Consolidated Returns as of 30 November 2024
Managing the Ray Dalio All Weather Portfolio 2x Leveraged with a yearly rebalancing, you would have obtained a 12.60% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.02%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Nov 30, 2024
Implementing different rebalancing strategies, the Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Nov 30, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~15Y) |
||||
| No Rebalancing | 55.66 | (0) | 13.67 | (0) | 12.60 | (0) | 14.89 | (0) |
| Yearly Rebalancing | 28.41 | (1) | 5.83 | (5) | 7.29 | (10) | 11.78 | (14) |
| Half Yearly Rebalancing | 26.91 | (2) | 4.73 | (10) | 7.02 | (20) | 11.70 | (29) |
| Quarterly Rebalancing | 27.53 | (4) | 6.23 | (20) | 8.00 | (40) | 12.71 | (59) |
| 5% Tolerance per asset | 26.62 | (1) | 5.04 | (13) | 7.80 | (23) | 12.48 | (34) |
| 10% Tolerance per asset | 29.71 | (0) | 4.44 | (4) | 7.00 | (7) | 11.41 | (10) |
In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Ray Dalio All Weather Portfolio 2x Leveraged, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 14.89 | (0) | 18.90 | 0.79 | -45.33 | 0.33 |
| Yearly Rebalancing | 11.78 | (14) | 16.03 | 0.74 | -37.02 | 0.32 |
| Half Yearly Rebalancing | 11.70 | (29) | 16.01 | 0.73 | -40.60 | 0.29 |
| Quarterly Rebalancing | 12.71 | (59) | 16.42 | 0.77 | -41.85 | 0.30 |
| 5% Tolerance per asset | 12.48 | (34) | 16.43 | 0.76 | -41.37 | 0.30 |
| 10% Tolerance per asset | 11.41 | (10) | 16.22 | 0.70 | -40.68 | 0.28 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Ray Dalio All Weather Portfolio 2x Leveraged, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-45.33
Jan 2022 - Aug 2024
|
-37.02
Jan 2022 - In progress
|
-40.60
Jan 2022 - In progress
|
-41.85
Jan 2022 - In progress
|
-41.37
Jan 2022 - In progress
|
-40.68
Jan 2022 - In progress
|
|
-16.52
Sep 2018 - Apr 2019
|
-15.40
Feb 2015 - Jun 2016
|
-14.96
Feb 2015 - Jun 2016
|
-14.73
Feb 2015 - Jun 2016
|
-13.88
Feb 2015 - Jun 2016
|
-15.09
Feb 2015 - Jun 2016
|
|
-16.17
Feb 2020 - Jul 2020
|
-14.01
Aug 2016 - Nov 2017
|
-12.60
Aug 2016 - Aug 2017
|
-12.99
Aug 2016 - Aug 2017
|
-11.77
Aug 2016 - Aug 2017
|
-12.68
Aug 2016 - Aug 2017
|
|
-14.00
Feb 2015 - Jun 2016
|
-11.91
Feb 2018 - Mar 2019
|
-11.91
Feb 2018 - Mar 2019
|
-11.33
Feb 2018 - Mar 2019
|
-11.51
Feb 2018 - Mar 2019
|
-11.29
Feb 2018 - Mar 2019
|
|
-11.75
Aug 2016 - Jun 2017
|
-10.15
Aug 2020 - May 2021
|
-10.02
Aug 2020 - Dec 2020
|
-11.19
May 2013 - Feb 2014
|
-10.75
May 2013 - Feb 2014
|
-10.80
May 2013 - Feb 2014
|
| 5 Worst Drawdowns - Average | |||||
| -20.76 | -17.69 | -18.02 | -18.42 | -17.86 | -18.11 |
| 10 Worst Drawdowns - Average | |||||
| -14.70 | -11.51 | -11.92 | -12.13 | -12.28 | -12.66 |
For a deeper insight, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns page.
