Ray Dalio All Weather vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.85% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Simplified Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 55% 50%
Commodities 15% 25%
30 Years Stats Return +7.34% +6.85%
Std Dev 7.40% 6.88%
Max Drawdown -20.58% -16.43%
All time Stats
(Since Jan 1871)
Return +6.30% +5.81%
Std Dev 6.55% 6.24%
Max Drawdown -37.02% -30.22%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +6.30
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +5.81
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11648.43$, with a total return of 1164742.85% (6.30% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5673.12$, with a total return of 567212.41% (5.81% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ray Dalio All Weather Portfolio
Simplified Permanent 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 (26) 13.71
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-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
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.21% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.78

Drawdown comparison chart since January 1871.

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Ray Dalio All Weather Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-30.22% Sep 1929 May 1932 (33) Jun 1933 (46) 15.45
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-13.70% Mar 1937 Mar 1938 (13) Oct 1939 (32) 5.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.14% May 1969 May 1970 (13) Jan 1971 (21) 7.88
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.98% Jan 1876 Jun 1877 (18) May 1879 (41) 6.59
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.37% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.96
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-9.64% Oct 1906 Nov 1907 (14) Nov 1908 (26) 4.84
-9.55% Oct 1906 Nov 1907 (14) Aug 1908 (23) 4.83

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
-0.09%
-0.52%
+0.37%
-0.04%
2023
+9.94%
-9.24%
+11.51%
-5.16%
2022
-18.39%
-20.58%
-12.67%
-16.43%
2021
+8.27%
-3.74%
+3.72%
-3.81%
2020
+15.88%
-3.68%
+16.46%
-3.11%
2019
+17.93%
-0.83%
+16.15%
-0.99%
2018
-3.02%
-4.71%
-1.29%
-3.68%
2017
+11.55%
-0.49%
+9.78%
-0.96%
2016
+6.50%
-6.42%
+5.72%
-6.23%
2015
-3.23%
-6.66%
-1.82%
-5.27%
2014
+12.89%
-2.52%
+7.12%
-2.59%
2013
+1.71%
-5.29%
-1.76%
-6.69%
2012
+7.02%
-1.33%
+7.59%
-1.89%
2011
+15.64%
-2.00%
+10.45%
-3.69%
2010
+12.88%
-0.69%
+16.36%
-0.02%
2009
+2.71%
-11.57%
+9.94%
-4.96%
2008
+2.38%
-11.38%
+0.94%
-13.28%
2007
+11.88%
-1.20%
+14.14%
-1.50%
2006
+6.93%
-1.71%
+10.82%
-2.47%
2005
+8.55%
-2.99%
+7.34%
-1.60%
2004
+9.41%
-4.76%
+6.42%
-4.79%
2003
+13.96%
-4.74%
+15.31%
-2.22%
2002
+7.77%
-1.56%
+9.00%
-2.60%
2001
-2.77%
-4.61%
+0.15%
-3.21%
2000
+10.15%
-2.26%
+4.63%
-2.98%
1999
+6.28%
-3.79%
+2.25%
-5.09%
1998
+11.05%
-4.83%
+12.93%
-4.63%
1997
+13.54%
-2.89%
+8.38%
-2.87%
1996
+8.27%
-2.11%
+4.09%
-3.64%
1995
+27.44%
0.00%
+21.97%
0.00%
1994
-3.28%
-6.83%
-4.18%
-5.67%
1993
+12.02%
-1.98%
+13.56%
-1.61%
1992
+6.76%
-2.23%
+4.46%
-3.11%
1991
+17.98%
-1.86%
+15.41%
-1.06%
1990
+3.85%
-5.51%
+1.55%
-5.66%
1989
+20.45%
-1.14%
+15.24%
-1.52%
1988
+10.59%
-1.93%
+3.97%
-2.03%
1987
+3.47%
-8.78%
+5.46%
-5.83%
1986
+20.56%
-3.75%
+19.06%
-1.00%
1985
+28.68%
-2.13%
+24.24%
-2.66%
1984
+8.03%
-6.61%
+3.14%
-5.27%
1983
+7.06%
-3.16%
+2.74%
-3.74%
1982
+31.65%
-3.13%
+28.65%
-5.77%
1981
-3.74%
-11.76%
-6.55%
-13.29%
1980
+10.35%
-10.89%
+11.44%
-13.17%
1979
+19.26%
-6.57%
+38.61%
-5.94%
1978
+7.24%
-3.43%
+11.00%
-5.48%
1977
+2.14%
-2.83%
+5.09%
-3.12%
1976
+15.78%
-1.12%
+13.24%
-2.32%
1975
+12.93%
-5.16%
+6.02%
-7.68%
1974
+1.78%
-11.04%
+11.61%
-11.37%
1973
+6.67%
-2.66%
+15.34%
-6.38%
1972
+14.50%
0.00%
+17.84%
-2.23%
1971
+14.60%
-3.81%
+14.20%
-2.36%
1970
+10.73%
-7.59%
+12.20%
-5.73%
1969
-7.07%
-8.33%
-9.41%
-11.13%
1968
+5.61%
-2.31%
+11.01%
-0.78%
1967
+4.93%
-2.43%
+5.38%
-1.95%
1966
-0.21%
-6.05%
+0.48%
-4.81%
1965
+4.08%
-1.14%
+4.02%
-0.86%
1964
+7.34%
-0.33%
+5.99%
-0.28%
1963
+6.73%
-1.03%
+6.03%
-0.83%
1962
+0.34%
-6.12%
+0.41%
-5.15%
1961
+7.57%
-1.53%
+7.10%
-1.25%
1960
+8.59%
-1.47%
+6.95%
-1.34%
1959
+1.91%
-2.83%
+2.64%
-2.19%
1958
+9.85%
-0.95%
+10.15%
-0.76%
1957
+1.56%
-3.70%
+0.51%
-3.69%
1956
+0.45%
-3.72%
+0.82%
-2.90%
1955
+6.44%
-0.66%
+5.80%
-0.45%
1954
+17.99%
-1.18%
+14.04%
-1.08%
1953
+0.83%
-4.42%
-0.81%
-5.34%
1952
+4.21%
-1.76%
+3.54%
-1.51%
1951
+4.78%
-2.55%
+4.75%
-1.88%
1950
+9.14%
-1.91%
+6.73%
-1.65%
1949
+8.58%
-0.97%
+6.56%
-1.06%
1948
+1.89%
-3.09%
+1.37%
-2.71%
1947
+1.53%
-1.94%
+3.38%
-1.58%
1946
-0.92%
-7.07%
-0.72%
-6.02%
1945
+15.78%
-0.88%
+13.13%
-0.77%
1944
+7.97%
-0.39%
+6.27%
-0.34%
1943
+9.97%
-2.77%
+8.67%
-2.39%
1942
+6.45%
-3.58%
+5.07%
-3.07%
1941
-1.20%
-4.99%
-0.43%
-3.99%
1940
+1.87%
-7.70%
+0.90%
-6.62%
1939
+2.79%
-3.74%
+2.59%
-2.86%
1938
+10.37%
-7.91%
+9.29%
-6.59%
1937
-10.07%
-12.18%
-8.08%
-9.88%
1936
+14.42%
-2.08%
+11.10%
-1.80%
1935
+16.55%
-1.39%
+13.72%
-1.24%
1934
+8.27%
-3.11%
+6.62%
-2.89%
1933
+23.55%
-7.04%
+29.29%
-5.58%
1932
+5.54%
-10.85%
+2.29%
-9.64%
1931
-17.79%
-21.07%
-12.31%
-16.02%
1930
-5.90%
-10.68%
-4.80%
-9.44%
1929
-1.20%
-10.34%
-0.60%
-8.59%
1928
+11.11%
-1.64%
+10.16%
-1.26%
1927
+14.04%
-1.26%
+11.74%
-1.08%
1926
+6.53%
-2.18%
+5.77%
-1.75%
1925
+10.80%
-1.86%
+9.10%
-1.55%
1924
+13.10%
-0.48%
+10.50%
-0.47%
1923
+4.44%
-3.38%
+3.44%
-2.77%
1922
+12.65%
-1.45%
+10.08%
-1.24%
1921
+9.83%
-2.12%
+9.09%
-1.94%
1920
-5.55%
-5.68%
-2.79%
-3.70%
1919
+5.81%
-2.69%
+6.19%
-2.20%
1918
+7.85%
-0.84%
+6.84%
-0.72%
1917
-7.65%
-7.65%
-5.80%
-5.80%
1916
+7.39%
-0.65%
+3.90%
-0.60%
1915
+14.08%
-0.61%
+10.04%
-0.74%
1914
+0.88%
-4.99%
-0.47%
-5.19%
1913
-0.05%
-2.01%
-0.35%
-1.95%
1912
+3.48%
-1.15%
+3.78%
-0.82%
1911
+3.28%
-2.93%
+1.80%
-2.64%
1910
+0.15%
-3.13%
+0.56%
-2.32%
1909
+6.57%
-0.53%
+3.60%
-0.55%
1908
+16.74%
-0.51%
+12.62%
-0.57%
1907
-8.40%
-8.70%
-9.25%
-9.26%
1906
+0.59%
-3.33%
+1.76%
-2.08%
1905
+7.83%
-1.78%
+6.65%
-1.44%
1904
+12.56%
-0.84%
+8.30%
-0.90%
1903
-4.67%
-7.60%
-3.26%
-5.82%
1902
+3.24%
-2.40%
+2.01%
-2.23%
1901
+6.47%
-2.76%
+6.90%
-2.18%
1900
+8.45%
-1.38%
+8.26%
-0.88%
1899
+2.72%
-2.13%
+4.73%
-1.32%
1898
+11.99%
-4.26%
+8.63%
-4.16%
1897
+9.70%
-0.85%
+10.73%
-0.31%
1896
+2.87%
-5.53%
+2.27%
-4.87%
1895
+2.80%
-4.23%
+5.14%
-2.94%
1894
+4.58%
-1.05%
+3.06%
-1.11%
1893
-4.72%
-9.21%
-2.81%
-7.23%
1892
+3.45%
-0.93%
+1.85%
-0.92%
1891
+7.45%
-2.60%
+4.30%
-2.66%
1890
-1.50%
-4.15%
-1.76%
-3.61%
1889
+5.38%
-0.71%
+2.94%
-0.76%
1888
+4.41%
-1.57%
+3.44%
-1.38%
1887
-0.36%
-4.08%
+0.13%
-3.25%
1886
+5.02%
-1.39%
+6.58%
-0.66%
1885
+11.99%
-0.98%
+9.57%
-0.72%
1884
-1.97%
-5.63%
-1.86%
-4.99%
1883
+0.14%
-2.08%
+1.84%
-1.39%
1882
+3.24%
-1.91%
+3.62%
-1.49%
1881
+3.46%
-3.20%
+4.48%
-2.34%
1880
+12.13%
-2.30%
+12.85%
-1.46%
1879
+17.34%
-0.47%
+15.96%
-0.31%
1878
+7.44%
-0.16%
+4.59%
-0.40%
1877
+1.94%
-4.81%
-2.46%
-6.35%
1876
-0.20%
-3.96%
-6.01%
-6.10%
1875
+7.61%
-1.41%
+4.28%
-1.56%
1874
+7.35%
-1.45%
+4.84%
-1.78%
1873
+1.49%
-7.70%
+1.68%
-6.29%
1872
+5.32%
-2.48%
+6.47%
-1.80%
1871
+8.01%
-1.75%
+8.64%
-1.32%