Edited with equities Ray Dalio All Weather Portfol...

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged

Currency in USD · Last updated May 27, 2025

This is a 2x leveraged version of the popular Ray Dalio's All Weather Portfolio.

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	4.17%
AMZN Amazon.com, Inc.	Consumer Cyclical	4.17%
DIG ProShares Ultra Oil & Gas	Leveraged Equities, Leveraged	7.50%
GOOGL Alphabet Inc Class A	Communication Services	4.17%
MSFT Microsoft Corporation	Technology	4.17%
NVDA NVIDIA Corporation	Technology	4.17%
SSO ProShares Ultra S&P 500	Leveraged Equities, Leveraged	30%
TSLA Tesla, Inc.	Consumer Cyclical	4.17%
UBT ProShares Ultra 20+ Year Treasury	Leveraged Bonds, Leveraged	15%
UGL ProShares Ultra Gold	Leveraged Commodities, Leveraged, Gold	7.50%
UST ProShares Ultra 7-10 Year Treasury	Leveraged Bonds, Leveraged	15%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of May 27, 2025, the Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged returned -0.58% Year-To-Date and 17.72% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged	-0.58%	3.78%	-2.77%	13.13%	16.48%	17.72%
Portfolio components:
UBT ProShares Ultra 20+ Year Treasury	-6.08%	-8.96%	-15.58%	-13.29%	-24.20%	-7.02%
DIG ProShares Ultra Oil & Gas	-13.15%	-1.74%	-29.29%	-24.46%	28.60%	-5.31%
UST ProShares Ultra 7-10 Year Treasury	2.60%	-2.72%	-0.15%	4.25%	-9.54%	-1.56%
UGL ProShares Ultra Gold	54.63%	2.38%	53.73%	84.40%	18.51%	14.22%
SSO ProShares Ultra S&P 500	-6.72%	9.96%	-10.39%	10.78%	25.13%	18.35%
MSFT Microsoft Corporation	7.21%	15.10%	7.91%	5.46%	20.69%	27.26%
TSLA Tesla, Inc.	-15.97%	19.09%	0.22%	89.32%	44.18%	35.31%
NVDA NVIDIA Corporation	-2.23%	18.27%	-3.46%	23.35%	70.95%	74.49%
AAPL Apple Inc	-21.83%	-6.57%	-15.94%	3.27%	20.30%	21.00%
GOOGL Alphabet Inc Class A	-10.90%	4.02%	0.72%	-3.27%	19.09%	19.99%
AMZN Amazon.com, Inc.	-8.39%	6.35%	-0.23%	11.20%	10.53%	25.18%

*Annualized

Monthly Returns

The table below presents the monthly returns of Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged, 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
2025	2.62%	-0.10%	-3.77%	-2.54%	3.39%								-0.58%
2024	-0.28%	4.24%	5.87%	-5.44%	6.17%	4.85%	3.30%	1.50%	3.73%	-2.77%	7.28%	-3.80%	26.43%
2023	13.12%	-4.61%	8.47%	1.07%	0.89%	6.30%	3.27%	-2.40%	-8.07%	-4.54%	12.72%	7.33%	35.78%
2022	-4.55%	-0.53%	3.58%	-14.48%	0.26%	-11.37%	12.90%	-7.27%	-14.30%	5.73%	8.27%	-8.96%	-30.13%
2021	-1.37%	1.58%	1.42%	7.25%	1.71%	4.88%	3.00%	2.96%	-4.94%	10.95%	1.42%	1.62%	34.00%
2020	5.77%	-3.49%	-9.45%	19.32%	4.69%	4.00%	9.17%	9.55%	-7.37%	-4.65%	13.84%	5.48%	52.32%
2019	8.32%	2.37%	4.76%	1.85%	-5.93%	9.59%	1.71%	2.51%	0.27%	3.54%	2.83%	4.53%	41.92%
2018	6.16%	-5.63%	-2.41%	0.90%	4.09%	0.93%	1.86%	4.05%	-1.22%	-8.49%	0.49%	-5.21%	-5.43%
2017	3.27%	3.58%	0.91%	2.11%	3.86%	-0.38%	2.28%	2.44%	0.61%	3.33%	2.20%	2.26%	29.82%
2016	-2.36%	2.46%	7.26%	1.21%	2.03%	3.97%	5.83%	-0.79%	1.22%	-3.92%	-0.37%	3.25%	21.01%
2015	2.89%	1.63%	-2.21%	2.74%	-0.25%	-4.12%	2.80%	-4.69%	-1.15%	9.72%	0.36%	-3.16%	3.77%
2014	0.34%	7.43%	-0.95%	1.94%	3.31%	3.82%	-2.32%	6.97%	-4.56%	1.76%	2.97%	-0.59%	21.28%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged has an expense ratio of 0.70%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

UBT

ProShares Ultra 20+ Year Treasury

DIG

ProShares Ultra Oil & Gas

UST

ProShares Ultra 7-10 Year Treasury

UGL

ProShares Ultra Gold

SSO

ProShares Ultra S&P 500

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
UBT ProShares Ultra 20+ Year Treasury	-0.45	-0.50	0.94	-0.18	-0.80
DIG ProShares Ultra Oil & Gas	-0.49	-0.53	0.93	-0.41	-1.74
UST ProShares Ultra 7-10 Year Treasury	0.31	0.42	1.05	0.07	0.42
UGL ProShares Ultra Gold	2.35	2.45	1.31	1.84	11.21
SSO ProShares Ultra S&P 500	0.32	0.63	1.09	0.28	0.97
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
TSLA Tesla, Inc.	1.33	1.92	1.23	1.40	3.33
NVDA NVIDIA Corporation	0.45	1.22	1.15	1.02	2.50
AAPL Apple Inc	0.15	0.32	1.04	0.06	0.19
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34
AMZN Amazon.com, Inc.	0.32	0.64	1.08	0.32	0.82

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 0.64
5-Year: 0.75
10-Year: 0.90
All Time: 1.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged provided a 1.89% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.89%	1.84%	1.21%	0.44%	0.31%	0.49%	0.90%	1.05%	0.73%	0.68%	0.88%	1.26%
Portfolio components:
UBT ProShares Ultra 20+ Year Treasury	4.75%	4.50%	3.53%	0.30%	0.00%	0.26%	1.50%	1.55%	1.37%	1.04%	1.56%	0.79%
DIG ProShares Ultra Oil & Gas	3.69%	3.13%	0.61%	1.33%	2.24%	3.19%	2.72%	2.30%	1.76%	1.09%	1.56%	0.87%
UST ProShares Ultra 7-10 Year Treasury	3.75%	4.09%	3.49%	0.47%	0.27%	0.53%	1.42%	1.71%	0.84%	0.64%	0.75%	4.91%
UGL ProShares Ultra Gold	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SSO ProShares Ultra S&P 500	0.90%	0.85%	0.18%	0.50%	0.18%	0.20%	0.50%	0.75%	0.39%	0.51%	0.63%	0.32%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
AAPL Apple Inc	0.52%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
GOOGL Alphabet Inc Class A	0.47%	0.32%	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%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged. 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 with equities Ray Dalio All Weather Portfolio 2x Leveraged was 35.01%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.

The current Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged drawdown is 6.46%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.01%	Dec 28, 2021	202	Oct 14, 2022	349	Mar 7, 2024	551
-30.24%	Feb 20, 2020	20	Mar 18, 2020	48	May 27, 2020	68
-19.93%	Dec 12, 2024	79	Apr 8, 2025	—	—	—
-19.46%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-13.28%	Sep 3, 2020	41	Oct 30, 2020	17	Nov 24, 2020	58

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 6.38, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	UGL	UST	UBT	TSLA	DIG	NVDA	AAPL	AMZN	GOOGL	MSFT	SSO	Portfolio
^GSPC	1.00	0.03	-0.25	-0.26	0.45	0.60	0.60	0.62	0.63	0.69	0.72	1.00	0.84
UGL	0.03	1.00	0.29	0.24	0.01	0.10	0.02	0.02	0.01	0.02	0.01	0.03	0.27
UST	-0.25	0.29	1.00	0.90	-0.10	-0.29	-0.15	-0.13	-0.12	-0.16	-0.15	-0.25	0.10
UBT	-0.26	0.24	0.90	1.00	-0.11	-0.30	-0.14	-0.14	-0.13	-0.17	-0.15	-0.26	0.10
TSLA	0.45	0.01	-0.10	-0.11	1.00	0.23	0.39	0.37	0.39	0.37	0.36	0.45	0.53
DIG	0.60	0.10	-0.29	-0.30	0.23	1.00	0.29	0.30	0.27	0.33	0.31	0.60	0.57
NVDA	0.60	0.02	-0.15	-0.14	0.39	0.29	1.00	0.46	0.50	0.50	0.55	0.60	0.62
AAPL	0.62	0.02	-0.13	-0.14	0.37	0.30	0.46	1.00	0.49	0.54	0.54	0.63	0.61
AMZN	0.63	0.01	-0.12	-0.13	0.39	0.27	0.50	0.49	1.00	0.64	0.58	0.63	0.62
GOOGL	0.69	0.02	-0.16	-0.17	0.37	0.33	0.50	0.54	0.64	1.00	0.63	0.68	0.65
MSFT	0.72	0.01	-0.15	-0.15	0.36	0.31	0.55	0.54	0.58	0.63	1.00	0.72	0.67
SSO	1.00	0.03	-0.25	-0.26	0.45	0.60	0.60	0.63	0.63	0.68	0.72	1.00	0.84
Portfolio	0.84	0.27	0.10	0.10	0.53	0.57	0.62	0.61	0.62	0.65	0.67	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community