Data Source: from October 2013 to December 2021

Last Update: 31 December 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 the last 5 years, the portfolio obtained a 15.53% compound annual return, with a 8.41% standard deviation.

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 % ^BTC Bitcoin Commodities
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: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*)
Ray Dalio All Weather Portfolio with Bitcoin +0.53 +4.56 +5.64 +8.91 +16.36 +15.53
--- Inflation Adjusted return +0.06 +2.30 +2.17 +1.67 +12.39 +12.25
Components
VTI
Vanguard Total Stock Market
+3.79 +9.11 +9.08 +25.67 +25.73 +17.96
TLT
iShares 20+ Year Treasury Bond
-2.01 +3.18 +3.55 -4.60 +8.75 +6.68
IEI
iShares 3-7 Year Treasury Bond
-0.40 -0.91 -1.01 -2.54 +3.28 +2.48
GLD
SPDR Gold Trust
+3.30 +4.10 +3.22 -4.15 +12.13 +9.30
GSG
iShares S&P GSCI Commodity Indexed Trust
+7.21 +1.48 +6.34 +38.77 +6.86 +1.77
^BTC
Bitcoin
-19.34 +5.94 +32.88 +59.10 +132.41 +117.46
(*) 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

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92%

In 2021, the portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Dividend Yield page.

Historical Returns

Historical returns and stats of Ray Dalio All Weather Portfolio with Bitcoin. Total Returns and Inflation Adjusted Returns are both mentioned.

RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+0.53%
+0.06%
0.00%
1 - 0
3M
+4.56%
+2.30%
-0.69%
Nov 2021 - Nov 2021
2 - 1
6M
+5.64%
+2.17%
-2.58%
Sep 2021 - Sep 2021
4 - 2
YTD
+8.91%
+1.67%
7.00%
-2.58%
Sep 2021 - Sep 2021
6 - 6
50% pos
1Y
+8.91%
+1.67%
7.00%
-2.58%
Sep 2021 - Sep 2021
6 - 6
50% pos
3Y
+16.36%
annualized
+12.39%
annualized
7.71%
-3.01%
Aug 2020 - Oct 2020
25 - 11
69% pos
5Y
+15.53%
annualized
+12.25%
annualized
8.41%
-5.16%
Sep 2018 - Dec 2018
42 - 18
70% pos
MAX
01 Oct 2013
+12.74%
annualized
+10.28%
annualized
9.25%
-6.26%
Feb 2015 - Sep 2015
64 - 35
65% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Ray Dalio All Weather Portfolio with Bitcoin actually efficient, compared to other Lazy Portfolios?

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 2x Leveraged
Ray Dalio
+15.78% -11.90% 37.5 55 7.5 Compare
All Weather Portfolio with Bitcoin
Ray Dalio
+15.53% -5.17% 30 55 15
Permanent Portfolio with Bitcoin
Harry Browne
+14.78% -4.61% 25 50 25 Compare
Simplified Permanent Portfolio 2x Leveraged
+14.26% -9.99% 25 50 25 Compare
All Weather Portfolio
Ray Dalio
+9.60% -4.76% 30 55 15 Compare
Permanent Portfolio
Harry Browne
+8.91% -4.43% 25 50 25 Compare
Simplified Permanent Portfolio
+8.74% -3.82% 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
+11.67% -10.72% 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+9.60% -4.76% 30 55 15 Compare
Stocks/Bonds 40/60
+9.44% -8.09% 40 60 0 Compare
Permanent Portfolio
Harry Browne
+8.91% -4.43% 25 50 25 Compare
Simplified Permanent Portfolio
+8.74% -3.82% 25 50 25 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2017, now would be worth 2058.03$, with a total return of 105.80% (15.53% annualized).

The Inflation Adjusted Capital now would be 1782.19$, with a net total return of 78.22% (12.25% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2017 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-5.16% Sep 2018 Dec 2018 4 Mar 2019 3 7
-3.01% Aug 2020 Oct 2020 3 Nov 2020 1 4
-2.68% Feb 2018 Apr 2018 3 Aug 2018 4 7
-2.68% Mar 2020 Mar 2020 1 Apr 2020 1 2
-2.58% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.71% Jan 2021 Mar 2021 3 Apr 2021 1 4
-1.40% Sep 2019 Sep 2019 1 Jan 2020 4 5
-1.19% Sep 2017 Sep 2017 1 Oct 2017 1 2
-0.79% Mar 2017 Mar 2017 1 Apr 2017 1 2
-0.69% Nov 2021 Nov 2021 1 in progress 1 2
-0.53% May 2021 May 2021 1 Jun 2021 1 2

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+11.98% +36.73%
Jan 2017 - Dec 2017
-4.70%
Feb 2015 - Jan 2016
7.95%
2 Years
+11.84% +21.61%
Jan 2016 - Dec 2017
+1.76%
Dec 2013 - Nov 2015
0.00%
3 Years
+12.16% +17.45%
Aug 2017 - Jul 2020
+2.98%
Dec 2013 - Nov 2016
0.00%
5 Years
+12.23% +15.78%
Dec 2016 - Nov 2021
+7.84%
Dec 2013 - Nov 2018
0.00%
7 Years
+11.62% +12.53%
Oct 2013 - Sep 2020
+10.55%
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

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.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.56
88%
0.42
63%
0.13
38%
1.45
75%
1.17
75%
1.53
88%
1.36
88%
1.44
63%
-1.33
0%
1.04
67%
2.97
67%
0.53
67%
Best
Year
3.6
2020
2.6
2017
3.0
2019
4.5
2020
2.8
2017
4.6
2019
5.1
2020
5.4
2017
-0.1
2016
4.7
2021
14.4
2013
5.3
2017
Worst
Year
-1.2
2021
-2.7
2018
-2.7
2020
-0.8
2015
-0.6
2015
-2.1
2015
-1.1
2014
-2.3
2015
-2.6
2014
-3.9
2018
-2.6
2016
-5.8
2013
Statistics calculated for the period Oct 2013 - Dec 2021

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

Monthly/Yearly Returns

Ray Dalio All Weather Portfolio with Bitcoin monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
64 Positive Months (65%) - 35 Negative Months (35%)
Oct 2013 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+8.91 +1.67 -1.2 -0.3 -0.2 3.3 -0.5 2.1 2.8 0.9 -2.6 4.7 -0.7 0.5
2020
+20.78 +19.23 3.6 0.0 -2.7 4.5 1.5 1.1 5.1 -0.2 -1.4 -1.5 5.5 3.9
2019
+19.77 +17.12 3.4 1.0 3.0 1.2 1.9 4.6 0.0 3.9 -1.4 0.8 0.1 0.1
2018
-4.47 -6.27 0.1 -2.7 0.2 -0.2 1.5 0.2 0.2 1.6 -1.0 -3.9 0.3 -0.6
2017
+36.73 +33.92 1.1 2.6 -0.8 1.5 2.8 1.1 1.1 5.4 -1.2 4.3 9.0 5.3
2016
+8.17 +5.99 0.6 2.3 2.0 1.0 0.8 4.3 1.5 -0.8 -0.1 -2.5 -2.6 1.6
2015
-2.53 -3.15 2.9 -1.1 -0.4 -0.8 -0.6 -2.1 1.2 -2.3 -0.3 2.8 -0.8 -0.9
2014
+11.71 +10.98 2.1 1.6 -0.1 1.0 2.2 1.2 -1.1 3.1 -2.6 1.6 1.7 0.7
2013
- - 3.0 14.4 -5.8
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