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Ray Dalio All Weather Portfolio 2x Leveraged

Last updated Oct 2, 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 51 of 54

0.30%
0.00%5.13%
10Y Annualized Return

Rank 23 of 54

7.37%
2.78%57.48%
Sharpe Ratio

Rank 38 of 54

-1.08
-1.65-0.52
Maximum Drawdown

Rank 47 of 54

-45.94%
-91.88%-19.55%

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 Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,630 for a total return of roughly 326.30%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-34.43%
-21.76%
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather Portfolio 2x LeveragedReturns

As of Oct 2, 2022, the Ray Dalio All Weather Portfolio 2x Leveraged returned -45.32% Year-To-Date and 7.37% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%9.53%
Ray Dalio All Weather Portfolio 2x Leveraged-16.83%-34.01%-37.95%-32.10%5.29%7.16%
UBT
ProShares Ultra 20+ Year Treasury
-18.07%-40.00%-52.61%-50.39%-7.79%-2.58%
DIG
ProShares Ultra Oil & Gas
-20.13%-13.25%61.05%81.71%-4.45%-4.93%
UST
ProShares Ultra 7-10 Year Treasury
-10.96%-20.20%-30.29%-30.45%-3.24%-0.84%
UGL
ProShares Ultra Gold
-7.56%-29.04%-21.53%-12.61%3.46%-7.04%
SSO
ProShares Ultra S&P 500
-19.61%-39.46%-45.69%-35.24%10.89%18.38%

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 -1.08. 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.


-1.50-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.34
-0.77
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 0.30% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.30%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-39.05%
-25.25%
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 39.80%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.8%Nov 10, 2021221Sep 27, 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 99.47%. 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%15.00%20.00%25.00%30.00%35.00%40.00%45.00%MayJuneJulyAugustSeptember
42.34%
19.40%
Ray Dalio All Weather Portfolio 2x Leveraged
Benchmark (^GSPC)
Portfolio components

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