Larry Swedroe Eliminate Fat Tails vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 March 2024

The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.48% compound annual return, with a 6.24% 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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Larry Swedroe Eliminate Fat Tails Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 70% 55%
Commodities 0% 15%
30 Years Stats Return +5.48% +7.54%
Std Dev 6.24% 7.38%
Max Drawdown -18.42% -20.58%
All time Stats
(Since Jan 1985)		 Return +7.18% +8.73%
Std Dev 6.98% 7.50%
Max Drawdown -18.42% -20.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Larry Swedroe Eliminate Fat Tails Portfolio +1.26 +6.64 +5.07 +3.13 +2.98 +5.48 +7.18
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +8.73
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since April 1994, now would be worth 4.95$, with a total return of 395.33% (5.48% 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).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.19$, with a total return of 1418.96% (7.18% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.71$, with a total return of 2571.20% (8.73% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Larry Swedroe Eliminate Fat Tails 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
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-12.62% Jan 2022 Sep 2022 (9) In progress (27) 7.00
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-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
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36

Drawdown comparison chart since January 1985.

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Larry Swedroe Eliminate Fat Tails 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
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-13.68% Mar 1987 Nov 1987 (9) Jan 1989 (23) 6.12
-12.62% Jan 2022 Sep 2022 (9) In progress (27) 7.00
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.81% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.97
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-7.61% Feb 1994 Jun 1994 (5) Jun 1995 (17) 5.27
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27

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
+1.11%
 -1.00%
+2.18%
 -0.52%
2023
+6.63%
 -5.10%
+9.94%
 -9.24%
2022
-9.61%
 -12.62%
-18.39%
 -20.58%
2021
+5.40%
 -1.26%
+8.27%
 -3.74%
2020
+8.18%
 -7.91%
+15.88%
 -3.68%
2019
+9.79%
 -1.93%
+17.93%
 -0.83%
2018
-3.46%
 -5.32%
-3.02%
 -4.71%
2017
+8.83%
 0.00%
+11.55%
 -0.49%
2016
+7.30%
 -1.12%
+6.50%
 -6.42%
2015
-3.40%
 -5.77%
-3.23%
 -6.66%
2014
+1.52%
 -2.92%
+12.89%
 -2.52%
2013
+2.64%
 -3.45%
+1.71%
 -5.29%
2012
+7.53%
 -2.29%
+7.02%
 -1.33%
2011
+1.93%
 -6.05%
+15.64%
 -2.00%
2010
+8.60%
 -3.33%
+12.88%
 -0.69%
2009
+17.45%
 -6.28%
+2.71%
 -11.57%
2008
-11.49%
 -16.27%
+2.38%
 -11.38%
2007
+10.73%
 -1.33%
+11.88%
 -1.20%
2006
+8.72%
 -2.40%
+6.93%
 -1.71%
2005
+7.94%
 -2.01%
+8.55%
 -2.99%
2004
+10.37%
 -3.79%
+9.41%
 -4.76%
2003
+17.58%
 -0.78%
+13.96%
 -4.74%
2002
+3.12%
 -4.31%
+7.77%
 -1.56%
2001
+4.53%
 -4.47%
-2.77%
 -4.61%
2000
+3.70%
 -3.62%
+10.15%
 -2.26%
1999
+12.78%
 -1.79%
+6.28%
 -3.79%
1998
+1.83%
 -8.68%
+11.05%
 -4.83%
1997
+7.45%
 -2.49%
+13.54%
 -2.89%
1996
+7.38%
 -2.25%
+8.27%
 -2.11%
1995
+14.41%
 -0.69%
+27.44%
 0.00%
1994
-3.92%
 -7.61%
-3.28%
 -6.83%
1993
+24.39%
 -1.41%
+12.02%
 -1.98%
1992
+5.38%
 -2.50%
+6.76%
 -2.23%
1991
+32.01%
 -2.36%
+17.98%
 -1.86%
1990
+2.61%
 -8.81%
+3.85%
 -5.51%
1989
+26.09%
 -0.58%
+20.45%
 -1.14%
1988
+13.59%
 -1.87%
+10.59%
 -1.93%
1987
-6.14%
 -13.68%
+3.47%
 -8.78%
1986
+11.79%
 -3.42%
+20.56%
 -3.75%
1985
+21.01%
 -1.07%
+28.68%
 -2.13%