Ray Dalio All Weather 2x Leveraged vs Stocks/Bonds 60/40 with Bitcoin Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather 2x Leveraged Portfolio obtained a 7.35% compound annual return, with a 17.72% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.08% compound annual return, with a 11.18% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather 2x Leveraged Portfolio Stocks/Bonds 60/40 with Bitcoin Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 37.5% 59%
Fixed Income 55% 39%
Commodities 7.5% 2%
10 Years Stats Return +7.35% +11.08%
Std Dev 17.72% 11.18%
Max Drawdown -37.02% -21.45%
All time Stats
(Since Mar 2010)
Return +11.14% +19.95%
Std Dev 16.00% 35.12%
Max Drawdown -37.02% -42.67%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Ray Dalio All Weather 2x Leveraged Portfolio +0.69 +4.45 +9.07 +6.87 +7.35 +11.14
Stocks/Bonds 60/40 with Bitcoin Portfolio +3.46 +11.70 +21.22 +10.63 +11.08 +19.95
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.03$, with a total return of 103.26% (7.35% annualized).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.86$, with a total return of 186.04% (11.08% annualized).

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.39$, with a total return of 338.60% (11.14% annualized).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 12.77$, with a total return of 1176.94% (19.95% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Ray Dalio All Weather 2x Leveraged Portfolio
Stocks/Bonds 60/40 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 (26) 23.73
-21.45% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.74
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-12.82% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.49
-11.91% Feb 2018 Oct 2018 (9) Mar 2019 (14) 6.50
-10.15% Aug 2020 Oct 2020 (3) May 2021 (10) 5.07
-8.81% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.93
-5.38% Aug 2015 Sep 2015 (2) Nov 2015 (4) 3.04
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-4.11% Dec 2015 Jan 2016 (2) Mar 2016 (4) 2.46
-4.00% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.53
-3.74% Mar 2020 Mar 2020 (1) Apr 2020 (2) 2.16
-3.35% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.93
-2.88% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.86
-1.91% Sep 2019 Sep 2019 (1) Jan 2020 (5) 1.07
-1.81% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.04
-1.79% May 2019 May 2019 (1) Jun 2019 (2) 1.03
-1.45% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.83

Drawdown comparison chart since March 2010.

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Ray Dalio All Weather 2x Leveraged Portfolio
Stocks/Bonds 60/40 with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-42.67% Jul 2011 Nov 2011 (5) Oct 2013 (28) 26.48
-37.02% Jan 2022 Oct 2023 (22) In progress (26) 23.73
-22.56% Dec 2013 Jan 2014 (2) Apr 2017 (41) 14.30
-21.45% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.74
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-12.82% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.49
-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
-8.81% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.93
-7.09% May 2010 Jun 2010 (2) Oct 2010 (6) 3.87
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-4.00% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.53
-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
-3.35% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.93
-2.88% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.86

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
-1.19%
-1.87%
+4.08%
0.00%
2023
+12.72%
-19.81%
+20.55%
-6.70%
2022
-29.60%
-36.33%
-17.90%
-21.45%
2021
+19.72%
-5.30%
+15.60%
-3.35%
2020
+19.68%
-10.15%
+21.52%
-12.82%
2019
+34.09%
-1.91%
+23.43%
-1.79%
2018
-10.77%
-11.91%
-4.56%
-8.81%
2017
+21.37%
-0.83%
+39.33%
-0.27%
2016
+11.11%
-14.01%
+11.03%
-3.13%
2015
-8.24%
-15.40%
+1.17%
-5.38%
2014
+32.31%
-4.76%
+8.50%
-1.81%
2013
+8.66%
-9.99%
+142.67%
-21.78%
2012
+12.34%
-3.39%
+14.56%
-3.39%
2011
+33.40%
-3.82%
+33.12%
-42.67%