Last Update: 31 May 2023
The Gold Portfolio obtained a 5.37% compound annual return, with a 15.53% 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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| Gold Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Very High | Medium | |
| Asset Allocation | Stocks | 0% | 30% |
| Fixed Income | 0% | 55% | |
| Commodities | 100% | 15% | |
| 30 Years Stats | Return | +5.37% | +7.19% |
| Std Dev | 15.53% | 7.21% | |
| Max Drawdown | -42.91% | -20.19% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1871
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| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Gold Portfolio | -1.34 | +10.62 | +6.53 | +8.17 | +3.13 | +5.37 | +2.91 |
| Ray Dalio All Weather Portfolio | -1.74 | +1.52 | -4.90 | +3.99 | +4.61 | +7.19 | +6.27 |
(*) Returns over 1 year are annualized
Capital Growth as of May 31, 2023
Gold Portfolio: an investment of 1000$, since June 1993, now would be worth 4803.84$, with a total return of 380.38% (5.37% 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).
Gold Portfolio: an investment of 1000$, since January 1871, now would be worth 79365.17$, with a total return of 7836.52% (2.91% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1871, now would be worth 10648018.06$, with a total return of 1064701.81% (6.27% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
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Gold Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -42.91% | Sep 2011 | Dec 2015 | |||
| -37.17% | Feb 1996 | Aug 1999 | |||
| -25.83% | Mar 2008 | Oct 2008 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -18.08% | Aug 2020 | Oct 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.51% | Aug 1993 | Sep 1993 | |||
| -8.64% | Dec 2004 | May 2005 | |||
| -8.63% | May 2006 | Sep 2006 | |||
| -8.37% | Dec 2009 | Jan 2010 | |||
| -8.31% | Apr 2004 | Apr 2004 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.38% | Jan 2011 | Jan 2011 | |||
| -5.22% | Jun 2009 | Jun 2009 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -5.09% | Jul 2010 | Jul 2010 | |||
| -4.90% | Jan 2004 | Feb 2004 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
Drawdown comparison chart since January 1871.
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Gold Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -61.78% | Oct 1980 | Aug 1999 | |||
| -44.24% | Jan 1975 | Aug 1976 | |||
| -42.91% | Sep 2011 | Dec 2015 | |||
| -37.02% | Sep 1929 | May 1932 | |||
| -25.83% | Mar 2008 | Oct 2008 | |||
| -24.27% | Feb 1980 | Mar 1980 | |||
| -20.49% | Jul 1973 | Oct 1973 | |||
| -20.28% | Nov 1978 | Nov 1978 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -19.77% | May 1969 | Jan 1970 | |||
| -18.25% | Jan 1948 | Jan 1955 | |||
| -18.08% | Aug 2020 | Oct 2022 | |||
| -17.43% | Mar 1937 | Mar 1938 | |||
| -16.62% | Apr 1974 | Jun 1974 | |||
| -12.98% | Dec 1968 | May 1970 | |||
| -12.31% | Dec 1980 | Sep 1981 | |||
| -12.20% | Jan 1876 | Jan 1879 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.04% | Mar 1974 | Sep 1974 | |||
| -10.89% | Feb 1980 | Mar 1980 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1871.
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| Year | Gold Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2023 |
+7.47% | +4.33% |
| 2022 |
-0.77% | -18.03% |
| 2021 |
-4.15% | +8.08% |
| 2020 |
+24.81% | +14.68% |
| 2019 |
+17.86% | +18.22% |
| 2018 |
-1.94% | -3.19% |
| 2017 |
+12.81% | +11.47% |
| 2016 |
+8.03% | +5.86% |
| 2015 |
-10.67% | -3.72% |
| 2014 |
-2.19% | +12.52% |
| 2013 |
-28.33% | +2.15% |
| 2012 |
+6.60% | +6.72% |
| 2011 |
+9.57% | +15.59% |
| 2010 |
+29.27% | +12.53% |
| 2009 |
+24.03% | +2.34% |
| 2008 |
+4.92% | +1.34% |
| 2007 |
+30.45% | +11.88% |
| 2006 |
+22.55% | +6.93% |
| 2005 |
+17.76% | +8.55% |
| 2004 |
+4.65% | +9.41% |
| 2003 |
+19.89% | +13.96% |
| 2002 |
+25.57% | +7.77% |
| 2001 |
+0.75% | -2.77% |
| 2000 |
-5.44% | +10.15% |
| 1999 |
+0.85% | +6.28% |
| 1998 |
-0.83% | +11.05% |
| 1997 |
-21.41% | +13.54% |
| 1996 |
-4.59% | +8.27% |
| 1995 |
+0.98% | +27.44% |
| 1994 |
-2.17% | -3.28% |
| 1993 |
+17.68% | +12.02% |
| 1992 |
-5.73% | +6.76% |
| 1991 |
-8.56% | +17.98% |
| 1990 |
-3.11% | +3.85% |
| 1989 |
-2.84% | +20.45% |
| 1988 |
-15.26% | +10.59% |
| 1987 |
+24.53% | +3.47% |
| 1986 |
+18.96% | +20.56% |
| 1985 |
+6.00% | +28.68% |
| 1984 |
-19.38% | +8.03% |
| 1983 |
-16.31% | +7.06% |
| 1982 |
+14.94% | +31.65% |
| 1981 |
-32.60% | -3.74% |
| 1980 |
+15.19% | +10.35% |
| 1979 |
+126.55% | +19.26% |
| 1978 |
+37.01% | +7.24% |
| 1977 |
+22.64% | +2.14% |
| 1976 |
-4.10% | +15.78% |
| 1975 |
-24.80% | +12.93% |
| 1974 |
+66.15% | +1.78% |
| 1973 |
+72.96% | +6.67% |
| 1972 |
+49.02% | +14.50% |
| 1971 |
+16.70% | +14.60% |
| 1970 |
+6.16% | +10.73% |
| 1969 |
-16.07% | -7.07% |
| 1968 |
+18.16% | +5.61% |
| 1967 |
+0.28% | +4.93% |
| 1966 |
-0.28% | -0.21% |
| 1965 |
+0.42% | +4.08% |
| 1964 |
+0.28% | +7.34% |
| 1963 |
-0.28% | +6.73% |
| 1962 |
-0.42% | +0.34% |
| 1961 |
-2.74% | +7.57% |
| 1960 |
+3.55% | +8.59% |
| 1959 |
+0.00% | +1.91% |
| 1958 |
+0.00% | +9.85% |
| 1957 |
+0.14% | +1.56% |
| 1956 |
+0.14% | +0.45% |
| 1955 |
-0.28% | +6.44% |
| 1954 |
-0.70% | +17.99% |
| 1953 |
-8.27% | +0.83% |
| 1952 |
-3.25% | +4.21% |
| 1951 |
-0.62% | +4.78% |
| 1950 |
-0.62% | +9.14% |
| 1949 |
-3.57% | +8.58% |
| 1948 |
-2.33% | +1.89% |
| 1947 |
+12.42% | +1.53% |
| 1946 |
+2.68% | -0.92% |
| 1945 |
+2.76% | +15.78% |
| 1944 |
-0.68% | +7.97% |
| 1943 |
+2.82% | +9.97% |
| 1942 |
+0.00% | +6.45% |
| 1941 |
+2.90% | -1.20% |
| 1940 |
-1.43% | +1.87% |
| 1939 |
+0.00% | +2.79% |
| 1938 |
+0.00% | +10.37% |
| 1937 |
+0.00% | -10.07% |
| 1936 |
+0.00% | +14.42% |
| 1935 |
+0.00% | +16.55% |
| 1934 |
+8.29% | +8.27% |
| 1933 |
+56.36% | +23.55% |
| 1932 |
+0.00% | +5.54% |
| 1931 |
+0.00% | -17.79% |
| 1930 |
+0.00% | -5.90% |
| 1929 |
+0.00% | -1.20% |
| 1928 |
+0.00% | +11.11% |
| 1927 |
+0.00% | +14.04% |
| 1926 |
+0.00% | +6.53% |
| 1925 |
+0.00% | +10.80% |
| 1924 |
+0.00% | +13.10% |
| 1923 |
+0.00% | +4.44% |
| 1922 |
+0.00% | +12.65% |
| 1921 |
+0.00% | +9.83% |
| 1920 |
+0.00% | -5.55% |
| 1919 |
+0.00% | +5.81% |
| 1918 |
+0.00% | +7.85% |
| 1917 |
+0.00% | -7.65% |
| 1916 |
+0.00% | +7.39% |
| 1915 |
+0.00% | +14.08% |
| 1914 |
+0.00% | +0.88% |
| 1913 |
+0.00% | -0.05% |
| 1912 |
+0.00% | +3.48% |
| 1911 |
+0.00% | +3.28% |
| 1910 |
+0.00% | +0.15% |
| 1909 |
+0.00% | +6.57% |
| 1908 |
+0.00% | +16.74% |
| 1907 |
+0.00% | -8.40% |
| 1906 |
+0.00% | +0.59% |
| 1905 |
+0.00% | +7.83% |
| 1904 |
+0.00% | +12.56% |
| 1903 |
+0.00% | -4.67% |
| 1902 |
+0.00% | +3.24% |
| 1901 |
+0.00% | +6.47% |
| 1900 |
+0.00% | +8.45% |
| 1899 |
+0.00% | +2.72% |
| 1898 |
+0.00% | +11.99% |
| 1897 |
+0.00% | +9.70% |
| 1896 |
+0.00% | +2.87% |
| 1895 |
+0.00% | +2.80% |
| 1894 |
+0.00% | +4.58% |
| 1893 |
+0.00% | -4.72% |
| 1892 |
+0.00% | +3.45% |
| 1891 |
+0.00% | +7.45% |
| 1890 |
+0.00% | -1.50% |
| 1889 |
+0.00% | +5.38% |
| 1888 |
+0.00% | +4.41% |
| 1887 |
+0.00% | -0.36% |
| 1886 |
+0.00% | +5.02% |
| 1885 |
+0.00% | +11.99% |
| 1884 |
+0.00% | -1.97% |
| 1883 |
+0.00% | +0.14% |
| 1882 |
+0.00% | +3.24% |
| 1881 |
+0.00% | +3.46% |
| 1880 |
+0.00% | +12.13% |
| 1879 |
-0.10% | +17.34% |
| 1878 |
-2.64% | +7.44% |
| 1877 |
-4.71% | +1.94% |
| 1876 |
-5.27% | -0.20% |
| 1875 |
+1.95% | +7.61% |
| 1874 |
+1.54% | +7.35% |
| 1873 |
-1.94% | +1.49% |
| 1872 |
+2.66% | +5.32% |
| 1871 |
-1.27% | +8.01% |
