Bill Bernstein Coward's vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Coward's Portfolio obtained a 6.99% compound annual return, with a 9.11% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Coward's Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 30%
Fixed Income 40% 55%
Commodities 0% 15%
30 Years Stats Return +6.99% +7.34%
Std Dev 9.11% 7.40%
Max Drawdown -32.68% -20.58%
All time Stats
(Since Jan 1976)
Return +9.68% +9.01%
Std Dev 9.27% 8.00%
Max Drawdown -32.68% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Coward's Portfolio +1.97 +6.40 +10.08 +5.97 +5.61 +6.99 +9.68
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.01
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Coward's Portfolio: an investment of 1$, since March 1994, now would be worth 7.58$, with a total return of 658.11% (6.99% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1$, since January 1976, now would be worth 85.75$, with a total return of 8474.64% (9.68% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1976, now would be worth 63.89$, with a total return of 6289.29% (9.01% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.08% Apr 2012 May 2012 (2) Sep 2012 (6) 2.24
-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
-4.74% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.17
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74

Drawdown comparison chart since January 1976.

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Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-16.51% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.56
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.13% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.84
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.70% Feb 1980 Mar 1980 (2) May 1980 (4) 4.23
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-7.17% Oct 1978 Oct 1978 (1) Jan 1979 (4) 4.19
-7.10% May 1983 May 1984 (13) Aug 1984 (16) 3.00
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06

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.
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Year Return Drawdown Return Drawdown
2024
+1.11%
-0.85%
-0.09%
-0.52%
2023
+11.70%
-6.85%
+9.94%
-9.24%
2022
-10.59%
-15.87%
-18.39%
-20.58%
2021
+13.60%
-2.35%
+8.27%
-3.74%
2020
+7.17%
-14.45%
+15.88%
-3.68%
2019
+16.66%
-3.85%
+17.93%
-0.83%
2018
-4.86%
-8.41%
-3.02%
-4.71%
2017
+11.81%
-0.17%
+11.55%
-0.49%
2016
+9.49%
-3.00%
+6.50%
-6.42%
2015
-1.25%
-6.03%
-3.23%
-6.66%
2014
+5.28%
-2.42%
+12.89%
-2.52%
2013
+16.34%
-2.03%
+1.71%
-5.29%
2012
+10.41%
-5.08%
+7.02%
-1.33%
2011
-1.01%
-12.22%
+15.64%
-2.00%
2010
+11.88%
-7.73%
+12.88%
-0.69%
2009
+17.30%
-13.54%
+2.71%
-11.57%
2008
-19.19%
-21.50%
+2.38%
-11.38%
2007
+5.00%
-3.66%
+11.88%
-1.20%
2006
+14.37%
-2.55%
+6.93%
-1.71%
2005
+7.03%
-2.57%
+8.55%
-2.99%
2004
+11.54%
-3.15%
+9.41%
-4.76%
2003
+22.81%
-2.92%
+13.96%
-4.74%
2002
-5.87%
-11.66%
+7.77%
-1.56%
2001
-0.24%
-9.23%
-2.77%
-4.61%
2000
+3.08%
-4.74%
+10.15%
-2.26%
1999
+13.21%
-2.57%
+6.28%
-3.79%
1998
+8.14%
-11.37%
+11.05%
-4.83%
1997
+15.36%
-2.99%
+13.54%
-2.89%
1996
+13.57%
-2.72%
+8.27%
-2.11%
1995
+20.52%
-1.13%
+27.44%
0.00%
1994
-0.79%
-5.43%
-3.28%
-6.83%
1993
+18.11%
-2.29%
+12.02%
-1.98%
1992
+8.20%
-1.49%
+6.76%
-2.23%
1991
+26.60%
-3.17%
+17.98%
-1.86%
1990
-2.79%
-10.13%
+3.85%
-5.51%
1989
+22.00%
-1.82%
+20.45%
-1.14%
1988
+15.53%
-1.90%
+10.59%
-1.93%
1987
+2.17%
-16.51%
+3.47%
-8.78%
1986
+18.48%
-3.70%
+20.56%
-3.75%
1985
+27.16%
-1.60%
+28.68%
-2.13%
1984
+10.60%
-3.73%
+8.03%
-6.61%
1983
+19.35%
-1.56%
+7.06%
-3.16%
1982
+19.01%
-3.70%
+31.65%
-3.13%
1981
+5.61%
-6.47%
-3.74%
-11.76%
1980
+19.78%
-8.70%
+10.35%
-10.89%
1979
+17.26%
-6.40%
+19.26%
-6.57%
1978
+10.37%
-7.17%
+7.24%
-3.43%
1977
+5.22%
-2.06%
+2.14%
-2.83%
1976
+21.33%
-2.37%
+15.78%
-1.12%