Ray Dalio All Weather Portfolio vs Scott Burns Couch Potato Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
Ray Dalio All Weather Portfolio
1.00$
Invested Capital
June 1995
8.31$
Final Capital
May 2025
7.31%
Yearly Return
7.44%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Invested Capital
June 1995
3.94$
Final Capital
May 2025
4.68%
Yearly Return
7.44%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
28.48$
Final Capital
May 2025
8.64%
Yearly Return
7.50%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.37$
Final Capital
May 2025
5.69%
Yearly Return
7.50%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress
Scott Burns Couch Potato Portfolio
1.00$
Invested Capital
June 1995
10.28$
Final Capital
May 2025
8.08%
Yearly Return
8.73%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
June 1995
4.88$
Final Capital
May 2025
5.42%
Yearly Return
8.73%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
36.76$
Final Capital
May 2025
9.33%
Yearly Return
9.04%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
12.09$
Final Capital
May 2025
6.36%
Yearly Return
9.04%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period

As of May 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.31% compound annual return, with a 7.44% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 41 months and is still in progress.

As of May 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.08% compound annual return, with a 8.73% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
Scott Burns Couch Potato Portfolio
Weight
(%)		 Ticker Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 8.31 $ 730.98% 7.31%
Scott Burns Couch Potato
Scott Burns 		1 $ 10.28 $ 928.45% 8.08%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 3.94 $ 294.16% 4.68%
Scott Burns Couch Potato
Scott Burns 		1 $ 4.88 $ 387.82% 5.42%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 28.48 $ 2 748.22% 8.64%
Scott Burns Couch Potato
Scott Burns 		1 $ 36.76 $ 3 576.13% 9.33%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 9.37 $ 837.08% 5.69%
Scott Burns Couch Potato
Scott Burns 		1 $ 12.09 $ 1 109.47% 6.36%
Jan 1985 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.43 0.42 -1.10 7.51 2.77 4.86 7.31 8.64
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		2.05 2.64 -0.44 9.49 8.23 7.30 8.08 9.33
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
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All Weather Portfolio Couch Potato
Author Ray Dalio Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 7.51 9.49
Infl. Adjusted (%) 5.02 6.95
DRAWDOWN
Deepest Drawdown Depth (%) -3.45 -3.00
Start to Recovery (months) 3 6*
Longest Drawdown Depth (%) -1.94 -3.00
Start to Recovery (months) 3* 6*
Longest Negative Period (months) 8* 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.70 6.79
Sharpe Ratio 0.42 0.70
Sortino Ratio 0.52 0.92
Ulcer Index 1.43 1.37
Ratio: Return / Standard Deviation 1.12 1.40
Ratio: Return / Deepest Drawdown 2.18 3.16
Metrics calculated over the period 1 June 2024 - 31 May 2025
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All Weather Portfolio Couch Potato
Author Ray Dalio Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 2.77 8.23
Infl. Adjusted (%) -1.77 3.45
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -19.77
Start to Recovery (months) 41* 27
Longest Drawdown Depth (%) -20.58 -19.77
Start to Recovery (months) 41* 27
Longest Negative Period (months) 45 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.34 10.58
Sharpe Ratio 0.02 0.53
Sortino Ratio 0.02 0.70
Ulcer Index 9.55 7.30
Ratio: Return / Standard Deviation 0.27 0.78
Ratio: Return / Deepest Drawdown 0.13 0.42
Metrics calculated over the period 1 June 2020 - 31 May 2025
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All Weather Portfolio Couch Potato
Author Ray Dalio Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 4.86 7.30
Infl. Adjusted (%) 1.73 4.10
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -19.77
Start to Recovery (months) 41* 27
Longest Drawdown Depth (%) -20.58 -19.77
Start to Recovery (months) 41* 27
Longest Negative Period (months) 46 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.45 9.46
Sharpe Ratio 0.36 0.58
Sortino Ratio 0.50 0.77
Ulcer Index 6.95 5.50
Ratio: Return / Standard Deviation 0.57 0.77
Ratio: Return / Deepest Drawdown 0.24 0.37
Metrics calculated over the period 1 June 2015 - 31 May 2025
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All Weather Portfolio Couch Potato
Author Ray Dalio Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 7.31 8.08
Infl. Adjusted (%) 4.68 5.42
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -27.04
Start to Recovery (months) 41* 30
Longest Drawdown Depth (%) -20.58 -10.30
Start to Recovery (months) 41* 33
Longest Negative Period (months) 46 62
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.44 8.73
Sharpe Ratio 0.68 0.66
Sortino Ratio 0.91 0.87
Ulcer Index 4.46 5.17
Ratio: Return / Standard Deviation 0.98 0.93
Ratio: Return / Deepest Drawdown 0.36 0.30
Metrics calculated over the period 1 June 1995 - 31 May 2025
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All Weather Portfolio Couch Potato
Author Ray Dalio Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 8.64 9.33
Infl. Adjusted (%) 5.69 6.36
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -27.04
Start to Recovery (months) 41* 30
Longest Drawdown Depth (%) -20.58 -10.30
Start to Recovery (months) 41* 33
Longest Negative Period (months) 46 62
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.50 9.04
Sharpe Ratio 0.73 0.68
Sortino Ratio 1.00 0.90
Ulcer Index 4.03 4.84
Ratio: Return / Standard Deviation 1.15 1.03
Ratio: Return / Deepest Drawdown 0.42 0.35
Metrics calculated over the period 1 January 1985 - 31 May 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
30 Years
(1995/06 - 2025/05)

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All Weather Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-20.58 41* Jan 2022
In progress
-19.77 27 Jan 2022
Mar 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010
-5.47 14 Mar 2015
Apr 2016
-5.29 9 May 2013
Jan 2014

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All Weather Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-20.58 41* Jan 2022
In progress
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 13 Sep 1987
Sep 1988
-8.78 14 Feb 1994
Mar 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 May 2025 (~40 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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All Weather Portfolio Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.43 -1.94 2.05 -2.83
2024
 6.36 -3.73 12.73 -3.08
2023
 9.95 -9.25 14.66 -6.50
2022
 -18.39 -20.58 -16.31 -19.77
2021
 8.27 -3.74 15.67 -2.76
2020
 15.88 -3.68 15.93 -10.72
2019
 17.93 -0.83 19.51 -2.63
2018
 -3.02 -4.71 -3.32 -8.06
2017
 11.55 -0.49 12.07 0.00
2016
 6.50 -6.42 8.75 -2.08
2015
 -3.23 -6.66 -0.70 -5.47
2014
 12.89 -2.52 8.07 -2.34
2013
 1.71 -5.29 12.48 -3.18
2012
 7.02 -1.33 11.42 -2.32
2011
 15.64 -2.00 7.12 -6.25
2010
 12.88 -0.69 11.78 -6.09
2009
 2.71 -11.57 18.92 -9.98
2008
 2.38 -11.38 -18.47 -22.29
2007
 11.88 -1.20 8.64 -1.70
2006
 6.93 -1.71 7.99 -1.54
2005
 8.55 -2.99 4.40 -1.83
2004
 9.41 -4.76 10.53 -3.54
2003
 13.96 -4.74 19.38 -1.09
2002
 7.77 -1.56 -1.93 -6.44
2001
 -2.77 -4.61 -1.68 -8.57
2000
 10.15 -2.26 3.54 -5.60
1999
 6.28 -3.79 9.67 -3.30
1998
 11.05 -4.83 16.26 -8.06
1997
 13.54 -2.89 21.85 -3.41
1996
 8.27 -2.11 11.14 -2.76
1995
 27.44 0.00 29.40 0.00
1994
 -3.28 -6.83 -3.21 -8.78
1993
 12.02 -1.98 13.19 -1.53
1992
 6.76 -2.23 8.92 -2.25
1991
 17.98 -1.86 25.50 -2.55
1990
 3.85 -5.51 1.06 -7.58
1989
 20.45 -1.14 21.95 -1.62
1988
 10.59 -1.93 11.91 -2.50
1987
 3.47 -8.78 1.19 -16.03
1986
 20.56 -3.75 16.48 -5.55
1985
 28.68 -2.13 28.66 -1.87
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