Last Update: 31 March 2024
The Tim Maurer Simple Money Portfolio obtained a 7.25% compound annual return, with a 9.09% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.
Summary
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| Tim Maurer Simple Money Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 30% |
| Fixed Income | 40% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +7.25% | +7.54% |
| Std Dev | 9.09% | 7.38% | |
| Max Drawdown | -32.39% | -20.58% | |
| All time Stats (Since Jan 1975) |
Return | +10.30% | +9.13% |
| Std Dev | 9.78% | 7.98% | |
| Max Drawdown | -32.39% | -20.58% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1975
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Tim Maurer Simple Money Portfolio | +2.42 | +11.28 | +10.23 | +5.27 | +4.87 | +7.25 | +10.30 |
| Ray Dalio All Weather Portfolio | +2.27 | +12.15 | +6.27 | +4.85 | +5.04 | +7.54 | +9.13 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Tim Maurer Simple Money Portfolio: an investment of 1$, since April 1994,
now would be worth 8.17$, with a total return of 716.50%
(7.25% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).
Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975,
now would be worth 124.93$, with a total return of 12392.79%
(10.30% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1975, now would be worth 73.79$, with a total return of 7279.09% (9.13% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1975, now would be worth 73.79$, with a total return of 7279.09% (9.13% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Tim Maurer Simple Money Portfolio
|
Ray Dalio All Weather Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -32.39% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 14.00 | |||||
| -20.58% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.55 | |||||
| -18.44% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 8.08 | |||||
| -14.55% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.58 | |||||
| -11.57% | Jan 2009 | Feb 2009 (2) | Sep 2009 (9) | 6.27 | |||||
| -11.38% | Jul 2008 | Oct 2008 (4) | Dec 2008 (6) | 5.15 | |||||
| -11.27% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.07 | |||||
| -9.50% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.41 | |||||
| -8.98% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 6.17 | |||||
| -8.67% | Sep 2018 | Dec 2018 (4) | Jun 2019 (10) | 3.88 | |||||
| -6.83% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 2.98 | |||||
| -6.66% | Feb 2015 | Dec 2015 (11) | Jun 2016 (17) | 4.06 | |||||
| -6.66% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.39 | |||||
| -6.42% | Aug 2016 | Nov 2016 (4) | Aug 2017 (13) | 3.10 | |||||
| -5.80% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.67 | |||||
| -5.29% | May 2013 | Jun 2013 (2) | Jan 2014 (9) | 3.01 | |||||
| -4.83% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.27 | |||||
| -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 | |||||
Drawdown comparison chart since January 1975.
Swipe left to see all data
|
Tim Maurer Simple Money Portfolio
|
Ray Dalio All Weather Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -32.39% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 14.00 | |||||
| -20.58% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.55 | |||||
| -18.44% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 8.08 | |||||
| -17.06% | Sep 1987 | Nov 1987 (3) | Sep 1988 (13) | 8.03 | |||||
| -14.55% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.58 | |||||
| -12.31% | Dec 1980 | Sep 1981 (10) | Aug 1982 (21) | 5.41 | |||||
| -11.99% | Jan 1990 | Oct 1990 (10) | Feb 1991 (14) | 6.16 | |||||
| -11.57% | Jan 2009 | Feb 2009 (2) | Sep 2009 (9) | 6.27 | |||||
| -11.38% | Jul 2008 | Oct 2008 (4) | Dec 2008 (6) | 5.15 | |||||
| -11.27% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.07 | |||||
| -10.89% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 5.40 | |||||
| -10.06% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 5.01 | |||||
| -9.50% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.41 | |||||
| -8.98% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 6.17 | |||||
| -8.78% | Sep 1987 | Nov 1987 (3) | Sep 1988 (13) | 3.96 | |||||
| -8.67% | Sep 2018 | Dec 2018 (4) | Jun 2019 (10) | 3.88 | |||||
| -7.97% | Jul 1975 | Sep 1975 (3) | Jan 1976 (7) | 3.97 | |||||
| -7.67% | Dec 1981 | Jun 1982 (7) | Aug 1982 (9) | 5.21 | |||||
| -7.65% | Sep 1979 | Oct 1979 (2) | Jan 1980 (5) | 3.41 | |||||
| -7.35% | Jul 1981 | Sep 1981 (3) | Nov 1981 (5) | 3.69 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.40%
|
-0.93% |
+2.18%
|
-0.52% |
| 2023 |
+11.54%
|
-7.51% |
+9.94%
|
-9.24% |
| 2022 |
-11.48%
|
-18.42% |
-18.39%
|
-20.58% |
| 2021 |
+10.46%
|
-2.79% |
+8.27%
|
-3.74% |
| 2020 |
+6.87%
|
-14.55% |
+15.88%
|
-3.68% |
| 2019 |
+16.14%
|
-3.66% |
+17.93%
|
-0.83% |
| 2018 |
-6.64%
|
-8.67% |
-3.02%
|
-4.71% |
| 2017 |
+13.36%
|
-0.06% |
+11.55%
|
-0.49% |
| 2016 |
+8.15%
|
-3.04% |
+6.50%
|
-6.42% |
| 2015 |
+0.47%
|
-5.71% |
-3.23%
|
-6.66% |
| 2014 |
+2.33%
|
-3.17% |
+12.89%
|
-2.52% |
| 2013 |
+17.81%
|
-2.16% |
+1.71%
|
-5.29% |
| 2012 |
+11.70%
|
-5.80% |
+7.02%
|
-1.33% |
| 2011 |
-0.69%
|
-11.27% |
+15.64%
|
-2.00% |
| 2010 |
+12.55%
|
-7.06% |
+12.88%
|
-0.69% |
| 2009 |
+17.16%
|
-14.10% |
+2.71%
|
-11.57% |
| 2008 |
-18.42%
|
-21.26% |
+2.38%
|
-11.38% |
| 2007 |
+5.07%
|
-3.51% |
+11.88%
|
-1.20% |
| 2006 |
+15.49%
|
-2.64% |
+6.93%
|
-1.71% |
| 2005 |
+8.71%
|
-2.47% |
+8.55%
|
-2.99% |
| 2004 |
+16.23%
|
-3.15% |
+9.41%
|
-4.76% |
| 2003 |
+28.83%
|
-2.44% |
+13.96%
|
-4.74% |
| 2002 |
-0.10%
|
-8.98% |
+7.77%
|
-1.56% |
| 2001 |
-0.39%
|
-6.83% |
-2.77%
|
-4.61% |
| 2000 |
+6.34%
|
-2.93% |
+10.15%
|
-2.26% |
| 1999 |
+8.40%
|
-3.42% |
+6.28%
|
-3.79% |
| 1998 |
+10.11%
|
-9.50% |
+11.05%
|
-4.83% |
| 1997 |
+8.93%
|
-2.66% |
+13.54%
|
-2.89% |
| 1996 |
+8.40%
|
-2.89% |
+8.27%
|
-2.11% |
| 1995 |
+20.10%
|
-0.83% |
+27.44%
|
0.00% |
| 1994 |
-1.91%
|
-6.44% |
-3.28%
|
-6.83% |
| 1993 |
+18.40%
|
-1.79% |
+12.02%
|
-1.98% |
| 1992 |
+9.26%
|
-1.70% |
+6.76%
|
-2.23% |
| 1991 |
+19.48%
|
-3.59% |
+17.98%
|
-1.86% |
| 1990 |
-6.46%
|
-11.99% |
+3.85%
|
-5.51% |
| 1989 |
+18.70%
|
-1.68% |
+20.45%
|
-1.14% |
| 1988 |
+17.54%
|
-1.71% |
+10.59%
|
-1.93% |
| 1987 |
+9.10%
|
-17.06% |
+3.47%
|
-8.78% |
| 1986 |
+29.42%
|
-4.06% |
+20.56%
|
-3.75% |
| 1985 |
+35.92%
|
-1.27% |
+28.68%
|
-2.13% |
| 1984 |
+8.33%
|
-6.36% |
+8.03%
|
-6.61% |
| 1983 |
+19.04%
|
-2.19% |
+7.06%
|
-3.16% |
| 1982 |
+20.34%
|
-5.31% |
+31.65%
|
-3.13% |
| 1981 |
+5.26%
|
-7.35% |
-3.74%
|
-11.76% |
| 1980 |
+16.99%
|
-10.06% |
+10.35%
|
-10.89% |
| 1979 |
+12.42%
|
-7.65% |
+19.26%
|
-6.57% |
| 1978 |
+14.64%
|
-7.08% |
+7.24%
|
-3.43% |
| 1977 |
+8.65%
|
-2.11% |
+2.14%
|
-2.83% |
| 1976 |
+18.42%
|
-2.41% |
+15.78%
|
-1.12% |
| 1975 |
+27.95%
|
-7.97% |
+12.93%
|
-5.16% |
