Last Update: 31 August 2021

Implementing the Ray Dalio All Weather Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 3 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 99.20% of times

All the returns are calculated over the available historical serie, starting from January 1978 until August 2021.

In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio: ETF allocation and returns page.

Rolling Returns

Ray Dalio All Weather Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.97% +43.44%
Jul 1982 - Jun 1983
-11.58%
Mar 2008 - Feb 2009
10.53%
2 Years
+9.75% +32.09%
Jul 1984 - Jun 1986
-1.74%
Jul 1980 - Jun 1982
0.80%
3 Years
+9.60% +24.13%
Aug 1984 - Jul 1987
+1.77%
Mar 2006 - Feb 2009
0.00%
4 Years
+9.63% +23.93%
Jul 1982 - Jun 1986
+2.41%
Jan 2015 - Dec 2018
0.00%
5 Years
+9.67% +20.99%
Apr 1982 - Mar 1987
+4.08%
Mar 2004 - Feb 2009
0.00%
6 Years
+9.64% +18.67%
Oct 1981 - Sep 1987
+3.94%
Dec 2012 - Nov 2018
0.00%
7 Years
+9.68% +17.40%
Aug 1982 - Jul 1989
+4.37%
Jan 2012 - Dec 2018
0.00%
8 Years
+9.69% +16.61%
Oct 1981 - Sep 1989
+5.47%
Mar 2001 - Feb 2009
0.00%
9 Years
+9.64% +15.30%
Apr 1982 - Mar 1991
+5.56%
Mar 2000 - Feb 2009
0.00%
10 Years
+9.60% +15.23%
Oct 1981 - Sep 1991
+6.03%
Jan 2009 - Dec 2018
0.00%
11 Years
+9.58% +15.01%
Jul 1982 - Jun 1993
+5.59%
Jan 2008 - Dec 2018
0.00%
12 Years
+9.53% +14.74%
Oct 1981 - Sep 1993
+6.02%
Dec 2006 - Nov 2018
0.00%
13 Years
+9.49% +13.75%
Jul 1982 - Jun 1995
+6.17%
Jan 2006 - Dec 2018
0.00%
14 Years
+9.48% +13.68%
Oct 1981 - Sep 1995
+6.34%
Jan 2005 - Dec 2018
0.00%
15 Years
+9.46% +13.74%
Aug 1982 - Jul 1997
+6.54%
Jan 2004 - Dec 2018
0.00%
16 Years
+9.44% +13.66%
Oct 1981 - Sep 1997
+6.79%
Jan 2001 - Dec 2016
0.00%
17 Years
+9.45% +13.32%
Oct 1981 - Sep 1998
+6.84%
Apr 2000 - Mar 2017
0.00%
18 Years
+9.44% +13.09%
Jul 1982 - Jun 2000
+6.46%
Jan 2001 - Dec 2018
0.00%
19 Years
+9.42% +12.93%
Oct 1981 - Sep 2000
+6.65%
Jan 2000 - Dec 2018
0.00%
20 Years
+9.40% +12.52%
Apr 1980 - Mar 2000
+6.64%
Jan 1999 - Dec 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.97% +43.44%
Jul 1982 - Jun 1983
-11.58%
Mar 2008 - Feb 2009
10.53%
54 out of 513

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.75% +32.09%
Jul 1984 - Jun 1986
-1.74%
Jul 1980 - Jun 1982
0.80%
4 out of 501

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.60% +24.13%
Aug 1984 - Jul 1987
+1.77%
Mar 2006 - Feb 2009
0.00%
0 out of 489

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.63% +23.93%
Jul 1982 - Jun 1986
+2.41%
Jan 2015 - Dec 2018
0.00%
0 out of 477

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.67% +20.99%
Apr 1982 - Mar 1987
+4.08%
Mar 2004 - Feb 2009
0.00%
0 out of 465

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.64% +18.67%
Oct 1981 - Sep 1987
+3.94%
Dec 2012 - Nov 2018
0.00%
0 out of 453

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.68% +17.40%
Aug 1982 - Jul 1989
+4.37%
Jan 2012 - Dec 2018
0.00%
0 out of 441

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.69% +16.61%
Oct 1981 - Sep 1989
+5.47%
Mar 2001 - Feb 2009
0.00%
0 out of 429

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.64% +15.30%
Apr 1982 - Mar 1991
+5.56%
Mar 2000 - Feb 2009
0.00%
0 out of 417

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.60% +15.23%
Oct 1981 - Sep 1991
+6.03%
Jan 2009 - Dec 2018
0.00%
0 out of 405

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.58% +15.01%
Jul 1982 - Jun 1993
+5.59%
Jan 2008 - Dec 2018
0.00%
0 out of 393

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.53% +14.74%
Oct 1981 - Sep 1993
+6.02%
Dec 2006 - Nov 2018
0.00%
0 out of 381

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.49% +13.75%
Jul 1982 - Jun 1995
+6.17%
Jan 2006 - Dec 2018
0.00%
0 out of 369

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.48% +13.68%
Oct 1981 - Sep 1995
+6.34%
Jan 2005 - Dec 2018
0.00%
0 out of 357

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.46% +13.74%
Aug 1982 - Jul 1997
+6.54%
Jan 2004 - Dec 2018
0.00%
0 out of 345

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.44% +13.66%
Oct 1981 - Sep 1997
+6.79%
Jan 2001 - Dec 2016
0.00%
0 out of 333

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.45% +13.32%
Oct 1981 - Sep 1998
+6.84%
Apr 2000 - Mar 2017
0.00%
0 out of 321

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.44% +13.09%
Jul 1982 - Jun 2000
+6.46%
Jan 2001 - Dec 2018
0.00%
0 out of 309

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.42% +12.93%
Oct 1981 - Sep 2000
+6.65%
Jan 2000 - Dec 2018
0.00%
0 out of 297

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.40% +12.52%
Apr 1980 - Mar 2000
+6.64%
Jan 1999 - Dec 2018
0.00%
0 out of 285

In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio: ETF allocation and returns page.

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