Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/17/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -0.34% | 6.72% | 1.07% | 2.61% | 4.37% | 5.93% | NA | 5.99% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ray Dalio All Weather Portfolio | 02/03/2006 | 04/17/2025 |
The return data shown below all have the same latest date: 04/17/2025.
AR inception is since 02/03/2006.
AR inception is since 02/03/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.72 | 6.72 | 1.07 | 2.61 | 4.37 | 5.93 | NA | 5.99 | -0.34 | 6.44 | 9.75 | -18.10 | 7.84 | 16.14 | 17.68 | -2.85 | 11.41 | 7.03 | -3.04 | 11.34 | 1.04 | 6.82 | 14.72 | 12.62 | 6.46 | -2.66 | 11.67 | 6.54 |
| Sharpe Ratio | NA | 0.04 | -0.32 | 0.00 | 0.33 | NA | NA | 0.61 | -0.11 | -0.02 | 0.58 | -1.55 | 1.10 | 1.51 | 2.96 | -0.71 | 2.43 | 1.15 | -0.45 | 2.51 | 0.16 | 1.39 | 2.25 | 1.82 | 0.62 | -0.35 | 1.49 | 0.58 |
| Standard Deviation(%) | NA | 8.87 | 10.27 | 9.32 | 8.12 | NA | NA | 7.67 | 11.04 | 7.84 | 9.54 | 12.58 | 7.08 | 10.55 | 5.50 | 5.89 | 4.43 | 5.91 | 6.79 | 4.51 | 6.48 | 4.88 | 6.54 | 6.88 | 10.33 | 10.23 | 5.81 | 6.06 |
| Draw Down(%) | NA | 6.99 | 15.99 | 22.65 | 22.65 | NA | NA | 22.65 | 6.70 | 4.00 | 9.65 | 21.96 | 4.65 | 13.30 | 3.07 | 6.30 | 2.54 | 6.35 | 7.30 | 2.81 | 6.76 | 2.54 | 2.71 | 3.71 | 11.31 | 16.69 | 3.24 | 4.67 |
| Yield(%) | NA | 2.90 | 2.24 | 2.91 | 2.75 | NA | NA | 0.00 | NA | 1.91 | 2.73 | 1.54 | 2.27 | 5.61 | 2.45 | 2.12 | 2.01 | 3.08 | 3.00 | 2.91 | 2.53 | 3.40 | 4.96 | 4.16 | 4.66 | 3.68 | 3.81 | 3.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ray Dalio All Weather Portfolio |
-2.79%
Oct 2020 - Oct 2023 |
3.17%
Sep 2018 - Sep 2023 |
3.90%
Sep 2012 - Sep 2022 |
5.28%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ray Dalio All Weather Portfolio |
16.17%
Feb 2009 - Feb 2012 |
11.31%
Feb 2009 - Feb 2014 |
8.13%
Jul 2010 - Jul 2020 |
7.76%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart