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Ray Dalio All Weather Portfolio 2x Leveraged

Last updated Feb 7, 2023

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

Expense Ratio

Rank 54 of 54

0.94%
0.00%0.94%
Dividend Yield

Rank 50 of 54

0.41%
0.00%4.21%
10Y Annualized Return

Rank 17 of 54

8.92%
2.65%53.17%
Sharpe Ratio

Rank 52 of 54

-0.89
-0.99-0.09
Maximum Drawdown

Rank 46 of 54

-41.12%
-55.92%-14.59%

Ray Dalio All Weather Portfolio 2x LeveragedAsset Allocation


Ray Dalio All Weather Portfolio 2x LeveragedPerformance

The chart shows the growth of $10,000 invested in Ray Dalio All Weather Portfolio 2x Leveraged in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $49,171 for a total return of roughly 391.71%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
-0.44%
3.64%
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather Portfolio 2x LeveragedReturns

As of Feb 7, 2023, the Ray Dalio All Weather Portfolio 2x Leveraged returned 9.70% Year-To-Date and 8.92% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%8.83%10.56%
Ray Dalio All Weather Portfolio 2x Leveraged3.10%9.70%-8.27%-24.38%8.10%8.92%
UBT
ProShares Ultra 20+ Year Treasury
1.30%12.84%-18.75%-43.45%-5.45%-0.87%
DIG
ProShares Ultra Oil & Gas
-4.44%-5.39%29.42%43.36%0.39%-3.09%
UST
ProShares Ultra 7-10 Year Treasury
-1.33%3.78%-11.50%-23.03%-1.23%-0.11%
UGL
ProShares Ultra Gold
-0.74%3.94%6.27%-1.07%6.74%-3.83%
SSO
ProShares Ultra S&P 500
10.81%13.90%-5.09%-21.82%13.42%20.19%

Ray Dalio All Weather Portfolio 2x LeveragedSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Ray Dalio All Weather Portfolio 2x Leveraged Sharpe ratio is -0.89. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.60-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.89
-0.34
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather Portfolio 2x LeveragedDividends

Ray Dalio All Weather Portfolio 2x Leveraged granted a 0.41% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

0.41%0.44%0.43%0.50%1.20%1.32%0.97%0.67%1.11%1.31%0.20%0.27%0.42%0.60%

Ray Dalio All Weather Portfolio 2x LeveragedDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-29.63%
-14.29%
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather Portfolio 2x LeveragedWorst Drawdowns

The table below shows the maximum drawdowns of the Ray Dalio All Weather Portfolio 2x Leveraged. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Ray Dalio All Weather Portfolio 2x Leveraged is 41.12%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.12%Nov 10, 2021238Oct 20, 2022
-24.71%Mar 10, 20208Mar 19, 202027Apr 28, 202035
-16.87%Feb 3, 2015156Sep 15, 2015181Jun 3, 2016337
-14.62%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-14.29%Jul 11, 2016102Dec 1, 2016190Sep 5, 2017292
-14.21%May 3, 201377Aug 21, 2013130Feb 27, 2014207
-12.73%Sep 3, 202041Oct 30, 202028Dec 10, 202069
-7.38%Jan 21, 202140Mar 18, 202119Apr 15, 202159
-6.86%Jun 9, 202014Jun 26, 202016Jul 21, 202030
-6.47%Sep 23, 20114Sep 28, 201122Oct 28, 201126

Ray Dalio All Weather Portfolio 2x LeveragedVolatility Chart

Current Ray Dalio All Weather Portfolio 2x Leveraged volatility is 58.18%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2023February
23.93%
16.98%
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components