | -22.11 | 0.37 |
| 10% Tolerance per asset | 8.30 | (14) | 10.15 | 0.82 | -23.89 | 0.35 |
Drawdowns as of Jun 30, 2024
Historical Drawdowns of Ray Dalio All Weather Portfolio To EUR, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-23.42
Jun 1986 - Jan 1989
|
-22.48
Jun 1986 - Jan 1989
|
-22.10
Jun 1986 - Jan 1989
|
-22.11
Jun 1986 - Jan 1989
|
-23.89
Jun 1986 - Jan 1989
|
|
-20.14
Sep 1989 - Apr 1991
|
-19.87
Sep 1989 - Apr 1991
|
-19.57
Sep 1989 - Mar 1991
|
-19.59
Sep 1989 - Mar 1991
|
-21.85
Nov 2000 - Nov 2008
|
|
-18.09
Nov 2000 - Sep 2005
|
-19.43
Nov 2000 - Nov 2005
|
-18.58
Nov 2000 - Nov 2005
|
-19.53
Nov 2000 - Nov 2005
|
-18.75
Sep 1989 - Apr 1991
|
|
-16.57
Feb 1994 - Nov 1995
|
-16.52
Feb 1994 - Nov 1995
|
-16.59
Feb 1994 - Nov 1995
|
-16.81
Feb 1994 - Nov 1995
|
-16.97
Feb 1994 - Nov 1995
|
|
-14.85
Jan 2022 - In progress
|
-15.23
Feb 1974 - Jun 1975
|
-15.41
Jan 2022 - In progress
|
-14.70
Jan 2022 - In progress
|
-14.32
Dec 1968 - Jan 1971
|
| 5 Worst Drawdowns - Average | ||||
| -18.61 | -18.71 | -18.45 | -18.55 | -19.16 |
| 10 Worst Drawdowns - Average | ||||
| -15.44 | -15.58 | -15.55 | -15.55 | -15.81 |
For a deeper insight, please refer to the Ray Dalio All Weather Portfolio To EUR: ETF allocation and returns page.
