Last Update: 31 March 2024
The Ray Dalio All Weather 2x Leveraged Portfolio obtained a 7.87% compound annual return, with a 17.78% standard deviation, in the last 10 Years.
The Harry Browne Permanent with Bitcoin Portfolio obtained a 8.60% compound annual return, with a 8.46% standard deviation, in the last 10 Years.
Summary
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| Ray Dalio All Weather 2x Leveraged Portfolio | Harry Browne Permanent with Bitcoin Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 37.5% | 25% |
| Fixed Income | 55% | 50% | |
| Commodities | 7.5% | 25% | |
| 10 Years Stats | Return | +7.87% | +8.60% |
| Std Dev | 17.78% | 8.46% | |
| Max Drawdown | -37.02% | -16.88% | |
| All time Stats (Since Mar 2010) |
Return | +11.50% | +17.44% |
| Std Dev | 16.00% | 36.96% | |
| Max Drawdown | -37.02% | -37.49% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Ray Dalio All Weather 2x Leveraged Portfolio | +5.57 | +23.33 | +6.94 | +6.80 | +7.87 | +11.50 |
| Harry Browne Permanent with Bitcoin Portfolio | +3.41 | +16.20 | +11.89 | +8.23 | +8.60 | +17.44 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 2.13$, with a total return of 113.28%
(7.87% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.28$, with a total return of 128.14% (8.60% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.28$, with a total return of 128.14% (8.60% annualized).
Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 4.63$, with a total return of 363.05%
(11.50% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 9.62$, with a total return of 861.82% (17.44% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 9.62$, with a total return of 861.82% (17.44% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Ray Dalio All Weather 2x Leveraged Portfolio
|
Harry Browne Permanent with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -37.02% | Jan 2022 | Oct 2023 (22) | In progress (27) | 23.52 | |||||
| -16.88% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.03 | |||||
| -15.40% | Feb 2015 | Sep 2015 (8) | Jun 2016 (17) | 9.49 | |||||
| -14.01% | Aug 2016 | Nov 2016 (4) | Nov 2017 (16) | 7.18 | |||||
| -11.91% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 6.50 | |||||
| -10.15% | Aug 2020 | Oct 2020 (3) | May 2021 (10) | 5.07 | |||||
| -6.32% | Feb 2015 | Sep 2015 (8) | Mar 2016 (14) | 3.83 | |||||
| -6.17% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 3.11 | |||||
| -4.76% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.51 | |||||
| -4.62% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 2.48 | |||||
| -4.36% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.52 | |||||
| -3.74% | Mar 2020 | Mar 2020 (1) | Apr 2020 (2) | 2.16 | |||||
| -2.85% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.64 | |||||
| -2.83% | Sep 2014 | Sep 2014 (1) | Dec 2014 (4) | 1.61 | |||||
| -2.64% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.63% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.66 | |||||
| -2.44% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.25 | |||||
| -1.91% | Sep 2019 | Sep 2019 (1) | Jan 2020 (5) | 1.07 | |||||
| -1.64% | Sep 2019 | Sep 2019 (1) | Jan 2020 (5) | 0.79 | |||||
| -1.56% | Sep 2017 | Sep 2017 (1) | Oct 2017 (2) | 0.90 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Ray Dalio All Weather 2x Leveraged Portfolio
|
Harry Browne Permanent with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -37.49% | Jul 2011 | Nov 2011 (5) | Nov 2013 (29) | 24.47 | |||||
| -37.02% | Jan 2022 | Oct 2023 (22) | In progress (27) | 23.52 | |||||
| -23.85% | Dec 2013 | Dec 2013 (1) | Aug 2017 (45) | 15.89 | |||||
| -16.88% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.03 | |||||
| -15.40% | Feb 2015 | Sep 2015 (8) | Jun 2016 (17) | 9.49 | |||||
| -14.01% | Aug 2016 | Nov 2016 (4) | Nov 2017 (16) | 7.18 | |||||
| -11.91% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 6.50 | |||||
| -10.15% | Aug 2020 | Oct 2020 (3) | May 2021 (10) | 5.07 | |||||
| -9.99% | May 2013 | Jun 2013 (2) | Jan 2014 (9) | 5.59 | |||||
| -4.76% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.51 | |||||
| -4.62% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 2.48 | |||||
| -4.36% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.52 | |||||
| -3.82% | Jun 2011 | Jun 2011 (1) | Jul 2011 (2) | 2.20 | |||||
| -3.74% | Mar 2020 | Mar 2020 (1) | Apr 2020 (2) | 2.16 | |||||
| -3.39% | Oct 2012 | Dec 2012 (3) | Mar 2013 (6) | 2.04 | |||||
| -2.85% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.64 | |||||
| -2.64% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.63% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.66 | |||||
| -2.44% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.25 | |||||
| -2.17% | Mar 2012 | Mar 2012 (1) | Apr 2012 (2) | 1.25 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.31%
|
-1.87% |
+4.82%
|
-0.50% |
| 2023 |
+12.72%
|
-19.81% |
+14.36%
|
-5.74% |
| 2022 |
-29.60%
|
-36.33% |
-13.79%
|
-16.88% |
| 2021 |
+19.72%
|
-5.30% |
+5.47%
|
-2.85% |
| 2020 |
+19.68%
|
-10.15% |
+21.71%
|
-2.64% |
| 2019 |
+34.09%
|
-1.91% |
+17.70%
|
-1.64% |
| 2018 |
-10.77%
|
-11.91% |
-3.15%
|
-4.62% |
| 2017 |
+21.37%
|
-0.83% |
+36.15%
|
-1.56% |
| 2016 |
+11.11%
|
-14.01% |
+7.86%
|
-6.17% |
| 2015 |
-8.24%
|
-15.40% |
-2.10%
|
-6.32% |
| 2014 |
+32.31%
|
-4.76% |
+8.27%
|
-2.83% |
| 2013 |
+8.66%
|
-9.99% |
+122.23%
|
-23.85% |
| 2012 |
+12.34%
|
-3.39% |
+9.90%
|
-1.72% |
| 2011 |
+33.40%
|
-3.82% |
+40.38%
|
-37.49% |
