Leading indicators of an economic contraction, page-244

I will have to spend some time researching this in more detail to get an accurate answer to your question.

Result of couple of minutes of research:

This article suggests the following - "Bridgewater’s Pure Alpha strategy has generated an annualized return of 12 percent since its inception in December 1991"
https://www.institutionalinvestor.c...y-Dalio-Made-in-Bridgewater-s-Impressive-2018

Anyone interested in comparisons to asset classes can research here:
http://insights.vanguard.com.au/VolatilityIndexChart/ui/retail.html