Dynamic 40/60 Income vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
30 Years Stats Return +7.11% +7.54%
Std Dev 8.10% 7.38%
Max Drawdown -29.84% -20.58%
All time Stats
(Since Jan 1992)		 Return +7.38% +7.47%
Std Dev 7.89% 7.27%
Max Drawdown -29.84% -20.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +7.47
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1992, now would be worth 10.20$, with a total return of 919.55% (7.47% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-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
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-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
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73

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
+3.47%
 0.00%
+2.18%
 -0.52%
2023
+11.97%
 -4.99%
+9.94%
 -9.24%
2022
-14.37%
 -17.33%
-18.39%
 -20.58%
2021
+6.72%
 -1.83%
+8.27%
 -3.74%
2020
+8.28%
 -12.42%
+15.88%
 -3.68%
2019
+15.91%
 -1.51%
+17.93%
 -0.83%
2018
-3.18%
 -5.09%
-3.02%
 -4.71%
2017
+9.18%
 0.00%
+11.55%
 -0.49%
2016
+7.53%
 -1.95%
+6.50%
 -6.42%
2015
+0.21%
 -4.06%
-3.23%
 -6.66%
2014
+7.01%
 -1.44%
+12.89%
 -2.52%
2013
+6.13%
 -3.06%
+1.71%
 -5.29%
2012
+12.70%
 -2.72%
+7.02%
 -1.33%
2011
+2.96%
 -7.19%
+15.64%
 -2.00%
2010
+11.25%
 -3.72%
+12.88%
 -0.69%
2009
+22.37%
 -15.04%
+2.71%
 -11.57%
2008
-14.80%
 -23.51%
+2.38%
 -11.38%
2007
+0.88%
 -3.23%
+11.88%
 -1.20%
2006
+9.18%
 -1.29%
+6.93%
 -1.71%
2005
+5.23%
 -1.76%
+8.55%
 -2.99%
2004
+8.41%
 -3.31%
+9.41%
 -4.76%
2003
+21.64%
 -1.30%
+13.96%
 -4.74%
2002
+1.03%
 -6.73%
+7.77%
 -1.56%
2001
+8.71%
 -3.24%
-2.77%
 -4.61%
2000
+3.43%
 -4.13%
+10.15%
 -2.26%
1999
+11.02%
 -2.15%
+6.28%
 -3.79%
1998
+6.04%
 -9.38%
+11.05%
 -4.83%
1997
+16.36%
 -2.49%
+13.54%
 -2.89%
1996
+16.81%
 -1.12%
+8.27%
 -2.11%
1995
+23.17%
 0.00%
+27.44%
 0.00%
1994
-3.19%
 -5.36%
-3.28%
 -6.83%
1993
+14.73%
 -0.57%
+12.02%
 -1.98%
1992
+12.95%
 -0.70%
+6.76%
 -2.23%