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

Last Update: 30 November 2023

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.

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

Summary

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

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

Capital Growth as of Nov 30, 2023

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).

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).

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

: an investment of 1$, since January 1982, now would be worth 37.85$, with a total return of 3685.35% (9.06% annualized).

Drawdowns

Drawdown comparison chart since December 1993.

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