Frank Armstrong Ideal Index vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Frank Armstrong Ideal Index Portfolio obtained a 6.70% compound annual return, with a 10.68% 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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Frank Armstrong Ideal Index Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 70% 30%
Fixed Income 30% 55%
Commodities 0% 15%
30 Years Stats Return +6.70% +7.34%
Std Dev 10.68% 7.40%
Max Drawdown -40.11% -20.58%
All time Stats
(Since Jan 1970)
Return +9.18% +9.13%
Std Dev 10.88% 7.97%
Max Drawdown -40.11% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
Frank Armstrong Ideal Index Portfolio +2.13 +6.52 +9.67 +5.76 +5.35 +6.70 +9.18
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.13
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since March 1994, now would be worth 6.99$, with a total return of 598.94% (6.70% 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).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1970, now would be worth 116.32$, with a total return of 11531.53% (9.18% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1970, now would be worth 113.82$, with a total return of 11282.05% (9.13% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Frank Armstrong Ideal Index 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
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 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
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.59% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.62
-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

Drawdown comparison chart since January 1970.

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Frank Armstrong Ideal Index 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
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-27.37% Jan 1973 Sep 1974 (21) Jun 1975 (30) 12.77
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-15.93% Jan 1970 Jun 1970 (6) Dec 1970 (12) 8.19
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.90% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.97
-14.74% Jan 1990 Sep 1990 (9) Mar 1991 (15) 7.43
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 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
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-9.55% Feb 1980 Mar 1980 (2) May 1980 (4) 4.79
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-9.10% Jul 1975 Sep 1975 (3) Jan 1976 (7) 4.71
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96

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
+0.80%
-1.30%
-0.09%
-0.52%
2023
+12.04%
-8.06%
+9.94%
-9.24%
2022
-11.91%
-18.25%
-18.39%
-20.58%
2021
+13.98%
-2.66%
+8.27%
-3.74%
2020
+6.95%
-17.16%
+15.88%
-3.68%
2019
+17.96%
-4.04%
+17.93%
-0.83%
2018
-6.68%
-9.48%
-3.02%
-4.71%
2017
+13.88%
-0.15%
+11.55%
-0.49%
2016
+9.05%
-4.06%
+6.50%
-6.42%
2015
-1.66%
-7.44%
-3.23%
-6.66%
2014
+4.16%
-3.12%
+12.89%
-2.52%
2013
+16.03%
-2.21%
+1.71%
-5.29%
2012
+12.36%
-6.57%
+7.02%
-1.33%
2011
-2.98%
-15.51%
+15.64%
-2.00%
2010
+13.00%
-8.67%
+12.88%
-0.69%
2009
+21.58%
-16.28%
+2.71%
-11.57%
2008
-24.86%
-27.96%
+2.38%
-11.38%
2007
+5.91%
-4.80%
+11.88%
-1.20%
2006
+17.74%
-2.78%
+6.93%
-1.71%
2005
+8.40%
-2.89%
+8.55%
-2.99%
2004
+14.62%
-3.40%
+9.41%
-4.76%
2003
+26.78%
-3.93%
+13.96%
-4.74%
2002
-7.53%
-13.72%
+7.77%
-1.56%
2001
-3.80%
-11.76%
-2.77%
-4.61%
2000
+2.04%
-5.59%
+10.15%
-2.26%
1999
+13.53%
-2.81%
+6.28%
-3.79%
1998
+8.85%
-12.21%
+11.05%
-4.83%
1997
+12.22%
-4.02%
+13.54%
-2.89%
1996
+11.54%
-3.03%
+8.27%
-2.11%
1995
+16.29%
-1.64%
+27.44%
0.00%
1994
+1.99%
-4.20%
-3.28%
-6.83%
1993
+17.70%
-4.41%
+12.02%
-1.98%
1992
+3.75%
-3.20%
+6.76%
-2.23%
1991
+20.38%
-3.65%
+17.98%
-1.86%
1990
-9.45%
-14.74%
+3.85%
-5.51%
1989
+15.59%
-2.18%
+20.45%
-1.14%
1988
+17.45%
-2.71%
+10.59%
-1.93%
1987
+10.19%
-14.90%
+3.47%
-8.78%
1986
+28.89%
-3.91%
+20.56%
-3.75%
1985
+31.78%
-1.78%
+28.68%
-2.13%
1984
+7.88%
-4.89%
+8.03%
-6.61%
1983
+21.11%
-2.00%
+7.06%
-3.16%
1982
+16.37%
-6.90%
+31.65%
-3.13%
1981
+4.16%
-7.60%
-3.74%
-11.76%
1980
+22.04%
-9.55%
+10.35%
-10.89%
1979
+17.78%
-7.14%
+19.26%
-6.57%
1978
+15.30%
-7.53%
+7.24%
-3.43%
1977
+9.26%
-1.55%
+2.14%
-2.83%
1976
+18.88%
-2.99%
+15.78%
-1.12%
1975
+28.38%
-9.10%
+12.93%
-5.16%
1974
-13.41%
-20.91%
+1.78%
-11.04%
1973
-10.09%
-10.78%
+6.67%
-2.66%
1972
+17.91%
-0.27%
+14.50%
0.00%
1971
+17.25%
-5.44%
+14.60%
-3.81%
1970
+0.66%
-15.93%
+10.73%
-7.59%