Data Source: from March 2010 to February 2024 (~14 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 08 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Mar 08 2024
3.73%
Current Month
March 2024
The Ray Dalio All Weather Portfolio 2x Leveraged is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 37.5% on the Stock Market and for 7.5% on Commodities.
In the last 10 Years, the Ray Dalio All Weather Portfolio 2x Leveraged obtained a 7.35% compound annual return, with a 17.72% standard deviation.
Table of contents
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Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:
37.5% Stocks
55% Fixed Income
7.5% Commodities
The Ray Dalio All Weather Portfolio 2x Leveraged can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 30.00 | SSO | USD | 2x, Equity, U.S., Large Cap | |
| 7.50 | DIG | USD | 2x, Equity, U.S., Value | |
| 40.00 | UBT | USD | ProShares Ultra 20+ Year Treasury | 2x, Bond, U.S., Long-Term |
| 15.00 | UST | USD | ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term |
| 7.50 | UGL | USD | ProShares Ultra Gold | 2x, Commodity, Gold |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Feb 29, 2024
The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Consolidated returns as of 29 February 2024
Live Update: Mar 08 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 29, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2024 | 1M | 6M | 1Y | 5Y | 10Y | MAX (~14Y) | |||
| Ray Dalio All Weather Portfolio 2x Leveraged | -0.29 | 3.73 | 0.69 | 4.45 | 9.07 | 6.87 | 7.35 | 11.14 | |||
| US Inflation Adjusted return | 0.69 | 3.27 | 6.19 | 2.66 | 4.45 | 8.36 | |||||
| Components | |||||||||||
SSO | USD | -1.21 | Mar 08 2024 | 1.31 | 9.90 | 24.01 | 56.00 | 21.19 | 19.42 | 22.29 | |
DIG | USD | 0.66 | Mar 08 2024 | 4.69 | 5.50 | -8.46 | 0.25 | 2.48 | -6.10 | 0.87 | |
UBT | USD | ProShares Ultra 20+ Year Treasury | -0.33 | Mar 08 2024 | 3.77 | -4.91 | -6.43 | -16.39 | -10.64 | -2.45 | 1.81 |
UST | USD | ProShares Ultra 7-10 Year Treasury | 0.20 | Mar 08 2024 | 3.24 | -6.17 | -1.99 | -4.83 | -3.91 | -0.58 | 2.38 |
UGL | USD | ProShares Ultra Gold | 1.66 | Mar 08 2024 | 13.24 | 0.11 | 5.42 | 12.79 | 9.78 | 2.22 | 2.13 |
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%
Live update: World Markets and Indexes
In 2023, the Ray Dalio All Weather Portfolio 2x Leveraged granted a 1.97% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Dividend Yield page.
Capital Growth as of Feb 29, 2024
An investment of 1$, since March 2014, now would be worth 2.03$, with a total return of 103.26% (7.35% annualized).
The Inflation Adjusted Capital now would be 1.55$, with a net total return of 54.60% (4.45% annualized).
An investment of 1$, since March 2010, now would be worth 4.39$, with a total return of 338.60% (11.14% annualized).
The Inflation Adjusted Capital now would be 3.08$, with a net total return of 207.73% (8.36% annualized).
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Portfolio Metrics as of Feb 29, 2024
Metrics of Ray Dalio All Weather Portfolio 2x Leveraged, updated as of 29 February 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Advanced Metrics
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
Swipe left to see all data
| Metrics as of Feb 29, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX (~14Y) | |
| Investment Return (%) | 0.69 | 8.91 | 4.45 | 9.07 | -0.58 | 6.87 | 7.35 | 11.14 |
| Infl. Adjusted Return (%) details | 0.69 | 8.32 | 3.27 | 6.19 | -5.78 | 2.66 | 4.45 | 8.36 |
| US Inflation (%) | 0.00 | 0.54 | 1.14 | 2.71 | 5.52 | 4.10 | 2.77 | 2.56 |
| Pending updates, the monthly inflation after Jan 2024 is set at 0%.Returns / Inflation rates over 1 year are annualized. | ||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -19.69 | -37.02 | -37.02 | -37.02 | -37.02 | |||
| Start to Recovery (# months) details | 8 | 26* | 26* | 26* | 26* | |||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 6 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 4 | 4 | 4 | 4 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 6 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 4 | 4 | 4 | 4 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | |||
| Longest negative period (# months) details | 10* | 36* | 52 | 52 | 52 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 03 | 2019 07 | 2019 07 | 2019 07 | |||
| Period End (yyyy mm) | 2024 02 | 2024 02 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -0.02 | -0.58 | -0.45 | -0.45 | -0.45 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -20.87 | -42.49 | -42.49 | -42.49 | -42.49 | |||
| Start to Recovery (# months) details | 10* | 26* | 26* | 26* | 26* | |||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 6 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 4 | 4 | 4 | 4 | 4 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 6 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 4 | 4 | 4 | 4 | 4 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest negative period (# months) details | 11* | 36* | 56 | 105 | 105 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 03 | 2019 03 | 2015 02 | 2015 02 | |||
| Period End (yyyy mm) | 2024 02 | 2024 02 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -1.42 | -5.78 | -1.72 | -0.65 | -0.65 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 23.79 | 25.23 | 21.65 | 17.72 | 16.00 | |||
| Sharpe Ratio | 0.16 | -0.12 | 0.23 | 0.35 | 0.45 | |||
| Sortino Ratio | 0.25 | -0.16 | 0.32 | 0.48 | 0.60 | |||
| Ulcer Index | 7.38 | 20.28 | 15.95 | 12.43 | 10.62 | |||
| Ratio: Return / Standard Deviation | 0.38 | -0.02 | 0.32 | 0.41 | 0.70 | |||
| Ratio: Return / Deepest Drawdown | 0.46 | -0.02 | 0.19 | 0.20 | 0.30 | |||
| % Positive Months details | 58% | 52% | 58% | 60% | 64% | |||
| Positive Months | 7 | 19 | 35 | 72 | 109 | |||
| Negative Months | 5 | 17 | 25 | 48 | 59 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 7.35 | 15.67 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.98 | |||||||
| Best 10 Years Return (%) - Annualized | 4.45 | 13.70 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.11 | |||||||
ROLLING PERIODS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 34.09 | 24.32 | 15.78 | 7.35 | ||||
| Worst Rolling Return (%) - Annualized | -29.60 | -6.30 | 3.14 | |||||
| % Positive Periods | 71% | 85% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.77 | 28.89 | 19.95 | 14.27 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 5.04 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 31.05 | 20.09 | 12.45 | 4.45 | ||||
| Worst Rolling Return (%) - Annualized | -34.44 | -11.37 | -0.69 | |||||
| % Positive Periods | 69% | 76% | 95% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.77 | 28.89 | 19.95 | 14.27 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 5.04 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Over all the available data source (Mar 2010 - Feb 2024) | ||||||||
| Best Rolling Return (%) - Annualized | 40.90 | 24.32 | 22.37 | 15.67 | ||||
| Worst Rolling Return (%) - Annualized | -29.60 | -6.30 | 3.14 | 5.98 | ||||
| % Positive Periods | 78% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.77 | 28.89 | 19.95 | 14.27 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 4.02 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 38.35 | 20.88 | 20.43 | 13.70 | ||||
| Worst Rolling Return (%) - Annualized | -34.44 | -11.37 | -0.69 | 3.11 | ||||
| % Positive Periods | 76% | 84% | 97% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.77 | 28.89 | 19.95 | 14.27 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 4.02 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation. - Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
The first official book of
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
| Asset | SSO | DIG | UBT | UST | UGL |
|---|---|---|---|---|---|
SSO | - | 0.28 | 0.78 | 0.56 | 0.19 |
DIG | 0.28 | - | 0.01 | -0.10 | -0.25 |
UBT | 0.78 | 0.01 | - | 0.92 | 0.33 |
UST | 0.56 | -0.10 | 0.92 | - | 0.43 |
UGL | 0.19 | -0.25 | 0.33 | 0.43 | - |
| Asset | SSO | DIG | UBT | UST | UGL |
|---|---|---|---|---|---|
SSO | - | 0.62 | 0.19 | 0.20 | 0.23 |
DIG | 0.62 | - | -0.26 | -0.23 | -0.09 |
UBT | 0.19 | -0.26 | - | 0.92 | 0.40 |
UST | 0.20 | -0.23 | 0.92 | - | 0.41 |
UGL | 0.23 | -0.09 | 0.40 | 0.41 | - |
| Asset | SSO | DIG | UBT | UST | UGL |
|---|---|---|---|---|---|
SSO | - | 0.62 | 0.07 | 0.06 | 0.08 |
DIG | 0.62 | - | -0.27 | -0.27 | -0.06 |
UBT | 0.07 | -0.27 | - | 0.93 | 0.42 |
UST | 0.06 | -0.27 | 0.93 | - | 0.44 |
UGL | 0.08 | -0.06 | 0.42 | 0.44 | - |
| Asset | SSO | DIG | UBT | UST | UGL |
|---|---|---|---|---|---|
SSO | - | 0.67 | -0.14 | -0.10 | 0.09 |
DIG | 0.67 | - | -0.36 | -0.32 | 0.01 |
UBT | -0.14 | -0.36 | - | 0.91 | 0.28 |
UST | -0.10 | -0.32 | 0.91 | - | 0.35 |
UGL | 0.09 | 0.01 | 0.28 | 0.35 | - |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -37.02% | Jan 2022 | Oct 2023 | 22 | in progress | 4 | 26 | 23.73 |
| -15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 | 9.49 |
| -14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 | 7.18 |
| -11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 | 6.50 |
| -10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 | 5.07 |
| -4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.51 |
| -4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.52 |
| -3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 2.16 |
| -1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 | 1.07 |
| -1.45% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 0.83 |
| -0.49% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 0.28 |
| -0.43% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 0.25 |
Swipe left to see all data
Drawdown (DD) | Occurrencies (EOM) | Drawdown (DD) | |||||
|---|---|---|---|---|---|---|---|
| Range | #Num | Every (Avg) | Frequency | Cumulative | Frequency | ||
| All Time High (DD=0%) | 31 | 3.9 Months | 25.62% | DD = 0% | 25.62% | ||
| 0% < DD <= -5% | 35 | 3.5 Months | 28.93% | DD <= -5% | 54.55% | ||
| -5% < DD <= -10% | 18 | 6.7 Months | 14.88% | DD <= -10% | 69.42% | ||
| -10% < DD <= -15% | 12 | 10.1 Months | 9.92% | DD <= -15% | 79.34% | ||
| -15% < DD <= -20% | 5 | 24.2 Months | 4.13% | DD <= -20% | 83.47% | ||
| -20% < DD <= -25% | 11 | 11.0 Months | 9.09% | DD <= -25% | 92.56% | ||
| -25% < DD <= -30% | 5 | 24.2 Months | 4.13% | DD <= -30% | 96.69% | ||
| -30% < DD <= -35% | 2 | 60.5 Months | 1.65% | DD <= -35% | 98.35% | ||
| -35% < DD <= -40% | 2 | 60.5 Months | 1.65% | DD <= -40% | 100.00% | ||
| -40% < DD <= -45% | 0 | - | 0.00% | DD <= -45% | 100.00% | ||
| -45% < DD <= -50% | 0 | - | 0.00% | DD <= -50% | 100.00% | ||
| -50% < DD <= -55% | 0 | - | 0.00% | DD <= -55% | 100.00% | ||
| -55% < DD <= -60% | 0 | - | 0.00% | DD <= -60% | 100.00% | ||
| -60% < DD <= -65% | 0 | - | 0.00% | DD <= -65% | 100.00% | ||
| -65% < DD <= -70% | 0 | - | 0.00% | DD <= -70% | 100.00% | ||
| -70% < DD <= -100% | 0 | - | 0.00% | DD <= -100% | 100.00% | ||
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -42.49% | Jan 2022 | Oct 2023 | 22 | in progress | 4 | 26 | 28.37 |
| -16.38% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 | 10.42 |
| -14.69% | Aug 2016 | Nov 2016 | 4 | Dec 2017 | 13 | 17 | 7.93 |
| -13.27% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 6.74 |
| -10.78% | Aug 2020 | Oct 2020 | 3 | Jun 2021 | 8 | 11 | 5.98 |
| -4.77% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.51 |
| -4.75% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.74 |
| -3.33% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 1.92 |
| -2.12% | Sep 2019 | Oct 2019 | 2 | Jan 2020 | 3 | 5 | 1.40 |
| -1.56% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 0.90 |
| -1.27% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 0.73 |
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Drawdown (DD) | Occurrencies (EOM) | Drawdown (DD) | |||||
|---|---|---|---|---|---|---|---|
| Range | #Num | Every (Avg) | Frequency | Cumulative | Frequency | ||
| All Time High (DD=0%) | 27 | 4.5 Months | 22.31% | DD = 0% | 22.31% | ||
| 0% < DD <= -5% | 31 | 3.9 Months | 25.62% | DD <= -5% | 47.93% | ||
| -5% < DD <= -10% | 24 | 5.0 Months | 19.83% | DD <= -10% | 67.77% | ||
| -10% < DD <= -15% | 13 | 9.3 Months | 10.74% | DD <= -15% | 78.51% | ||
| -15% < DD <= -20% | 4 | 30.3 Months | 3.31% | DD <= -20% | 81.82% | ||
| -20% < DD <= -25% | 2 | 60.5 Months | 1.65% | DD <= -25% | 83.47% | ||
| -25% < DD <= -30% | 10 | 12.1 Months | 8.26% | DD <= -30% | 91.74% | ||
| -30% < DD <= -35% | 7 | 17.3 Months | 5.79% | DD <= -35% | 97.52% | ||
| -35% < DD <= -40% | 2 | 60.5 Months | 1.65% | DD <= -40% | 99.17% | ||
| -40% < DD <= -45% | 1 | 121.0 Months | 0.83% | DD <= -45% | 100.00% | ||
| -45% < DD <= -50% | 0 | - | 0.00% | DD <= -50% | 100.00% | ||
| -50% < DD <= -55% | 0 | - | 0.00% | DD <= -55% | 100.00% | ||
| -55% < DD <= -60% | 0 | - | 0.00% | DD <= -60% | 100.00% | ||
| -60% < DD <= -65% | 0 | - | 0.00% | DD <= -65% | 100.00% | ||
| -65% < DD <= -70% | 0 | - | 0.00% | DD <= -70% | 100.00% | ||
| -70% < DD <= -100% | 0 | - | 0.00% | DD <= -100% | 100.00% | ||
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -37.02% | Jan 2022 | Oct 2023 | 22 | in progress | 4 | 26 | 23.73 |
| -15.40% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 | 9.49 |
| -14.01% | Aug 2016 | Nov 2016 | 4 | Nov 2017 | 12 | 16 | 7.18 |
| -11.91% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 | 6.50 |
| -10.15% | Aug 2020 | Oct 2020 | 3 | May 2021 | 7 | 10 | 5.07 |
| -9.99% | May 2013 | Jun 2013 | 2 | Jan 2014 | 7 | 9 | 5.59 |
| -4.76% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.51 |
| -4.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.52 |
| -3.82% | Jun 2011 | Jun 2011 | 1 | Jul 2011 | 1 | 2 | 2.20 |
| -3.74% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 2.16 |
| -3.39% | Oct 2012 | Dec 2012 | 3 | Mar 2013 | 3 | 6 | 2.04 |
| -2.17% | Mar 2012 | Mar 2012 | 1 | Apr 2012 | 1 | 2 | 1.25 |
| -2.00% | May 2010 | May 2010 | 1 | Jun 2010 | 1 | 2 | 1.15 |
| -1.91% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 | 1.07 |
| -1.73% | Oct 2010 | Nov 2010 | 2 | Feb 2011 | 3 | 5 | 0.88 |
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Drawdown (DD) | Occurrencies (EOM) | Drawdown (DD) | |||||
|---|---|---|---|---|---|---|---|
| Range | #Num | Every (Avg) | Frequency | Cumulative | Frequency | ||
| All Time High (DD=0%) | 59 | 2.9 Months | 34.91% | DD = 0% | 34.91% | ||
| 0% < DD <= -5% | 51 | 3.3 Months | 30.18% | DD <= -5% | 65.09% | ||
| -5% < DD <= -10% | 22 | 7.7 Months | 13.02% | DD <= -10% | 78.11% | ||
| -10% < DD <= -15% | 12 | 14.1 Months | 7.10% | DD <= -15% | 85.21% | ||
| -15% < DD <= -20% | 5 | 33.8 Months | 2.96% | DD <= -20% | 88.17% | ||
| -20% < DD <= -25% | 11 | 15.4 Months | 6.51% | DD <= -25% | 94.67% | ||
| -25% < DD <= -30% | 5 | 33.8 Months | 2.96% | DD <= -30% | 97.63% | ||
| -30% < DD <= -35% | 2 | 84.5 Months | 1.18% | DD <= -35% | 98.82% | ||
| -35% < DD <= -40% | 2 | 84.5 Months | 1.18% | DD <= -40% | 100.00% | ||
| -40% < DD <= -45% | 0 | - | 0.00% | DD <= -45% | 100.00% | ||
| -45% < DD <= -50% | 0 | - | 0.00% | DD <= -50% | 100.00% | ||
| -50% < DD <= -55% | 0 | - | 0.00% | DD <= -55% | 100.00% | ||
| -55% < DD <= -60% | 0 | - | 0.00% | DD <= -60% | 100.00% | ||
| -60% < DD <= -65% | 0 | - | 0.00% | DD <= -65% | 100.00% | ||
| -65% < DD <= -70% | 0 | - | 0.00% | DD <= -70% | 100.00% | ||
| -70% < DD <= -100% | 0 | - | 0.00% | DD <= -100% | 100.00% | ||
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -42.49% | Jan 2022 | Oct 2023 | 22 | in progress | 4 | 26 | 28.37 |
| -16.38% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 | 10.42 |
| -14.69% | Aug 2016 | Nov 2016 | 4 | Dec 2017 | 13 | 17 | 7.93 |
| -13.27% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 6.74 |
| -10.78% | Aug 2020 | Oct 2020 | 3 | Jun 2021 | 8 | 11 | 5.98 |
| -10.49% | May 2013 | Aug 2013 | 4 | Jan 2014 | 5 | 9 | 5.98 |
| -4.77% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.51 |
| -4.75% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.74 |
| -3.82% | Jun 2011 | Jun 2011 | 1 | Jul 2011 | 1 | 2 | 2.20 |
| -3.47% | Oct 2012 | Dec 2012 | 3 | Mar 2013 | 3 | 6 | 2.26 |
| -3.33% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 1.92 |
| -2.37% | Mar 2012 | Mar 2012 | 1 | Apr 2012 | 1 | 2 | 1.37 |
| -2.32% | Oct 2010 | Nov 2010 | 2 | Feb 2011 | 3 | 5 | 1.48 |
| -2.12% | Sep 2019 | Oct 2019 | 2 | Jan 2020 | 3 | 5 | 1.40 |
| -1.94% | May 2010 | May 2010 | 1 | Jun 2010 | 1 | 2 | 1.12 |
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Drawdown (DD) | Occurrencies (EOM) | Drawdown (DD) | |||||
|---|---|---|---|---|---|---|---|
| Range | #Num | Every (Avg) | Frequency | Cumulative | Frequency | ||
| All Time High (DD=0%) | 54 | 3.1 Months | 31.95% | DD = 0% | 31.95% | ||
| 0% < DD <= -5% | 48 | 3.5 Months | 28.40% | DD <= -5% | 60.36% | ||
| -5% < DD <= -10% | 26 | 6.5 Months | 15.38% | DD <= -10% | 75.74% | ||
| -10% < DD <= -15% | 15 | 11.3 Months | 8.88% | DD <= -15% | 84.62% | ||
| -15% < DD <= -20% | 4 | 42.3 Months | 2.37% | DD <= -20% | 86.98% | ||
| -20% < DD <= -25% | 2 | 84.5 Months | 1.18% | DD <= -25% | 88.17% | ||
| -25% < DD <= -30% | 10 | 16.9 Months | 5.92% | DD <= -30% | 94.08% | ||
| -30% < DD <= -35% | 7 | 24.1 Months | 4.14% | DD <= -35% | 98.22% | ||
| -35% < DD <= -40% | 2 | 84.5 Months | 1.18% | DD <= -40% | 99.41% | ||
| -40% < DD <= -45% | 1 | 169.0 Months | 0.59% | DD <= -45% | 100.00% | ||
| -45% < DD <= -50% | 0 | - | 0.00% | DD <= -50% | 100.00% | ||
| -50% < DD <= -55% | 0 | - | 0.00% | DD <= -55% | 100.00% | ||
| -55% < DD <= -60% | 0 | - | 0.00% | DD <= -60% | 100.00% | ||
| -60% < DD <= -65% | 0 | - | 0.00% | DD <= -65% | 100.00% | ||
| -65% < DD <= -70% | 0 | - | 0.00% | DD <= -70% | 100.00% | ||
| -70% < DD <= -100% | 0 | - | 0.00% | DD <= -100% | 100.00% | ||
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
Inflation Adjusted:
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -29.60 | 01/2022 12/2022 | 0.70$ | -6.37 | 0.93$ | 8.18 | 1.08$ | 20.81 | 1.20$ | 34.09 | 01/2019 12/2019 | 1.34$ | 9.07 | 28.44% |
| 2Y | -19.92 | 11/2021 10/2023 | 0.64$ | -4.76 | 0.90$ | 8.81 | 1.18$ | 18.24 | 1.39$ | 26.68 | 01/2019 12/2020 | 1.60$ | -9.16 | 22.68% |
| 3Y | -6.30 | 11/2020 10/2023 | 0.82$ | 0.29 | 1.00$ | 8.05 | 1.26$ | 14.85 | 1.51$ | 24.32 | 01/2019 12/2021 | 1.92$ | -0.58 | 14.12% |
| 5Y | 3.14 | 10/2017 09/2022 | 1.16$ | 5.94 | 1.33$ | 8.95 | 1.53$ | 13.21 | 1.85$ | 15.78 | 01/2017 12/2021 | 2.08$ | 6.87 | 0.00% |
| 7Y | 3.12 | 10/2016 09/2023 | 1.24$ | 5.74 | 1.47$ | 7.84 | 1.69$ | 11.14 | 2.09$ | 12.08 | 11/2014 10/2021 | 2.22$ | 6.37 | 0.00% |
| 10Y | 7.35 | 03/2014 02/2024 | 2.03$ | 7.35 | 2.03$ | 7.35 | 2.03$ | 7.35 | 2.03$ | 7.35 | 03/2014 02/2024 | 2.03$ | 7.35 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -34.44 | 11/2021 10/2022 | 0.65$ | -10.32 | 0.89$ | 4.87 | 1.04$ | 19.40 | 1.19$ | 31.05 | 01/2019 12/2019 | 1.31$ | 6.19 | 30.28% |
| 2Y | -24.08 | 11/2021 10/2023 | 0.57$ | -10.72 | 0.79$ | 7.07 | 1.14$ | 15.07 | 1.32$ | 24.43 | 01/2019 12/2020 | 1.54$ | -12.93 | 27.84% |
| 3Y | -11.37 | 11/2020 10/2023 | 0.69$ | -5.01 | 0.85$ | 6.26 | 1.19$ | 12.64 | 1.42$ | 20.09 | 11/2018 10/2021 | 1.73$ | -5.78 | 23.53% |
| 5Y | -0.69 | 10/2018 09/2023 | 0.96$ | 2.03 | 1.10$ | 6.94 | 1.39$ | 10.36 | 1.63$ | 12.45 | 01/2017 12/2021 | 1.79$ | 2.66 | 4.92% |
| 7Y | -0.39 | 10/2016 09/2023 | 0.97$ | 2.45 | 1.18$ | 4.79 | 1.38$ | 8.91 | 1.81$ | 9.80 | 08/2014 07/2021 | 1.92$ | 2.81 | 5.41% |
| 10Y | 4.45 | 03/2014 02/2024 | 1.54$ | 4.45 | 1.54$ | 4.45 | 1.54$ | 4.45 | 1.54$ | 4.45 | 03/2014 02/2024 | 1.54$ | 4.45 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -29.60 | 01/2022 12/2022 | 0.70$ | -3.24 | 0.96$ | 11.23 | 1.11$ | 28.30 | 1.28$ | 40.90 | 02/2011 01/2012 | 1.40$ | 9.07 | 21.02% |
| 2Y | -19.92 | 11/2021 10/2023 | 0.64$ | -1.04 | 0.97$ | 12.28 | 1.26$ | 19.99 | 1.43$ | 31.21 | 03/2010 02/2012 | 1.72$ | -9.16 | 15.17% |
| 3Y | -6.30 | 11/2020 10/2023 | 0.82$ | 3.61 | 1.11$ | 11.32 | 1.37$ | 18.37 | 1.65$ | 24.32 | 01/2019 12/2021 | 1.92$ | -0.58 | 9.02% |
| 5Y | 3.14 | 10/2017 09/2022 | 1.16$ | 6.87 | 1.39$ | 10.60 | 1.65$ | 15.30 | 2.03$ | 22.37 | 03/2010 02/2015 | 2.74$ | 6.87 | 0.00% |
| 7Y | 3.12 | 10/2016 09/2023 | 1.24$ | 6.89 | 1.59$ | 11.07 | 2.08$ | 13.93 | 2.49$ | 16.12 | 03/2010 02/2017 | 2.84$ | 6.37 | 0.00% |
| 10Y | 5.98 | 11/2013 10/2023 | 1.78$ | 7.76 | 2.11$ | 12.04 | 3.11$ | 14.39 | 3.83$ | 15.67 | 08/2010 07/2020 | 4.28$ | 7.35 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -34.44 | 11/2021 10/2022 | 0.65$ | -5.62 | 0.94$ | 8.35 | 1.08$ | 25.74 | 1.25$ | 38.35 | 02/2014 01/2015 | 1.38$ | 6.19 | 23.57% |
| 2Y | -24.08 | 11/2021 10/2023 | 0.57$ | -3.75 | 0.92$ | 10.26 | 1.21$ | 18.04 | 1.39$ | 28.00 | 03/2010 02/2012 | 1.63$ | -12.93 | 18.62% |
| 3Y | -11.37 | 11/2020 10/2023 | 0.69$ | -0.48 | 0.98$ | 9.58 | 1.31$ | 16.25 | 1.57$ | 20.88 | 04/2010 03/2013 | 1.76$ | -5.78 | 15.04% |
| 5Y | -0.69 | 10/2018 09/2023 | 0.96$ | 2.66 | 1.14$ | 8.82 | 1.52$ | 13.45 | 1.87$ | 20.43 | 03/2010 02/2015 | 2.53$ | 2.66 | 2.75% |
| 7Y | -0.39 | 10/2016 09/2023 | 0.97$ | 3.33 | 1.25$ | 9.04 | 1.83$ | 11.97 | 2.20$ | 14.21 | 03/2010 02/2017 | 2.53$ | 2.81 | 2.35% |
| 10Y | 3.11 | 11/2013 10/2023 | 1.35$ | 5.05 | 1.63$ | 9.50 | 2.47$ | 12.38 | 3.21$ | 13.70 | 08/2010 07/2020 | 3.61$ | 4.45 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns page.
Seasonality
In which months is it better to invest in Ray Dalio All Weather Portfolio 2x Leveraged?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the
page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.58 | -1.68 | 1.55 | 0.42 | 0.12 | 0.94 | 4.53 | -0.64 | -7.01 | 1.44 | 6.16 | 1.61 |
| Best | 11.6 2023 | 0.9 2020 | 7.7 2023 | 7.4 2020 | 2.9 2021 | 7.7 2019 | 9.8 2022 | 8.3 2019 | -1.9 2019 | 9.6 2021 | 14.3 2023 | 10.2 2023 |
| Worst | -4.1 2022 | -8.5 2023 | -3.7 2020 | -13.2 2022 | -4.5 2023 | -12.4 2022 | 0.6 2019 | -6.1 2022 | -15.6 2022 | -6.2 2023 | -0.4 2021 | -6.8 2022 |
Monthly Seasonality over the period Apr 2010 - Feb 2024
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 2.85 | -1.00 | 1.24 | 0.58 | 0.75 | 1.07 | 3.01 | 0.28 | -4.40 | 0.16 | 3.18 | 0.97 |
| Best | 11.6 2023 | 4.4 2016 | 7.7 2023 | 7.4 2020 | 3.8 2014 | 8.6 2016 | 9.8 2022 | 8.3 2019 | -0.6 2016 | 9.6 2021 | 14.3 2023 | 10.2 2023 |
| Worst | -4.1 2022 | -8.5 2023 | -3.7 2020 | -13.2 2022 | -4.5 2023 | -12.4 2022 | -1.4 2014 | -6.1 2022 | -15.6 2022 | -9.1 2018 | -5.7 2016 | -6.8 2022 |
Monthly Seasonality over the period Apr 2010 - Feb 2024
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 2.64 | 0.13 | 1.08 | 1.70 | 0.23 | 0.36 | 3.27 | 0.93 | -2.19 | 0.37 | 2.44 | 0.93 |
| Best | 11.6 2023 | 5.3 2011 | 7.7 2023 | 7.4 2020 | 3.8 2014 | 8.6 2016 | 9.8 2022 | 8.3 2019 | 5.8 2011 | 9.6 2021 | 14.3 2023 | 10.2 2023 |
| Worst | -4.1 2022 | -8.5 2023 | -3.7 2020 | -13.2 2022 | -4.5 2013 | -12.4 2022 | -1.4 2014 | -6.1 2022 | -15.6 2022 | -9.1 2018 | -5.7 2016 | -6.8 2022 |
Monthly Seasonality over the period Apr 2010 - Feb 2024
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Ray Dalio All Weather Portfolio 2x Leveraged over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
72 Positive Months (60%) - 48 Negative Months (40%)
109 Positive Months (65%) - 59 Negative Months (35%)
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(Scroll down to see all data)
Portfolio efficiency
The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
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Allocation | 10 Years Stats (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Stocks | Bonds | Comm | Return▾ | Std.Dev | Drawdown | Ulcer Index | ||
| Technology | 100 | 0 | 0 | +18.10 | 18.36 | -32.58 | 9.41 | |||
| Cape US Sector Value | Robert Shiller | 100 | 0 | 0 | +14.01 | 15.76 | -21.00 | 5.41 | ||
| US Stocks Quality | 100 | 0 | 0 | +12.77 | 15.43 | -27.78 | 7.15 | |||
| US Stocks Momentum | 100 | 0 | 0 | +12.68 | 15.71 | -30.16 | 10.57 | |||
| US Stocks | 100 | 0 | 0 | +11.96 | 15.49 | -24.81 | 6.94 | |||
| Warren Buffett Portfolio | Warren Buffett | 90 | 10 | 0 | +11.45 | 13.68 | -23.08 | 6.29 | ||
| Stocks/Bonds 60/40 with Bitcoin | 59 | 39 | 2 | +11.08 | 11.18 | -21.45 | 5.92 | |||
| Dedalo Three | Dedalo Invest | 100 | 0 | 0 | +10.93 | 15.22 | -25.03 | 7.00 | ||
| US Stocks Minimum Volatility | 100 | 0 | 0 | +10.62 | 12.06 | -19.06 | 4.91 | |||
| Stocks/Bonds 80/20 Momentum | 80 | 20 | 0 | +10.50 | 12.97 | -27.23 | 9.46 | |||
| US Stocks Equal Weight | 100 | 0 | 0 | +10.23 | 16.49 | -26.65 | 6.21 | |||
| US Stocks Value | 100 | 0 | 0 | +10.17 | 15.48 | -26.06 | 5.82 | |||
| US Stocks ESG | 100 | 0 | 0 | +10.09 | 16.04 | -27.79 | 8.48 | |||
| Stocks/Bonds 80/20 | 80 | 20 | 0 | +9.93 | 12.76 | -22.75 | 6.31 | |||
| Simple Path to Wealth | JL Collins | 75 | 25 | 0 | +9.41 | 12.09 | -22.24 | 6.17 | ||
| Dedalo Four | Dedalo Invest | 80 | 20 | 0 | +9.22 | 12.51 | -22.61 | 6.24 | ||
| Stocks/Bonds 40/60 with Bitcoin | 39 | 59 | 2 | +9.01 | 8.96 | -19.39 | 5.49 | |||
| Golden Butterfly with Bitcoin | 40 | 40 | 20 | +8.72 | 9.54 | -18.74 | 5.05 | |||
| Second Grader's Starter | Paul Farrell | 90 | 10 | 0 | +8.69 | 13.52 | -24.21 | 6.74 | ||
| All Country World Stocks | 100 | 0 | 0 | +8.47 | 14.83 | -25.52 | 7.38 | |||
| Edge Select Aggressive | Merrill Lynch | 84 | 16 | 0 | +8.46 | 12.85 | -23.81 | 6.57 | ||
| Sheltered Sam 100/0 | Bill Bernstein | 97 | 0 | 3 | +8.31 | 14.83 | -25.40 | 6.46 | ||
| Stocks/Bonds 60/40 Momentum | 60 | 40 | 0 | +8.28 | 10.33 | -24.21 | 8.34 | |||
| Permanent Portfolio with Bitcoin | Harry Browne | 25 | 50 | 25 | +8.16 | 8.43 | -16.88 | 4.77 | ||
| All Weather Portfolio with Bitcoin | Ray Dalio | 30 | 55 | 15 | +8.11 | 9.46 | -21.81 | 7.02 | ||
| Desert Portfolio with Bitcoin | Gyroscopic Investing | 30 | 60 | 10 | +8.11 | 7.22 | -15.73 | 4.11 | ||
| Stocks/Bonds 40/60 2x Leveraged | 40 | 60 | 0 | +8.05 | 14.62 | -36.46 | 12.43 | |||
| Robo Advisor 100 | Betterment | 100 | 0 | 0 | +7.91 | 14.88 | -24.17 | 7.14 | ||
| Dedalo Eleven | Dedalo Invest | 80 | 20 | 0 | +7.90 | 12.42 | -23.40 | 6.61 | ||
| Shield Strategy | Aim Ways | 42 | 38 | 20 | +7.87 | 8.92 | -19.36 | 4.84 | ||
| Stocks/Bonds 60/40 | 60 | 40 | 0 | +7.85 | 10.15 | -20.69 | 5.77 | |||
| Core Four | Rick Ferri | 80 | 20 | 0 | +7.70 | 12.20 | -23.46 | 6.58 | ||
| Four Funds | Bogleheads | 80 | 20 | 0 | +7.70 | 12.26 | -23.20 | 6.41 | ||
| Three Funds | Bogleheads | 80 | 20 | 0 | +7.67 | 12.20 | -23.18 | 6.42 | ||
| Sheltered Sam 90/10 | Bill Bernstein | 87.3 | 10 | 2.7 | +7.64 | 13.39 | -22.65 | 5.94 | ||
| LifeStrategy Growth Fund | Vanguard | 80 | 20 | 0 | +7.56 | 12.16 | -23.11 | 6.41 | ||
| Edge Select Moderately Aggressive | Merrill Lynch | 69 | 31 | 0 | +7.43 | 11.12 | -22.31 | 6.08 | ||
| Robo Advisor 90 | Betterment | 90.1 | 9.9 | 0 | +7.37 | 13.76 | -23.36 | 6.83 | ||
| All Weather Portfolio 2x Leveraged | Ray Dalio | 37.5 | 55 | 7.5 | +7.35 | 17.72 | -37.02 | 12.43 | ||
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 10 Years.
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Allocation | 10 Years Stats (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Stocks | Bonds | Comm | Return▾ | Std.Dev | Drawdown | Ulcer Index | ||
| US Stocks | 100 | 0 | 0 | +11.96 | 15.49 | -24.81 | 6.94 | |||
| Stocks/Bonds 60/40 | 60 | 40 | 0 | +7.85 | 10.15 | -20.69 | 5.77 | |||
| Core Four | Rick Ferri | 80 | 20 | 0 | +7.70 | 12.20 | -23.46 | 6.58 | ||
| Three Funds | Bogleheads | 80 | 20 | 0 | +7.67 | 12.20 | -23.18 | 6.42 | ||
| All Weather Portfolio 2x Leveraged | Ray Dalio | 37.5 | 55 | 7.5 | +7.35 | 17.72 | -37.02 | 12.43 | ||
| Couch Potato | Scott Burns | 50 | 50 | 0 | +6.96 | 9.22 | -19.77 | 5.48 | ||
| Yale Endowment | David Swensen | 70 | 30 | 0 | +6.31 | 10.90 | -22.63 | 6.58 | ||
| Coffeehouse | Bill Schultheis | 60 | 40 | 0 | +5.70 | 10.26 | -19.65 | 5.78 | ||
| Golden Butterfly | Tyler | 40 | 40 | 20 | +5.42 | 8.37 | -17.79 | 4.90 | ||
| Pinwheel | 65 | 25 | 10 | +5.40 | 10.11 | -19.49 | 5.41 | |||
| Ideal Index | Frank Armstrong | 70 | 30 | 0 | +5.35 | 10.39 | -18.25 | 5.34 | ||
| Weird Portfolio | Value Stock Geek | 60 | 20 | 20 | +5.03 | 11.37 | -24.18 | 7.43 | ||
| Permanent Portfolio | Harry Browne | 25 | 50 | 25 | +4.86 | 7.25 | -15.92 | 4.70 | ||
| All Weather Portfolio | Ray Dalio | 30 | 55 | 15 | +4.82 | 8.27 | -20.58 | 6.83 | ||
| Desert Portfolio | Gyroscopic Investing | 30 | 60 | 10 | +4.76 | 5.78 | -14.72 | 3.85 | ||
| Ivy Portfolio | Mebane Faber | 60 | 20 | 20 | +4.65 | 11.53 | -21.77 | 6.58 | ||
| 7Twelve Portfolio | Craig Israelsen | 50 | 33.3 | 16.7 | +3.93 | 9.61 | -17.90 | 5.59 | ||
| Larry Portfolio | Larry Swedroe | 30 | 70 | 0 | +2.49 | 5.68 | -15.96 | 4.96 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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Allocation | 5 Years Stats (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Stocks | Bonds | Comm | Return▾ | Std.Dev | Drawdown | Ulcer Index | ||
| Permanent Portfolio with Bitcoin | Harry Browne | 25 | 50 | 25 | +7.84 | 9.32 | -16.88 | 6.18 | ||
| All Weather Portfolio 2x Leveraged | Ray Dalio | 37.5 | 55 | 7.5 | +6.87 | 21.65 | -37.02 | 15.95 | ||
| All Weather Portfolio with Bitcoin | Ray Dalio | 30 | 55 | 15 | +6.81 | 10.92 | -21.81 | 9.54 | ||
| Simplified Permanent Portfolio 2x Leveraged | 25 | 50 | 25 | +6.78 | 16.94 | -31.96 | 13.82 | |||
| Permanent Portfolio | Harry Browne | 25 | 50 | 25 | +5.89 | 8.60 | -15.92 | 5.90 | ||
| Simplified Permanent Portfolio | 25 | 50 | 25 | +5.74 | 8.65 | -16.43 | 5.94 | |||
| All Weather Portfolio | Ray Dalio | 30 | 55 | 15 | +4.93 | 10.18 | -20.58 | 9.16 | ||
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