Last Update: 31 December 2022
Implementing the Ray Dalio All Weather Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 8 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 91.39% of times
All the returns are calculated over the available historical serie, starting from January 1871 until December 2022.
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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
6.60 |
47.75 Jul 1932 - Jun 1933 |
-24.95 Jul 1931 - Jun 1932 |
17.48% |
2 Years |
6.51 |
32.09 Jul 1984 - Jun 1986 |
-18.52 Jun 1930 - May 1932 |
8.61% |
3 Years |
6.47 |
24.13 Aug 1984 - Jul 1987 |
-12.66 Jul 1929 - Jun 1932 |
3.13% |
4 Years |
6.45 |
23.93 Jul 1982 - Jun 1986 |
-7.41 Jun 1928 - May 1932 |
1.63% |
5 Years |
6.44 |
20.99 Apr 1982 - Mar 1987 |
-3.71 Jun 1927 - May 1932 |
1.36% |
6 Years |
6.43 |
18.67 Oct 1981 - Sep 1987 |
-1.31 Jul 1926 - Jun 1932 |
0.23% |
7 Years |
6.43 |
17.40 Aug 1982 - Jul 1989 |
-0.03 Jul 1925 - Jun 1932 |
0.06% |
8 Years |
6.44 |
16.61 Oct 1981 - Sep 1989 |
1.38 Jul 1924 - Jun 1932 |
0.00% |
9 Years |
6.45 |
15.30 Apr 1982 - Mar 1991 |
1.74 Sep 1887 - Aug 1896 |
0.00% |
10 Years |
6.44 |
15.23 Oct 1981 - Sep 1991 |
1.87 Sep 1886 - Aug 1896 |
0.00% |
11 Years |
6.44 |
15.01 Jul 1982 - Jun 1993 |
2.08 Sep 1882 - Aug 1893 |
0.00% |
12 Years |
6.44 |
14.74 Oct 1981 - Sep 1993 |
2.13 Aug 1881 - Jul 1893 |
0.00% |
13 Years |
6.43 |
13.75 Jul 1982 - Jun 1995 |
2.33 Jul 1881 - Jun 1894 |
0.00% |
14 Years |
6.43 |
13.68 Oct 1981 - Sep 1995 |
2.15 Sep 1882 - Aug 1896 |
0.00% |
15 Years |
6.43 |
13.74 Aug 1982 - Jul 1997 |
2.25 Sep 1881 - Aug 1896 |
0.00% |
20 Years |
6.44 |
12.52 Apr 1980 - Mar 2000 |
2.82 Jul 1901 - Jun 1921 |
0.00% |
30 Years |
6.48 |
11.60 Jul 1970 - Jun 2000 |
3.26 Jun 1902 - May 1932 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.60% |
+47.75% Jul 1932 - Jun 1933 |
-24.95% Jul 1931 - Jun 1932 |
17.48% 317 out of 1813 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.51% |
+32.09% Jul 1984 - Jun 1986 |
-18.52% Jun 1930 - May 1932 |
8.61% 155 out of 1801 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.47% |
+24.13% Aug 1984 - Jul 1987 |
-12.66% Jul 1929 - Jun 1932 |
3.13% 56 out of 1789 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+23.93% Jul 1982 - Jun 1986 |
-7.41% Jun 1928 - May 1932 |
1.63% 29 out of 1777 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+20.99% Apr 1982 - Mar 1987 |
-3.71% Jun 1927 - May 1932 |
1.36% 24 out of 1765 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+18.67% Oct 1981 - Sep 1987 |
-1.31% Jul 1926 - Jun 1932 |
0.23% 4 out of 1753 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+17.40% Aug 1982 - Jul 1989 |
-0.03% Jul 1925 - Jun 1932 |
0.06% 1 out of 1741 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+16.61% Oct 1981 - Sep 1989 |
+1.38% Jul 1924 - Jun 1932 |
0.00% 0 out of 1729 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+15.30% Apr 1982 - Mar 1991 |
+1.74% Sep 1887 - Aug 1896 |
0.00% 0 out of 1717 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+15.23% Oct 1981 - Sep 1991 |
+1.87% Sep 1886 - Aug 1896 |
0.00% 0 out of 1705 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+15.01% Jul 1982 - Jun 1993 |
+2.08% Sep 1882 - Aug 1893 |
0.00% 0 out of 1693 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+14.74% Oct 1981 - Sep 1993 |
+2.13% Aug 1881 - Jul 1893 |
0.00% 0 out of 1681 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+13.75% Jul 1982 - Jun 1995 |
+2.33% Jul 1881 - Jun 1894 |
0.00% 0 out of 1669 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+13.68% Oct 1981 - Sep 1995 |
+2.15% Sep 1882 - Aug 1896 |
0.00% 0 out of 1657 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+13.74% Aug 1982 - Jul 1997 |
+2.25% Sep 1881 - Aug 1896 |
0.00% 0 out of 1645 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.44% |
+12.52% Apr 1980 - Mar 2000 |
+2.82% Jul 1901 - Jun 1921 |
0.00% 0 out of 1585 |
Annualized Rolling Returns - 30 Years (360 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.48% |
+11.60% Jul 1970 - Jun 2000 |
+3.26% Jun 1902 - May 1932 |
0.00% 0 out of 1465 |
In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio: ETF allocation and returns page.