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

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% 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

Swipe left to see all data
Dynamic 60/40 Income 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 +6.98% +7.34%
Std Dev 9.36% 7.40%
Max Drawdown -41.44% -20.58%
All time Stats
(Since Jan 1992)
Return +7.40% +7.41%
Std Dev 9.11% 7.27%
Max Drawdown -41.44% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +7.41
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% 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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1992, now would be worth 9.97$, with a total return of 896.94% (7.41% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Dynamic 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-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
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43

Drawdown comparison chart since January 1992.

Swipe left to see all data
Dynamic 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.48%
-0.14%
-0.09%
-0.52%
2023
+12.28%
-6.45%
+9.94%
-9.24%
2022
-15.89%
-18.21%
-18.39%
-20.58%
2021
+15.27%
-2.58%
+8.27%
-3.74%
2020
+6.26%
-14.24%
+15.88%
-3.68%
2019
+18.59%
-1.55%
+17.93%
-0.83%
2018
-3.28%
-6.80%
-3.02%
-4.71%
2017
+8.11%
-0.39%
+11.55%
-0.49%
2016
+7.39%
-2.92%
+6.50%
-6.42%
2015
+0.49%
-4.42%
-3.23%
-6.66%
2014
+11.87%
-2.32%
+12.89%
-2.52%
2013
+8.15%
-3.78%
+1.71%
-5.29%
2012
+12.84%
-3.09%
+7.02%
-1.33%
2011
+3.16%
-10.41%
+15.64%
-2.00%
2010
+14.75%
-5.96%
+12.88%
-0.69%
2009
+25.31%
-19.50%
+2.71%
-11.57%
2008
-21.78%
-30.14%
+2.38%
-11.38%
2007
-3.54%
-7.01%
+11.88%
-1.20%
2006
+14.28%
-1.89%
+6.93%
-1.71%
2005
+5.27%
-2.10%
+8.55%
-2.99%
2004
+12.11%
-4.29%
+9.41%
-4.76%
2003
+22.26%
0.00%
+13.96%
-4.74%
2002
-0.78%
-6.19%
+7.77%
-1.56%
2001
+5.55%
-3.29%
-2.77%
-4.61%
2000
+5.79%
-3.60%
+10.15%
-2.26%
1999
+4.89%
-3.30%
+6.28%
-3.79%
1998
+5.13%
-7.02%
+11.05%
-4.83%
1997
+16.74%
-0.91%
+13.54%
-2.89%
1996
+16.21%
-0.78%
+8.27%
-2.11%
1995
+20.42%
-0.12%
+27.44%
0.00%
1994
-3.20%
-6.80%
-3.28%
-6.83%
1993
+14.00%
-1.75%
+12.02%
-1.98%
1992
+13.92%
-0.48%
+6.76%
-2.23%