Ray Dalio All Weather vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 30 November 2023

The Ray Dalio All Weather Portfolio obtained a 7.19% compound annual return, with a 7.39% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.75% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Ray Dalio All Weather Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Risk Medium Medium
Asset Allocation Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
30 Years Stats Return +7.19% +7.75%
Std Dev 7.39% 6.99%
Max Drawdown -20.58% -21.11%

Last Update: 30 November 2023

Historical Returns as of Nov 30, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Ray Dalio All Weather Portfolio +7.09 +0.11 +1.62 +4.70 +4.74 +7.19 +9.06
Stocks/Bonds 40/60 Momentum Portfolio +6.39 +3.99 +0.67 +3.80 +5.44 +7.75 +9.56
(*) Returns over 1 year are annualized

Capital Growth as of Nov 30, 2023

Ray Dalio All Weather Portfolio: an investment of 1$, since December 1993, now would be worth 8.02$, with a total return of 702.42% (7.19% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since December 1993, now would be worth 9.39$, with a total return of 839.07% (7.75% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 37.85$, with a total return of 3685.35% (9.06% annualized).

: an investment of 1$, since January 1982, now would be worth 45.88$, with a total return of 4487.77% (9.56% annualized).

Drawdowns

Drawdown comparison chart since December 1993.

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Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.11% Nov 2021 Sep 2022
-20.58% Jan 2022 Sep 2022
-20.54% Nov 2007 Feb 2009
-11.57% Jan 2009 Feb 2009
-11.38% Jul 2008 Oct 2008
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-6.83% Feb 1994 Nov 1994
-6.66% Feb 2015 Dec 2015
-6.42% Aug 2016 Nov 2016
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.29% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.74% Jun 2003 Jul 2003
-4.71% Sep 2018 Oct 2018
-4.61% Feb 2001 Mar 2001
-4.13% Aug 1998 Aug 1998
-3.79% Feb 1999 Feb 1999

Drawdown comparison chart since January 1982.

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Ray Dalio All Weather Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.11% Nov 2021 Sep 2022
-20.58% Jan 2022 Sep 2022
-20.54% Nov 2007 Feb 2009
-13.77% Sep 1987 Nov 1987
-11.57% Jan 2009 Feb 2009
-11.38% Jul 2008 Oct 2008
-8.78% Sep 1987 Nov 1987
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-7.10% May 1983 May 1984
-6.83% Feb 1994 Nov 1994
-6.66% Feb 2015 Dec 2015
-6.42% Aug 2016 Nov 2016
-6.28% Feb 1984 May 1984
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.51% Jan 1990 Apr 1990
-5.29% May 2013 Jun 2013
-5.29% Aug 1990 Sep 1990
-4.83% Jul 1998 Aug 1998

Yearly Returns

Yearly return comparison.

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Year Ray Dalio All Weather Portfolio Stocks/Bonds 40/60 Momentum Portfolio
2023
 +4.55% +2.75%
2022
 -18.39% -15.17%
2021
 +8.27% +4.23%
2020
 +15.88% +16.57%
2019
 +17.93% +16.20%
2018
 -3.02% -0.73%
2017
 +11.55% +17.14%
2016
 +6.50% +3.51%
2015
 -3.23% +3.91%
2014
 +12.89% +9.34%
2013
 +1.71% +12.57%
2012
 +7.02% +7.87%
2011
 +15.64% +7.13%
2010
 +12.88% +10.93%
2009
 +2.71% +9.16%
2008
 +2.38% -12.27%
2007
 +11.88% +11.21%
2006
 +6.93% +6.78%
2005
 +8.55% +9.09%
2004
 +9.41% +9.22%
2003
 +13.96% +12.78%
2002
 +7.77% +0.04%
2001
 -2.77% -1.88%
2000
 +10.15% +2.99%
1999
 +6.28% +15.71%
1998
 +11.05% +24.65%
1997
 +13.54% +20.41%
1996
 +8.27% +14.08%
1995
 +27.44% +27.84%
1994
 -3.28% -2.03%
1993
 +12.02% +11.10%
1992
 +6.76% +6.01%
1991
 +17.98% +23.91%
1990
 +3.85% +5.79%
1989
 +20.45% +25.29%
1988
 +10.59% +7.24%
1987
 +3.47% +1.86%
1986
 +20.56% +18.14%
1985
 +28.68% +26.30%
1984
 +8.03% +8.68%
1983
 +7.06% +9.91%
1982
 +31.65% +30.86%