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

Period: January 1871 - October 2024 (~154 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond October 2024.
Reset settings
Close
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
November 1994
9.27$
Final Capital
October 2024
7.71%
Yearly Return
7.44
Std Deviation
-20.58%
Max Drawdown
34months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
November 1994
8.26$
Final Capital
October 2024
7.29%
Yearly Return
7.01
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
January 1871
12517.51$
Final Capital
October 2024
6.33%
Yearly Return
6.56
Std Deviation
-37.02%
Max Drawdown
68months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
January 1871
23529.15$
Final Capital
October 2024
6.76%
Yearly Return
7.38
Std Deviation
-43.68%
Max Drawdown
73months
Recovery Period

The Ray Dalio All Weather Portfolio obtained a 7.71% compound annual return, with a 7.44% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.29% compound annual return, with a 7.01% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1871 - 31 October 2024 (~154 years)
Swipe left to see all data
Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
All Weather Portfolio
Ray Dalio 		7.36 -2.10 9.01 20.91 4.07 5.00 7.71 6.33
Stocks/Bonds 40/60 9.09 -1.72 8.85 21.34 5.81 5.97 7.29 6.76
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Ray Dalio All Weather Portfolio: an investment of 1$, since November 1994, now would be worth 9.27$, with a total return of 827.23% (7.71% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since November 1994, now would be worth 8.26$, with a total return of 725.76% (7.29% annualized).


Loading data
Please wait
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 12517.51$, with a total return of 1251651.22% (6.33% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1871, now would be worth 23529.15$, with a total return of 2352814.77% (6.76% annualized).


Loading data
Please wait

Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1871 - 31 October 2024 (~154 years)
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 20.91 21.34
Infl. Adjusted Return (%) 17.87 18.29
DRAWDOWN
Deepest Drawdown Depth (%) -3.73 -3.23
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -0.52 -3.23
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 9.70 8.42
Sharpe Ratio 1.61 1.90
Sortino Ratio 2.23 2.63
Ulcer Index 1.22 1.02
Ratio: Return / Standard Deviation 2.16 2.53
Ratio: Return / Deepest Drawdown 5.61 6.61
Metrics calculated over the period 1 November 2023 - 31 October 2024
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 4.07 5.81
Infl. Adjusted Return (%) -0.10 1.57
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -18.63
Start to Recovery (months) 34* 30
Longest Drawdown Depth (%) -20.58 -18.63
Start to Recovery (months) 34* 30
Longest Negative Period (months) 46 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.31 10.03
Sharpe Ratio 0.18 0.36
Sortino Ratio 0.25 0.48
Ulcer Index 9.51 7.44
Ratio: Return / Standard Deviation 0.39 0.58
Ratio: Return / Deepest Drawdown 0.20 0.31
Metrics calculated over the period 1 November 2019 - 31 October 2024
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 5.00 5.97
Infl. Adjusted Return (%) 2.06 3.00
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -18.63
Start to Recovery (months) 34* 30
Longest Drawdown Depth (%) -20.58 -18.63
Start to Recovery (months) 34* 30
Longest Negative Period (months) 46 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.39 7.91
Sharpe Ratio 0.41 0.56
Sortino Ratio 0.57 0.75
Ulcer Index 7.06 5.38
Ratio: Return / Standard Deviation 0.60 0.75
Ratio: Return / Deepest Drawdown 0.24 0.32
Metrics calculated over the period 1 November 2014 - 31 October 2024
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 7.71 7.29
Infl. Adjusted Return (%) 5.06 4.65
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -19.17
Start to Recovery (months) 34* 25
Longest Drawdown Depth (%) -20.58 -8.59
Start to Recovery (months) 34* 33
Longest Negative Period (months) 46 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.44 7.01
Sharpe Ratio 0.73 0.71
Sortino Ratio 0.98 0.94
Ulcer Index 4.44 4.20
Ratio: Return / Standard Deviation 1.04 1.04
Ratio: Return / Deepest Drawdown 0.37 0.38
Metrics calculated over the period 1 November 1994 - 31 October 2024
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 60%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 6.33 6.76
Infl. Adjusted Return (%) 4.12 4.54
DRAWDOWN
Deepest Drawdown Depth (%) -37.02 -43.68
Start to Recovery (months) 68 73
Longest Drawdown Depth (%) -37.02 -43.68
Start to Recovery (months) 68 73
Longest Negative Period (months) 84 85
RISK INDICATORS
Standard Deviation (%) 6.56 7.38
Sharpe Ratio 0.35 0.37
Sortino Ratio 0.50 0.52
Ulcer Index 4.58 5.45
Ratio: Return / Standard Deviation 0.96 0.92
Ratio: Return / Deepest Drawdown 0.17 0.15
Metrics calculated over the period 1 January 1871 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1871 - 31 October 2024 (~154 years)

Loading data
Please wait
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 34* Jan 2022
In progress
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.25 5 Jul 1998
Nov 1998
-5.36 7 Sep 2018
Mar 2019
-5.29 9 May 2013
Jan 2014
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004
-4.76 7 Jun 2011
Dec 2011

Loading data
Please wait
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 73 Sep 1929
Sep 1935
-37.02 68 Sep 1929
Apr 1935
-21.33 53 Mar 1937
Jul 1941
-20.58 34* Jan 2022
In progress
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.43 37 Mar 1937
Mar 1940
-17.04 29 Jan 1973
May 1975
-13.08 14 Sep 1987
Oct 1988
-12.98 25 Dec 1968
Dec 1970
-12.84 24 Dec 1968
Nov 1970
-12.31 21 Dec 1980
Aug 1982
-11.62 22 Oct 1906
Jul 1908
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 31 October 2024 (~154 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
All Weather Portfolio Stocks/Bonds 40/60
Year Return Drawdown Return Drawdown
2024
 7.36% -3.73% 9.09% -3.23%
2023
 9.95% -9.25% 13.66% -6.58%
2022
 -18.39% -20.58% -15.67% -18.63%
2021
 8.27% -3.74% 9.15% -2.56%
2020
 15.88% -3.68% 13.04% -8.09%
2019
 17.93% -0.83% 17.57% -1.77%
2018
 -3.02% -4.71% -2.15% -5.36%
2017
 11.55% -0.49% 10.63% 0.00%
2016
 6.50% -6.42% 6.64% -1.57%
2015
 -3.23% -6.66% 0.48% -3.41%
2014
 12.89% -2.52% 8.51% -1.20%
2013
 1.71% -5.29% 12.12% -1.84%
2012
 7.02% -1.33% 8.47% -2.11%
2011
 15.64% -2.00% 5.14% -4.76%
2010
 12.88% -0.69% 10.69% -3.96%
2009
 2.71% -11.57% 13.74% -8.68%
2008
 2.38% -11.38% -10.67% -14.39%
2007
 11.88% -1.20% 6.30% -1.93%
2006
 6.93% -1.71% 8.84% -1.40%
2005
 8.55% -2.99% 3.96% -1.77%
2004
 9.41% -4.76% 7.66% -2.46%
2003
 13.96% -4.74% 14.68% -1.08%
2002
 7.77% -1.56% -3.23% -6.97%
2001
 -2.77% -4.61% 0.67% -5.62%
2000
 10.15% -2.26% 2.61% -4.51%
1999
 6.28% -3.79% 9.07% -2.57%
1998
 11.05% -4.83% 14.45% -6.25%
1997
 13.54% -2.89% 18.06% -2.41%
1996
 8.27% -2.11% 10.53% -2.15%
1995
 27.44% 0.00% 25.22% 0.00%
1994
 -3.28% -6.83% -1.66% -5.98%
1993
 12.02% -1.98% 10.06% -1.23%
1992
 6.76% -2.23% 7.93% -1.27%
1991
 17.98% -1.86% 22.10% -1.98%
1990
 3.85% -5.51% 2.76% -5.70%
1989
 20.45% -1.14% 19.43% -1.12%
1988
 10.59% -1.93% 11.34% -1.71%
1987
 3.47% -8.78% 1.97% -13.08%
1986
 20.56% -3.75% 14.89% -4.37%
1985
 28.68% -2.13% 25.86% -1.17%
1984
 8.03% -6.61% 9.88% -5.84%
1983
 7.06% -3.16% 12.20% -2.64%
1982
 31.65% -3.13% 26.88% -2.17%
1981
 -3.74% -11.76% 3.99% -6.81%
1980
 10.35% -10.89% 14.99% -8.39%
1979
 19.26% -6.57% 12.91% -6.34%
1978
 7.24% -3.43% 4.07% -5.90%
1977
 2.14% -2.83% -0.72% -3.59%
1976
 15.78% -1.12% 18.84% -1.06%
1975
 12.93% -5.16% 19.54% -5.93%
1974
 1.78% -11.04% -7.71% -13.50%
1973
 6.67% -2.66% -4.59% -5.73%
1972
 14.50% 0.00% 8.68% -1.10%
1971
 14.60% -3.81% 12.75% -5.80%
1970
 10.73% -7.59% 12.26% -8.78%
1969
 -7.07% -8.33% -5.38% -7.12%
1968
 5.61% -2.31% 7.09% -3.10%
1967
 4.93% -2.43% 10.63% -2.31%
1966
 -0.21% -6.05% -0.51% -7.40%
1965
 4.08% -1.14% 6.11% -1.52%
1964
 7.34% -0.33% 8.90% -0.46%
1963
 6.73% -1.03% 9.44% -1.27%
1962
 0.34% -6.12% -0.42% -8.22%
1961
 7.57% -1.53% 11.57% -1.78%
1960
 8.59% -1.47% 8.19% -2.58%
1959
 1.91% -2.83% 4.09% -3.21%
1958
 9.85% -0.95% 16.24% -0.74%
1957
 1.56% -3.70% 1.17% -4.90%
1956
 0.45% -3.72% 2.47% -3.96%
1955
 6.44% -0.66% 9.83% -0.87%
1954
 17.99% -1.18% 21.93% -1.61%
1953
 0.83% -4.42% 2.45% -4.06%
1952
 4.21% -1.76% 6.80% -2.08%
1951
 4.78% -2.55% 8.33% -2.81%
1950
 9.14% -1.91% 12.06% -2.45%
1949
 8.58% -0.97% 10.62% -1.47%
1948
 1.89% -3.09% 2.50% -4.32%
1947
 1.53% -1.94% 1.27% -2.13%
1946
 -0.92% -7.07% -2.08% -9.26%
1945
 15.78% -0.88% 18.36% -1.37%
1944
 7.97% -0.39% 9.86% -0.57%
1943
 9.97% -2.77% 12.64% -3.58%
1942
 6.45% -3.58% 7.47% -5.00%
1941
 -1.20% -4.99% -2.69% -6.19%
1940
 1.87% -7.70% -0.28% -10.39%
1939
 2.79% -3.74% 2.79% -5.09%
1938
 10.37% -7.91% 13.98% -10.41%
1937
 -10.07% -12.18% -12.81% -15.42%
1936
 14.42% -2.08% 16.17% -2.94%
1935
 16.55% -1.39% 20.86% -2.56%
1934
 8.27% -3.11% 5.30% -5.32%
1933
 23.55% -7.04% 24.67% -9.11%
1932
 5.54% -10.85% 3.90% -15.57%
1931
 -17.79% -21.07% -18.89% -24.29%
1930
 -5.90% -10.68% -6.69% -13.91%
1929
 -1.20% -10.34% -1.97% -13.91%
1928
 11.11% -1.64% 14.91% -1.98%
1927
 14.04% -1.26% 16.51% -1.80%
1926
 6.53% -2.18% 7.41% -3.13%
1925
 10.80% -1.86% 12.21% -2.63%
1924
 13.10% -0.48% 15.54% -0.89%
1923
 4.44% -3.38% 4.38% -4.74%
1922
 12.65% -1.45% 14.92% -1.92%
1921
 9.83% -2.12% 11.92% -3.20%
1920
 -5.55% -5.68% -5.48% -5.80%
1919
 5.81% -2.69% 9.18% -3.41%
1918
 7.85% -0.84% 10.02% -1.24%
1917
 -7.65% -7.65% -8.47% -8.47%
1916
 7.39% -0.65% 5.41% -1.10%
1915
 14.08% -0.61% 16.21% -0.82%
1914
 0.88% -4.99% 1.71% -6.40%
1913
 -0.05% -2.01% 0.41% -2.35%
1912
 3.48% -1.15% 3.79% -1.64%
1911
 3.28% -2.93% 3.85% -3.88%
1910
 0.15% -3.13% 1.13% -3.45%
1909
 6.57% -0.53% 7.30% -0.82%
1908
 16.74% -0.51% 22.62% -0.76%
1907
 -8.40% -8.70% -9.88% -10.61%
1906
 0.59% -3.33% 0.68% -4.20%
1905
 7.83% -1.78% 8.89% -2.45%
1904
 12.56% -0.84% 16.35% -1.04%
1903
 -4.67% -7.60% -5.56% -9.38%
1902
 3.24% -2.40% 3.88% -3.25%
1901
 6.47% -2.76% 8.86% -3.45%
1900
 8.45% -1.38% 10.62% -1.73%
1899
 2.72% -2.13% 1.22% -3.83%
1898
 11.99% -4.26% 14.49% -5.07%
1897
 9.70% -0.85% 11.63% -1.44%
1896
 2.87% -5.53% 3.73% -6.81%
1895
 2.80% -4.23% 2.01% -5.62%
1894
 4.58% -1.05% 5.09% -1.63%
1893
 -4.72% -9.21% -4.70% -11.05%
1892
 3.45% -0.93% 3.70% -1.24%
1891
 7.45% -2.60% 10.78% -2.88%
1890
 -1.50% -4.15% -1.74% -5.18%
1889
 5.38% -0.71% 4.31% -1.08%
1888
 4.41% -1.57% 4.61% -1.96%
1887
 -0.36% -4.08% 0.60% -4.61%
1886
 5.02% -1.39% 5.22% -2.17%
1885
 11.99% -0.98% 15.19% -0.95%
1884
 -1.97% -5.63% -2.59% -7.14%
1883
 0.14% -2.08% 0.38% -2.52%
1882
 3.24% -1.91% 3.29% -2.59%
1881
 3.46% -3.20% 2.17% -4.53%
1880
 12.13% -2.30% 13.77% -3.35%
1879
 17.34% -0.47% 21.48% -0.68%
1878
 7.44% -0.16% 10.38% -0.17%
1877
 1.94% -4.81% 1.75% -6.47%
1876
 -0.20% -3.96% -1.36% -5.59%
1875
 7.61% -1.41% 6.03% -1.68%
1874
 7.35% -1.45% 10.10% -1.40%
1873
 1.49% -7.70% 1.53% -9.21%
1872
 5.32% -2.48% 5.54% -3.01%
1871
 8.01% -1.75% 7.90% -2.38%