Frank Armstrong Ideal Index vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 May 2023

The Frank Armstrong Ideal Index Portfolio obtained a 6.58% compound annual return, with a 10.60% 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

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Frank Armstrong Ideal Index Portfolio Ray Dalio All Weather Portfolio
Risk High Medium
Asset Allocation Stocks 70% 30%
Fixed Income 30% 55%
Commodities 0% 15%
30 Years Stats Return +6.58% +7.19%
Std Dev 10.60% 7.21%
Max Drawdown -40.11% -20.19%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1970

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Frank Armstrong Ideal Index Portfolio -2.17 -0.94 -2.80 +3.70 +5.25 +6.58 +9.10
Ray Dalio All Weather Portfolio -1.74 +1.52 -4.90 +3.99 +4.61 +7.19 +9.08
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since June 1993, now would be worth 6770.66$, with a total return of 577.07% (6.58% 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).

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since January 1970, now would be worth 104828.96$, with a total return of 10382.90% (9.10% annualized).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1970, now would be worth 104045.16$, with a total return of 10304.52% (9.08% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Frank Armstrong Ideal Index Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-20.19% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-12.21% May 1998 Aug 1998
-12.18% Jul 2008 Feb 2009
-9.48% Sep 2018 Dec 2018
-8.72% Jun 2015 Feb 2016
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-5.59% Sep 2000 Nov 2000
-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
-4.61% Feb 2001 Mar 2001

Drawdown comparison chart since January 1970.

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Frank Armstrong Ideal Index Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-27.37% Jan 1973 Sep 1974
-20.19% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.93% Jan 1970 Jun 1970
-15.51% May 2011 Sep 2011
-14.90% Sep 1987 Nov 1987
-14.74% Jan 1990 Sep 1990
-12.31% Dec 1980 Sep 1981
-12.21% May 1998 Aug 1998
-12.18% Jul 2008 Feb 2009
-11.04% Mar 1974 Sep 1974
-10.89% Feb 1980 Mar 1980
-9.55% Feb 1980 Mar 1980
-9.48% Sep 2018 Dec 2018
-9.10% Jul 1975 Sep 1975
-8.78% Sep 1987 Nov 1987
-8.72% Jun 2015 Feb 2016

Yearly Returns

Yearly return comparison. Common historical serie start from January 1970.

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Year Frank Armstrong Ideal Index Portfolio Ray Dalio All Weather Portfolio
2023
 +1.79% +4.33%
2022
 -11.91% -18.03%
2021
 +13.98% +8.08%
2020
 +6.95% +14.68%
2019
 +17.96% +18.22%
2018
 -6.68% -3.19%
2017
 +13.88% +11.47%
2016
 +9.05% +5.86%
2015
 -1.66% -3.72%
2014
 +4.16% +12.52%
2013
 +16.03% +2.15%
2012
 +12.36% +6.72%
2011
 -2.98% +15.59%
2010
 +13.00% +12.53%
2009
 +21.58% +2.34%
2008
 -24.86% +1.34%
2007
 +5.91% +11.88%
2006
 +17.74% +6.93%
2005
 +8.40% +8.55%
2004
 +14.62% +9.41%
2003
 +26.78% +13.96%
2002
 -7.53% +7.77%
2001
 -3.80% -2.77%
2000
 +2.04% +10.15%
1999
 +13.53% +6.28%
1998
 +8.85% +11.05%
1997
 +12.22% +13.54%
1996
 +11.54% +8.27%
1995
 +16.29% +27.44%
1994
 +1.99% -3.28%
1993
 +17.70% +12.02%
1992
 +3.75% +6.76%
1991
 +20.38% +17.98%
1990
 -9.45% +3.85%
1989
 +15.59% +20.45%
1988
 +17.45% +10.59%
1987
 +10.19% +3.47%
1986
 +28.89% +20.56%
1985
 +31.78% +28.68%
1984
 +7.88% +8.03%
1983
 +21.11% +7.06%
1982
 +16.37% +31.65%
1981
 +4.16% -3.74%
1980
 +22.04% +10.35%
1979
 +17.78% +19.26%
1978
 +15.30% +7.24%
1977
 +9.26% +2.14%
1976
 +18.88% +15.78%
1975
 +28.38% +12.93%
1974
 -13.41% +1.78%
1973
 -10.09% +6.67%
1972
 +17.91% +14.50%
1971
 +17.25% +14.60%
1970
 +0.66% +10.73%