Data Source: from October 2013 to September 2021

Last Update: 30 September 2021

The Ray Dalio All Weather Portfolio with Bitcoin is exposed for 30% on the Stock Market and for 15% on Commodities.

It's a Medium Risk portfolio and it can be replicated with 6 ETFs.

In 2020, the portfolio granted a 1.40% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Dividend Yield page.

Asset Allocation and ETFs

The Ray Dalio All Weather Portfolio with Bitcoin has the following asset allocation:

30% Stocks
55% Fixed Income
15% Commodities

The Ray Dalio All Weather Portfolio with Bitcoin can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
30.00 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
40.00 % TLT iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
15.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
6.50 % GLD SPDR Gold Trust Commodity, Gold
6.50 % GSG iShares S&P GSCI Commodity Indexed Trust Commodity, Broad Diversified
2.00 % GBTC Grayscale Bitcoin Trust Commodity, Bitcoin
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Ray Dalio All Weather Portfolio with Bitcoin guaranteed the following returns.

RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*)
Ray Dalio All Weather Portfolio with Bitcoin -2.63 +0.70 +6.05 +11.62 +12.70 +14.24
Components
VTI
Vanguard Total Stock Market
-4.46 -0.03 +8.10 +32.16 +16.05 +16.88
TLT
iShares 20+ Year Treasury Bond
-2.91 +0.36 +7.41 -10.30 +9.25 +3.19
IEI
iShares 3-7 Year Treasury Bond
-0.82 -0.10 +0.57 -1.82 +4.52 +2.09
GLD
SPDR Gold Trust
-3.22 -0.85 +2.66 -7.28 +13.35 +5.50
GSG
iShares S&P GSCI Commodity Indexed Trust
+5.97 +4.79 +20.69 +56.84 -2.36 +2.61
GBTC
Grayscale Bitcoin Trust
-10.38 +13.55 -32.35 +208.57 +62.15 +102.71
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Dividend Yield page.

Historical Returns

Ray Dalio All Weather Portfolio with Bitcoin - Historical returns and stats.

RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.63%
-2.63%
Sep 2021 - Sep 2021
0 - 1
3M
+0.70%
-2.63%
Sep 2021 - Sep 2021
2 - 1
6M
+6.05%
-2.63%
Sep 2021 - Sep 2021
4 - 2
YTD
+3.28%
-2.63%
Sep 2021 - Sep 2021
4 - 5
1Y
+11.62%
8.33%
-2.63%
Sep 2021 - Sep 2021
6 - 6
3Y
+12.70%
annualized
8.20%
-4.15%
Oct 2018 - Dec 2018
21 - 15
5Y
+14.24%
annualized
10.41%
-5.32%
Oct 2016 - Nov 2016
35 - 25
MAX
01 Oct 2013
+12.89%
annualized
10.43%
-6.51%
Feb 2015 - Sep 2015
56 - 40
* Annualized St.Dev. of monthly returns

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
All Weather Portfolio with Bitcoin
Ray Dalio
+14.24% -5.32% 30 55 15
Permanent Portfolio with Bitcoin
Harry Browne
+13.42% -5.19% 25 50 25 Compare
All Weather Portfolio
Ray Dalio
+7.52% -5.71% 30 55 15 Compare
Permanent Portfolio
Harry Browne
+6.72% -5.77% 25 50 25 Compare

Best Classic Portfolios, with Medium Risk, ordered by 5 Years annualized return.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+10.57% -10.72% 50 50 0 Compare
Stocks/Bonds 40/60
+8.56% -8.09% 40 60 0 Compare
Robo Advisor 50
Betterment
+7.67% -13.31% 49.9 50.1 0 Compare
Edge Select Moderately Conservative
Merrill Lynch
+7.62% -7.78% 37 63 0 Compare
Lifepath Fund
iShares
+7.61% -8.34% 40.42 59.58 0 Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Ray Dalio All Weather Portfolio with Bitcoin: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+12.46% +42.45%
Jan 2017 - Dec 2017
-4.96%
Feb 2015 - Jan 2016
8.24%
2 Years
+12.37% +23.77%
Jan 2016 - Dec 2017
+1.48%
Feb 2015 - Jan 2017
0.00%
3 Years
+12.76% +18.69%
Feb 2017 - Jan 2020
+2.92%
Dec 2013 - Nov 2016
0.00%
5 Years
+12.75% +16.12%
Jan 2016 - Dec 2020
+8.60%
Dec 2013 - Nov 2018
0.00%
7 Years
+12.05% +13.07%
Oct 2013 - Sep 2020
+11.16%
Dec 2013 - Nov 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Ray Dalio All Weather Portfolio with Bitcoin Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.49
75%
0.35
50%
0.10
38%
1.52
75%
1.72
75%
1.37
63%
1.23
75%
1.98
63%
-1.75
0%
0.32
63%
3.70
75%
0.69
50%
Best
Year
3.6
2020
2.4
2016
3.0
2019
4.5
2020
6.5
2017
5.2
2019
5.2
2020
10.3
2017
0.0
2016
3.0
2013
14.4
2013
7.3
2017
Worst
Year
-1.3
2021
-2.6
2018
-2.7
2020
-0.8
2015
-0.6
2015
-2.4
2015
-1.1
2014
-2.2
2015
-4.4
2017
-4.0
2018
-3.1
2016
-5.8
2013
Statistics calculated for the period Oct 2013 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Ray Dalio All Weather Portfolio with Bitcoin

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+3.28% -1.3 -0.6 -0.7 3.2 -0.2 2.2 2.6 0.8 -2.6
2020
+20.48% 3.6 0.0 -2.7 4.5 1.5 0.9 5.2 -0.1 -1.7 -1.3 5.9 3.4
2019
+20.01% 3.5 1.0 3.0 1.5 2.3 5.2 -0.2 3.2 -1.2 0.7 0.1 -0.4
2018
-4.67% -0.1 -2.6 0.1 -0.1 1.4 0.0 0.2 1.6 -1.1 -4.0 0.5 -0.7
2017
+42.45% 1.0 2.1 -0.5 1.4 6.5 -1.1 1.2 10.3 -4.4 2.5 10.7 7.3
2016
+7.54% 0.2 2.4 2.1 1.4 0.6 5.1 0.8 -1.0 0.0 -2.3 -3.1 1.3
2015
-2.39% 2.9 -1.1 -0.4 -0.8 -0.6 -2.4 1.0 -2.2 -0.3 2.5 -0.6 -0.4
2014
+11.71% 2.1 1.6 -0.1 1.0 2.2 1.2 -1.1 3.1 -2.7 1.6 1.7 0.7

* Note:
Portofolio Returns, up to May 2015, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • GBTC - Grayscale Bitcoin Trust: simulated historical serie, up to May 2015
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