Paul Boyer vs Ray Dalio All Weather Portfolio Comparison

Period: January 1976 - August 2024 (~49 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
September 1994
6.38$
Final Capital
August 2024
6.37%
Yearly Return
7.49
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
September 1994
9.12$
Final Capital
August 2024
7.65%
Yearly Return
7.43
Std Deviation
-20.58%
Max Drawdown
32 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
January 1976
49.70$
Final Capital
August 2024
8.36%
Yearly Return
8.29
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
January 1976
68.73$
Final Capital
August 2024
9.08%
Yearly Return
8.01
Std Deviation
-20.58%
Max Drawdown
32 months
Recovery Period

The Paul Boyer Portfolio obtained a 6.37% compound annual return, with a 7.49% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.65% compound annual return, with a 7.43% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Paul Boyer Portfolio
Paul Boyer 		8.13 1.20 9.83 13.31 3.33 3.72 6.37 8.36
All Weather Portfolio
Ray Dalio 		7.48 1.67 7.57 12.05 4.03 4.93 7.65 9.08
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Paul Boyer Portfolio: an investment of 1$, since September 1994, now would be worth 6.38$, with a total return of 538.44% (6.37% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since September 1994, now would be worth 9.12$, with a total return of 811.87% (7.65% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 49.70$, with a total return of 4869.92% (8.36% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1976, now would be worth 68.73$, with a total return of 6773.34% (9.08% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 13.31 12.05
Infl. Adjusted Return (%) 10.66 9.42
DRAWDOWN
Deepest Drawdown Depth (%) -4.74 -7.43
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -4.74 -7.43
Start to Recovery (months) 3 4
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 9.57 11.70
Sharpe Ratio 0.83 0.57
Sortino Ratio 1.15 0.78
Ulcer Index 1.95 2.72
Ratio: Return / Standard Deviation 1.39 1.03
Ratio: Return / Deepest Drawdown 2.81 1.62
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 3.33 4.03
Infl. Adjusted Return (%) -0.78 -0.10
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.87 10.24
Sharpe Ratio 0.14 0.19
Sortino Ratio 0.20 0.26
Ulcer Index 7.42 9.50
Ratio: Return / Standard Deviation 0.38 0.39
Ratio: Return / Deepest Drawdown 0.18 0.20
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 3.72 4.93
Infl. Adjusted Return (%) 0.88 2.05
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.77 8.40
Sharpe Ratio 0.29 0.41
Sortino Ratio 0.43 0.57
Ulcer Index 5.87 7.06
Ratio: Return / Standard Deviation 0.48 0.59
Ratio: Return / Deepest Drawdown 0.21 0.24
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 6.37 7.65
Infl. Adjusted Return (%) 3.77 5.01
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.49 7.43
Sharpe Ratio 0.55 0.72
Sortino Ratio 0.77 0.97
Ulcer Index 4.00 4.44
Ratio: Return / Standard Deviation 0.85 1.03
Ratio: Return / Deepest Drawdown 0.35 0.37
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 8.36 9.08
Infl. Adjusted Return (%) 4.57 5.27
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 32*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.29 8.01
Sharpe Ratio 0.50 0.61
Sortino Ratio 0.71 0.84
Ulcer Index 3.90 3.90
Ratio: Return / Standard Deviation 1.01 1.13
Ratio: Return / Deepest Drawdown 0.46 0.44
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

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Paul Boyer Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 32* Jan 2022
In progress
-18.04 39 Jun 2021
Aug 2024
-13.66 17 Mar 2008
Jul 2009
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.64 7 Apr 2004
Oct 2004
-5.29 9 May 2013
Jan 2014
-4.97 11 Mar 2000
Jan 2001

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Paul Boyer Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 32* Jan 2022
In progress
-18.04 39 Jun 2021
Aug 2024
-14.53 25 Oct 1980
Oct 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.89 4 Feb 1980
May 1980
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.78 13 Sep 1987
Sep 1988
-8.62 21 Oct 2012
Jun 2014
-7.71 16 Mar 1987
Jun 1988
-7.10 16 May 1983
Aug 1984

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 August 2024 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Paul Boyer Portfolio All Weather Portfolio
Year Return Drawdown Return Drawdown
2024
 8.13% -1.89% 7.48% -3.73%
2023
 7.92% -7.34% 9.95% -9.25%
2022
 -13.57% -17.86% -18.39% -20.58%
2021
 0.51% -3.38% 8.27% -3.74%
2020
 15.04% -3.07% 15.88% -3.68%
2019
 13.97% -1.05% 17.93% -0.83%
2018
 -3.50% -6.72% -3.02% -4.71%
2017
 11.87% -0.61% 11.55% -0.49%
2016
 7.19% -6.74% 6.50% -6.42%
2015
 -5.29% -9.15% -3.23% -6.66%
2014
 6.63% -3.72% 12.89% -2.52%
2013
 -5.67% -8.07% 1.71% -5.29%
2012
 6.80% -2.93% 7.02% -1.33%
2011
 8.99% -2.80% 15.64% -2.00%
2010
 15.54% -0.81% 12.88% -0.69%
2009
 12.50% -6.62% 2.71% -11.57%
2008
 1.32% -13.66% 2.38% -11.38%
2007
 16.13% -0.86% 11.88% -1.20%
2006
 12.57% -3.53% 6.93% -1.71%
2005
 11.99% -2.10% 8.55% -2.99%
2004
 9.39% -5.64% 9.41% -4.76%
2003
 17.95% -2.85% 13.96% -4.74%
2002
 9.85% -4.44% 7.77% -1.56%
2001
 3.66% -3.75% -2.77% -4.61%
2000
 2.00% -4.97% 10.15% -2.26%
1999
 9.10% -3.56% 6.28% -3.79%
1998
 2.30% -9.22% 11.05% -4.83%
1997
 0.72% -4.04% 13.54% -2.89%
1996
 3.88% -3.10% 8.27% -2.11%
1995
 14.46% -0.96% 27.44% 0.00%
1994
 -5.01% -6.22% -3.28% -6.83%
1993
 25.08% -1.38% 12.02% -1.98%
1992
 3.02% -1.92% 6.76% -2.23%
1991
 24.71% -1.74% 17.98% -1.86%
1990
 0.64% -5.76% 3.85% -5.51%
1989
 21.34% -0.54% 20.45% -1.14%
1988
 7.47% -2.31% 10.59% -1.93%
1987
 -0.04% -7.71% 3.47% -8.78%
1986
 17.71% -1.63% 20.56% -3.75%
1985
 21.84% -2.32% 28.68% -2.13%
1984
 4.29% -3.80% 8.03% -6.61%
1983
 3.33% -3.72% 7.06% -3.16%
1982
 20.74% -7.63% 31.65% -3.13%
1981
 -6.40% -12.16% -3.74% -11.76%
1980
 10.07% -13.60% 10.35% -10.89%
1979
 40.68% -5.53% 19.26% -6.57%
1978
 13.69% -5.99% 7.24% -3.43%
1977
 9.52% -1.78% 2.14% -2.83%
1976
 11.89% -4.01% 15.78% -1.12%