Edited Ray Dalio All Weather Portflio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
GOOGL Alphabet Inc. | Communication Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Edited Ray Dalio All Weather Portflio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Sep 4, 2024, the Edited Ray Dalio All Weather Portflio returned 26.80% Year-To-Date and 37.14% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
Edited Ray Dalio All Weather Portflio | 26.80% | 5.33% | 16.27% | 32.59% | 46.82% | 37.14% |
Portfolio components: | ||||||
AAPL Apple Inc | 16.15% | 6.57% | 32.05% | 18.03% | 34.14% | 26.14% |
MSFT Microsoft Corporation | 9.48% | 3.80% | 2.20% | 23.67% | 25.36% | 26.50% |
TSLA Tesla, Inc. | -15.24% | 5.89% | 19.29% | -17.89% | 69.61% | 27.61% |
GOOGL Alphabet Inc. | 12.78% | -1.19% | 19.89% | 16.03% | 21.26% | 18.13% |
AMZN Amazon.com, Inc. | 16.00% | 9.46% | 1.58% | 28.40% | 14.03% | 26.18% |
NVDA NVIDIA Corporation | 118.11% | 7.52% | 21.77% | 122.53% | 89.76% | 72.19% |
Monthly Returns
The table below presents the monthly returns of Edited Ray Dalio All Weather Portflio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.68% | 9.47% | 2.96% | -0.58% | 8.29% | 9.40% | 0.37% | -2.12% | 26.80% | ||||
2023 | 20.63% | 4.81% | 11.57% | -1.12% | 16.42% | 9.40% | 4.33% | 0.39% | -6.64% | -3.29% | 12.20% | 3.10% | 94.34% |
2022 | -9.01% | -2.41% | 8.64% | -18.78% | -3.96% | -9.57% | 19.03% | -7.83% | -11.17% | -0.51% | 4.05% | -14.46% | -41.27% |
2021 | 3.11% | -1.80% | 0.19% | 9.88% | -2.64% | 10.43% | 2.89% | 7.27% | -4.80% | 17.34% | 6.98% | -2.62% | 53.95% |
2020 | 14.19% | -1.76% | -8.42% | 22.22% | 7.17% | 12.84% | 13.67% | 27.33% | -8.87% | -3.37% | 13.28% | 7.23% | 135.09% |
2019 | 5.10% | 3.06% | 5.79% | 2.09% | -12.97% | 10.42% | 5.23% | -2.44% | 3.28% | 10.95% | 5.30% | 9.79% | 52.90% |
2018 | 14.49% | -0.28% | -7.42% | 2.47% | 6.54% | 3.34% | 2.37% | 9.42% | -2.29% | -7.12% | -3.80% | -9.28% | 5.80% |
2017 | 7.08% | 1.85% | 5.33% | 4.33% | 11.37% | -1.35% | 2.37% | 4.70% | -0.82% | 9.23% | 0.28% | -0.33% | 52.82% |
2016 | -9.21% | -1.99% | 11.33% | -2.54% | 8.96% | -2.84% | 11.73% | 0.68% | 4.52% | 0.04% | 2.87% | 7.25% | 32.67% |
2015 | -0.66% | 7.74% | -4.17% | 9.75% | 2.37% | -1.68% | 7.67% | -2.10% | 1.19% | 10.68% | 5.92% | 0.69% | 42.64% |
2014 | 0.63% | 11.55% | -4.86% | -0.38% | 3.88% | 3.81% | -1.80% | 8.99% | -3.20% | 0.87% | 5.03% | -5.85% | 18.57% |
2013 | 1.89% | 0.29% | 2.18% | 10.76% | 21.38% | 1.99% | 7.21% | 5.82% | 5.74% | 5.00% | 2.44% | 3.34% | 90.94% |
Expense Ratio
Edited Ray Dalio All Weather Portflio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Edited Ray Dalio All Weather Portflio is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.85 | 1.34 | 1.17 | 1.16 | 2.53 |
MSFT Microsoft Corporation | 1.30 | 1.77 | 1.23 | 1.67 | 5.38 |
TSLA Tesla, Inc. | -0.34 | -0.15 | 0.98 | -0.28 | -0.70 |
GOOGL Alphabet Inc. | 0.56 | 0.91 | 1.13 | 0.85 | 2.39 |
AMZN Amazon.com, Inc. | 0.97 | 1.48 | 1.19 | 0.77 | 4.27 |
NVDA NVIDIA Corporation | 2.33 | 2.84 | 1.36 | 4.40 | 14.00 |
Dividends
Dividend yield
Edited Ray Dalio All Weather Portflio granted a 0.22% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Edited Ray Dalio All Weather Portflio | 0.22% | 0.21% | 0.31% | 0.20% | 0.28% | 0.42% | 0.66% | 0.60% | 0.79% | 0.91% | 0.97% | 1.11% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Edited Ray Dalio All Weather Portflio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Edited Ray Dalio All Weather Portflio was 46.27%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.
The current Edited Ray Dalio All Weather Portflio drawdown is 14.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.27% | Nov 22, 2021 | 282 | Jan 5, 2023 | 113 | Jun 20, 2023 | 395 |
-35.35% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
-27.97% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
-21.51% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
-19.32% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Edited Ray Dalio All Weather Portflio volatility is 9.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
TSLA | NVDA | AAPL | AMZN | MSFT | GOOGL | |
---|---|---|---|---|---|---|
TSLA | 1.00 | 0.39 | 0.37 | 0.38 | 0.35 | 0.36 |
NVDA | 0.39 | 1.00 | 0.47 | 0.49 | 0.54 | 0.50 |
AAPL | 0.37 | 0.47 | 1.00 | 0.50 | 0.55 | 0.54 |
AMZN | 0.38 | 0.49 | 0.50 | 1.00 | 0.57 | 0.64 |
MSFT | 0.35 | 0.54 | 0.55 | 0.57 | 1.00 | 0.63 |
GOOGL | 0.36 | 0.50 | 0.54 | 0.64 | 0.63 | 1.00 |