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Ray Dalio All Weather Portfolio 2x Leveraged

Last updated Jun 25, 2022

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

0.34%
0.00%4.52%
10Y Annualized Return

Rank 18 of 54

9.96%
3.08%28.76%
Sharpe Ratio

Rank 38 of 54

-0.97
-1.990.02
Maximum Drawdown

Rank 41 of 54

-30.96%
-54.87%-13.30%

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 on Jan 25, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $50,104 for a total return of roughly 401.04%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather Portfolio 2x LeveragedReturns

As of Jun 25, 2022, the Ray Dalio All Weather Portfolio 2x Leveraged returned -27.07% Year-To-Date and 9.96% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-0.75%-17.93%-17.23%-7.78%9.92%11.55%
Ray Dalio All Weather Portfolio 2x Leveraged-8.47%-27.07%-26.86%-19.00%9.04%9.96%
UBT
ProShares Ultra 20+ Year Treasury
-10.41%-42.45%-43.23%-38.66%-4.91%-0.93%
DIG
ProShares Ultra Oil & Gas
-26.71%56.88%59.51%68.29%-2.29%-2.01%
UST
ProShares Ultra 7-10 Year Treasury
-5.62%-22.19%-22.52%-22.41%-1.50%0.39%
UGL
ProShares Ultra Gold
-5.09%-3.58%-1.37%0.24%8.35%-3.03%
SSO
ProShares Ultra S&P 500
-2.20%-34.28%-33.13%-17.20%16.77%23.03%

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 -0.97. 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.


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 0.34% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.34%0.43%0.50%1.19%1.32%0.97%0.67%1.11%1.30%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.


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 30.96%, recorded on Jun 17, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.96%Nov 10, 2021152Jun 17, 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
-12.72%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 119.75%. 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.


Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

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