Last Update: 31 May 2023
The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.19% compound annual return, with a 7.21% standard deviation, in the last 30 Years.
Summary
| All Country World 80/20 Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Very High | Medium | |
| Asset Allocation | Stocks | 80% | 30% |
| Fixed Income | 20% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +6.32% | +7.19% |
| Std Dev | 12.69% | 7.21% | |
| Max Drawdown | -47.32% | -20.19% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| All Country World 80/20 Portfolio | -1.11 | +2.37 | +0.29 | +5.56 | +6.85 | +6.32 | +8.16 |
| Ray Dalio All Weather Portfolio | -1.74 | +1.52 | -4.90 | +3.99 | +4.61 | +7.19 | +8.61 |
Capital Growth as of May 31, 2023
All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since June 1993, now would be worth 8029.92$, with a total return of 702.99% (7.19% annualized).
All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 23876.60$, with a total return of 2287.66% (8.61% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
All Country World 80/20 Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.62% | May 2019 | May 2019 | |||
Drawdown comparison chart since January 1985.
All Country World 80/20 Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -22.19% | Sep 1987 | Nov 1987 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -19.99% | Jan 1990 | Sep 1990 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.64% | Jan 1992 | Mar 1992 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.17% | Sep 1986 | Sep 1986 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | All Country World 80/20 Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2023 |
+6.47% | +4.33% |
| 2022 |
-17.17% | -18.03% |
| 2021 |
+14.21% | +8.08% |
| 2020 |
+14.55% | +14.68% |
| 2019 |
+23.35% | +18.22% |
| 2018 |
-7.79% | -3.19% |
| 2017 |
+20.43% | +11.47% |
| 2016 |
+7.66% | +5.86% |
| 2015 |
-1.32% | -3.72% |
| 2014 |
+4.31% | +12.52% |
| 2013 |
+17.86% | +2.15% |
| 2012 |
+15.19% | +6.72% |
| 2011 |
-4.38% | +15.59% |
| 2010 |
+12.00% | +12.53% |
| 2009 |
+28.02% | +2.34% |
| 2008 |
-34.37% | +1.34% |
| 2007 |
+8.92% | +11.88% |
| 2006 |
+15.95% | +6.93% |
| 2005 |
+8.00% | +8.55% |
| 2004 |
+11.86% | +9.41% |
| 2003 |
+26.95% | +13.96% |
| 2002 |
-14.55% | +7.77% |
| 2001 |
-11.36% | -2.77% |
| 2000 |
-9.84% | +10.15% |
| 1999 |
+20.74% | +6.28% |
| 1998 |
+17.65% | +11.05% |
| 1997 |
+11.46% | +13.54% |
| 1996 |
+10.54% | +8.27% |
| 1995 |
+17.60% | +27.44% |
| 1994 |
+1.26% | -3.28% |
| 1993 |
+20.51% | +12.02% |
| 1992 |
-3.52% | +6.76% |
| 1991 |
+17.30% | +17.98% |
| 1990 |
-13.44% | +3.85% |
| 1989 |
+14.69% | +20.45% |
| 1988 |
+18.54% | +10.59% |
| 1987 |
+13.56% | +3.47% |
| 1986 |
+37.13% | +20.56% |
| 1985 |
+37.92% | +28.68% |
