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

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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 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
+6.60% +47.75%
Jul 1932 - Jun 1933
-24.95%
Jul 1931 - Jun 1932
17.48%
317 out of 1813
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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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
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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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
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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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
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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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
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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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
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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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
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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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
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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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
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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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
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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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
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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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
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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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
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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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
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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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
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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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
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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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
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

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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