Data Source: from March 1970 to October 2022 (~53 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.39%
1 Day
Nov 29 2022, 04:00PM Eastern Time
3.69%
Current Month
November 2022

The Ray Dalio All Weather Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 30% on the Stock Market and for 15% on Commodities.

In the last 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.29% compound annual return, with a 7.01% standard deviation.

Asset Allocation and ETFs

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

30% Stocks
55% Fixed Income
15% Commodities

The Ray Dalio All Weather Portfolio can be implemented 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
7.50 %
GLD SPDR Gold Trust Commodity, Gold
7.50 %
GSG iShares S&P GSCI Commodity Indexed Trust Commodity, Broad Diversified
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 as of Oct 31, 2022

The Ray Dalio All Weather Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
RAY DALIO ALL WEATHER PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~53Y)
Ray Dalio All Weather Portfolio -0.39 3.69 0.66 -11.00 -19.05 3.23 4.07 7.29 9.02
US Inflation Adjusted return 0.25 -13.66 -24.87 -0.60 1.46 4.67 4.83
Components
VTI
Vanguard Total Stock Market
-0.15 03:59PM
Nov 29 2022
2.04 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
TLT
iShares 20+ Year Treasury Bond
-1.17 04:00PM
Nov 29 2022
6.37 -5.97 -18.59 -33.64 -3.07 -0.14 5.61 7.16
IEI
iShares 3-7 Year Treasury Bond
-0.16 04:00PM
Nov 29 2022
1.56 -0.51 -4.41 -11.10 -0.20 0.48 4.38 6.31
GLD
SPDR Gold Trust
0.49 03:59PM
Nov 29 2022
7.12 -1.78 -14.13 -8.84 4.71 -0.93 5.10 7.23
GSG
iShares S&P GSCI Commodity Indexed Trust
1.44 03:59PM
Nov 29 2022
-3.20 6.17 -7.73 22.41 7.14 -3.87 1.58 7.10
Returns over 1 year are annualized | Available data source: since Mar 1970
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Ray Dalio All Weather Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
RAY DALIO ALL WEATHER PORTFOLIO
Portfolio Metrics
Data Source: 1 March 1970 - 31 October 2022 (~53 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~53Y)
Portfolio
Return (%)
0.66 -10.00 -11.00 -19.05 0.21 3.23 4.07 6.59 7.29 9.02
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 3.99
Infl. Adjusted
Return (%)
0.25 -10.53 -13.66 -24.87 -4.57 -0.60 1.46 3.97 4.67 4.83
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 10.37 9.54 8.45 7.12 7.36 7.01 7.81
Sharpe Ratio -1.90 -0.02 0.27 0.50 0.75 0.73 0.64
Sortino Ratio -2.54 -0.03 0.35 0.66 0.97 0.96 0.90
MAXIMUM DRAWDOWN
Drawdown Depth (%) -20.19 -20.19 -20.19 -20.19 -20.19 -20.19 -20.19
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 9 9 9 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
> 10
> 10
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 43.44 24.13 20.99 15.23 12.52 11.61
Worst Return (%) -19.05 0.15 3.23 3.86 6.54 7.23
% Positive Periods 90% 100% 100% 100% 100% 100%
MONTHS
Positive 1 1 2 3 19 36 74 158 240 420
Negative 0 2 4 9 17 24 46 82 120 212
% Positive 100% 33% 33% 25% 53% 60% 62% 66% 67% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.63 22.53 11.82 8.41 7.26 5.35
Perpetual WR (%) 0.00 0.00 1.44 3.82 4.46 4.61
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
 
Asset VTI TLT IEI GLD GSG
VTI
1.00
0.41
0.51
0.16
0.29
TLT
0.41
1.00
0.78
0.19
-0.27
IEI
0.51
0.78
1.00
0.02
-0.05
GLD
0.16
0.19
0.02
1.00
0.41
GSG
0.29
-0.27
-0.05
0.41
1.00
 
 
 
 
 
Asset VTI TLT IEI GLD GSG
VTI
1.00
-0.03
-0.01
0.15
0.52
TLT
-0.03
1.00
0.83
0.33
-0.40
IEI
-0.01
0.83
1.00
0.30
-0.39
GLD
0.15
0.33
0.30
1.00
-0.02
GSG
0.52
-0.40
-0.39
-0.02
1.00
 
 
 
 
 
Asset VTI TLT IEI GLD GSG
VTI
1.00
-0.09
-0.07
0.04
0.44
TLT
-0.09
1.00
0.84
0.37
-0.43
IEI
-0.07
0.84
1.00
0.37
-0.36
GLD
0.04
0.37
0.37
1.00
0.08
GSG
0.44
-0.43
-0.36
0.08
1.00
 
 
 
 
 
Asset VTI TLT IEI GLD GSG
VTI
1.00
-0.17
-0.16
0.04
0.36
TLT
-0.17
1.00
0.79
0.17
-0.21
IEI
-0.16
0.79
1.00
0.19
-0.08
GLD
0.04
0.17
0.19
1.00
0.22
GSG
0.36
-0.21
-0.08
0.22
1.00
 
 
 
 
 
Asset VTI TLT IEI GLD GSG
VTI
1.00
0.06
0.09
0.02
0.19
TLT
0.06
1.00
0.82
0.06
-0.18
IEI
0.09
0.82
1.00
0.06
-0.08
GLD
0.02
0.06
0.06
1.00
0.24
GSG
0.19
-0.18
-0.08
0.24
1.00

Portfolio Dividends

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

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 8264.95$, with a total return of 726.49% (7.29% annualized).

The Inflation Adjusted Capital now would be 3932.63$, with a net total return of 293.26% (4.67% annualized).
An investment of 1000$, since March 1970, now would be worth 94249.50$, with a total return of 9324.95% (9.02% annualized).

The Inflation Adjusted Capital now would be 12017.91$, with a net total return of 1101.79% (4.83% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-20.19% Jan 2022 Sep 2022 9 in progress 1 10
-12.18% Jul 2008 Feb 2009 8 Sep 2009 7 15
-6.93% Feb 2015 Dec 2015 11 Jun 2016 6 17
-6.83% Feb 1994 Nov 1994 10 Mar 1995 4 14
-6.47% Aug 2016 Nov 2016 4 Aug 2017 9 13
-5.10% May 2013 Jun 2013 2 Jan 2014 7 9
-4.83% Jul 1998 Aug 1998 2 Oct 1998 2 4
-4.76% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.75% Sep 2018 Dec 2018 4 Mar 2019 3 7
-4.74% Jun 2003 Jul 2003 2 Sep 2003 2 4
-4.61% Feb 2001 Mar 2001 2 Aug 2002 17 19
-3.79% Feb 1999 Feb 1999 1 Apr 1999 2 3
-3.74% Aug 2020 Oct 2020 3 Nov 2020 1 4
-3.71% Jan 2021 Mar 2021 3 May 2021 2 5
-3.55% Dec 1996 Mar 1997 4 May 1997 2 6
-2.99% Sep 2005 Oct 2005 2 Dec 2005 2 4
-2.85% Feb 2018 Feb 2018 1 Aug 2018 6 7
-2.44% Sep 2014 Sep 2014 1 Nov 2014 2 3
-2.41% Dec 2009 Jan 2010 2 Mar 2010 2 4
-2.37% May 1999 May 1999 1 Oct 1999 5 6
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-20.19% Jan 2022 Sep 2022 9 in progress 1 10
-12.31% Dec 1980 Sep 1981 10 Aug 1982 11 21
-12.18% Jul 2008 Feb 2009 8 Sep 2009 7 15
-11.04% Mar 1974 Sep 1974 7 Jan 1975 4 11
-10.89% Feb 1980 Mar 1980 2 May 1980 2 4
-8.78% Sep 1987 Nov 1987 3 Sep 1988 10 13
-7.66% Mar 1970 May 1970 3 Nov 1970 6 9
-7.10% May 1983 May 1984 13 Aug 1984 3 16
-6.93% Feb 2015 Dec 2015 11 Jun 2016 6 17
-6.83% Feb 1994 Nov 1994 10 Mar 1995 4 14
-6.57% Oct 1979 Oct 1979 1 Dec 1979 2 3
-6.47% Aug 2016 Nov 2016 4 Aug 2017 9 13
-5.51% Jan 1990 Apr 1990 4 Jul 1990 3 7
-5.16% Jul 1975 Sep 1975 3 Jan 1976 4 7
-5.10% May 2013 Jun 2013 2 Jan 2014 7 9
-4.83% Jul 1998 Aug 1998 2 Oct 1998 2 4
-4.76% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.75% Sep 2018 Dec 2018 4 Mar 2019 3 7
-4.74% Jun 2003 Jul 2003 2 Sep 2003 2 4
-4.61% Feb 2001 Mar 2001 2 Aug 2002 17 19

Rolling Returns ( more details)

Ray Dalio All Weather Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.76 43.44
Jul 1982 - Jun 1983
-19.05
Nov 2021 - Oct 2022
10.47%
2 Years
9.63 32.09
Jul 1984 - Jun 1986
-5.47
Oct 2020 - Sep 2022
1.48%
3 Years
9.56 24.13
Aug 1984 - Jul 1987
0.15
Oct 2019 - Sep 2022
0.00%
5 Years
9.53 20.99
Apr 1982 - Mar 1987
3.23
Nov 2017 - Oct 2022
0.00%
7 Years
9.56 17.40
Aug 1982 - Jul 1989
3.93
Nov 2015 - Oct 2022
0.00%
10 Years
9.70 15.23
Oct 1981 - Sep 1991
3.86
Oct 2012 - Sep 2022
0.00%
15 Years
9.86 13.74
Aug 1982 - Jul 1997
5.32
Nov 2007 - Oct 2022
0.00%
20 Years
9.83 12.52
Apr 1980 - Mar 2000
6.54
Oct 2002 - Sep 2022
0.00%
30 Years
9.82 11.61
Jul 1970 - Jun 2000
7.23
Oct 1992 - Sep 2022
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: Rolling Returns page.

Seasonality

In which months is it better to invest in Ray Dalio All Weather Portfolio?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
0.56
60%
-0.64
40%
-0.13
40%
0.29
60%
0.78
80%
0.66
80%
2.18
80%
0.49
60%
-2.49
0%
-0.28
60%
1.25
80%
0.87
80%
 Capital Growth on monthly avg returns
100
100.56
99.91
99.78
100.07
100.84
101.51
103.72
104.24
101.64
101.36
102.63
103.52
Best 3.6
2019
0.8
2019
2.8
2019
3.9
2020
1.7
2018
3.6
2019
4.7
2020
4.2
2019
-0.8
2019
3.7
2021
4.2
2020
1.8
2020
Worst -2.8
2022
-2.8
2018
-2.3
2020
-6.2
2022
-0.4
2022
-4.0
2022
0.0
2018
-3.7
2022
-7.2
2022
-3.9
2018
-0.6
2021
-0.6
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
1.08
80%
0.23
60%
0.19
50%
0.55
70%
0.37
70%
0.39
70%
1.49
80%
0.38
50%
-1.47
10%
0.24
70%
0.43
60%
0.37
70%
 Capital Growth on monthly avg returns
100
101.08
101.31
101.50
102.06
102.44
102.84
104.37
104.77
103.23
103.48
103.92
104.30
Best 3.6
2019
2.5
2014
2.8
2019
3.9
2020
1.7
2018
3.9
2016
4.7
2020
4.2
2019
1.2
2013
3.7
2021
4.2
2020
1.8
2020
Worst -2.8
2022
-2.8
2018
-2.3
2020
-6.2
2022
-2.6
2013
-4.0
2022
-1.1
2014
-3.7
2022
-7.2
2022
-3.9
2018
-2.9
2016
-1.3
2015
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.83
73%
0.38
65%
0.43
60%
0.63
68%
0.83
62%
0.76
68%
0.68
60%
0.97
68%
0.42
58%
0.45
64%
1.39
73%
1.23
77%
 Capital Growth on monthly avg returns
100
100.83
101.20
101.64
102.27
103.12
103.90
104.61
105.62
106.07
106.55
108.03
109.35
Best 5.2
1987
7.1
1986
6.8
1986
9.0
1980
6.0
2003
5.3
1980
5.2
1997
8.7
1982
5.0
1998
8.0
1974
7.2
1981
7.5
2008
Worst -8.2
2009
-4.4
1980
-6.8
1980
-6.2
2022
-4.0
1984
-4.0
2022
-3.9
2003
-3.7
1981
-7.2
2022
-8.5
2008
-2.9
2016
-3.7
1981
Monthly Seasonality over the period Mar 1970 - Oct 2022

Monthly/Yearly Returns

Ray Dalio All Weather Portfolio data source starts from March 1970: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Mar 1970 - Oct 2022
420 Positive Months (66%) - 212 Negative Months (34%)
MONTHLY RETURNS TABLE
Mar 1970 - Oct 2022
(Scroll down to see all data)
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
2022
-19.66 -24.84 -2.8 -0.2 -0.7 -6.2 -0.4 -4.0 3.4 -3.7 -7.2 0.7
2021
+8.08 +0.97 -1.5 -1.1 -1.2 3.6 1.0 2.2 2.4 0.6 -2.4 3.7 -0.6 1.4
2020
+14.68 +13.14 2.9 0.2 -2.3 3.9 1.4 1.2 4.7 -0.2 -1.3 -2.3 4.2 1.8
2019
+18.22 +15.57 3.6 0.8 2.8 0.6 0.2 3.6 0.5 4.2 -0.8 0.5 0.8 0.3
2018
-3.19 -5.00 0.6 -2.8 0.8 -0.5 1.7 0.3 0.0 1.6 -0.9 -3.9 0.6 -0.6
2017
+11.47 +9.17 1.2 2.0 -0.6 1.0 1.0 0.3 0.8 1.8 -0.4 0.8 1.3 1.5
2016
+5.86 +3.71 0.8 2.1 2.2 1.0 0.4 3.9 1.4 -0.6 -0.2 -2.9 -2.9 0.7
2015
-3.72 -4.41 3.5 -1.3 -0.4 -0.5 -0.7 -2.3 0.8 -1.9 -0.4 2.2 -1.3 -1.3
2014
+12.52 +11.68 1.9 2.5 0.1 1.1 1.7 1.3 -1.1 3.3 -2.4 1.6 1.5 0.7
2013
+2.15 +0.64 0.6 0.2 1.3 1.5 -2.6 -2.6 2.0 -1.1 1.2 2.0 -0.3 0.1
2012
+6.72 +4.89 2.5 0.4 -1.0 1.7 0.0 0.7 2.4 1.2 0.0 -1.3 0.9 -0.8
2011
+15.59 +12.27 -0.8 2.4 0.5 3.0 0.5 -2.1 2.2 3.2 1.8 2.0 1.1 0.9
2010
+12.53 +10.87 -0.4 1.6 1.0 2.8 -1.0 1.2 1.6 2.5 2.3 -0.2 -0.4 1.1
2009
+2.34 -0.38 -8.2 -4.2 4.3 -0.1 2.6 -0.2 3.1 2.2 2.7 -1.1 3.9 -2.0
2008
+1.34 +1.24 0.2 0.6 0.1 0.3 0.1 0.1 -1.7 0.2 -2.3 -8.5 5.5 7.5
2007
+11.88 +7.49 0.1 1.6 -0.3 1.8 -0.2 -0.9 1.0 1.3 2.8 2.4 1.0 0.6
2006
+6.93 +4.28 1.2 -0.1 -1.1 0.7 -1.2 -0.1 1.6 1.8 0.7 1.9 2.8 -1.5
2005
+8.55 +4.97 0.6 0.6 -0.7 0.9 2.3 1.6 -0.3 2.2 -0.6 -2.4 2.1 2.1
2004
+9.41 +5.96 1.6 2.1 1.3 -4.8 0.6 0.8 -0.2 2.3 1.6 1.8 0.5 1.6
2003
+13.96 +11.85 -0.1 1.2 -1.5 2.9 6.0 -0.8 -3.9 2.2 2.8 1.0 0.9 2.9
2002
+7.77 +5.26 0.2 0.9 0.3 0.8 0.0 -0.9 -0.7 3.3 0.7 -0.2 0.8 2.4
2001
-2.77 -4.26 0.8 -2.0 -2.6 1.5 0.3 -0.5 1.3 -0.4 -1.8 2.6 -1.2 -0.5
2000
+10.15 +6.54 -0.5 2.9 2.7 -2.0 -0.3 3.6 -0.8 4.5 -1.8 0.0 -0.1 1.8
1999
+6.28 +3.50 1.6 -3.8 2.2 2.1 -2.4 1.5 -1.2 0.1 1.4 1.5 1.1 2.2
1998
+11.05 +9.29 1.4 1.2 1.7 0.6 -0.8 2.1 -1.5 -3.3 5.0 1.0 1.6 1.8
1997
+13.54 +11.64 0.8 -0.3 -2.6 2.6 2.9 1.7 5.2 -2.3 3.5 0.0 0.7 0.9
1996
+8.27 +4.79 1.2 -1.6 -0.1 0.3 0.5 0.9 -2.1 0.7 3.2 2.2 4.3 -1.5
1995
+27.44 +24.28 1.6 2.8 1.6 1.8 4.6 1.4 0.7 1.5 2.1 1.1 2.8 2.5
1994
-3.28 -5.80 2.4 -2.7 -3.2 -0.4 0.5 -1.0 2.4 0.6 -1.9 0.1 -1.3 1.4
1993
+12.02 +9.02 1.9 1.8 1.2 -0.1 1.3 2.0 0.9 2.5 -0.1 0.8 -2.0 1.1
1992
+6.76 +3.75 -1.4 0.6 -1.5 0.6 1.8 0.2 3.4 -0.5 1.4 -1.1 1.2 1.9
1991
+17.98 +14.48 1.0 2.5 1.2 1.0 1.4 -1.9 2.6 2.4 1.3 1.0 -1.2 5.7
1990
+3.85 -2.12 -3.5 0.2 -0.1 -2.2 4.7 0.6 1.2 -2.9 1.7 -0.5 3.2 1.7
1989
+20.45 +15.10 2.7 -1.1 1.5 3.1 2.4 3.3 3.3 -0.6 0.6 1.0 1.6 1.2
1988
+10.59 +5.91 3.4 1.7 -0.7 -0.1 -0.4 2.9 -1.0 -0.9 2.3 2.3 -0.9 1.5
1987
+3.47 -0.92 5.2 1.7 0.9 -1.7 -0.2 2.3 1.8 0.4 -2.1 -5.4 -1.5 2.4
1986
+20.56 +19.25 0.2 7.1 6.8 0.3 -0.2 4.0 -2.2 5.0 -3.8 1.4 1.8 -1.1
1985
+28.68 +23.97 4.6 -2.1 2.7 0.8 6.0 1.3 -0.5 1.4 -0.9 3.5 4.5 4.5
1984
+8.03 +3.93 0.4 -1.6 -0.3 -0.9 -4.0 1.4 1.6 5.4 1.3 3.1 0.5 0.9
1983
+7.06 +3.15 0.4 1.8 1.3 4.5 -1.3 1.3 -3.1 0.1 2.6 -2.1 2.2 -0.5
1982
+31.65 +26.79 -0.6 -1.2 0.2 4.1 -0.7 -2.4 2.8 8.7 3.6 7.8 3.8 2.4
1981
-3.74 -11.63 -3.3 -2.0 3.5 -3.7 3.0 -1.7 -1.8 -3.7 -2.4 5.6 7.2 -3.7
1980
+10.35 -1.92 1.1 -4.4 -6.8 9.0 5.5 5.3 -0.8 -0.8 1.0 -1.0 3.5 -0.6
1979
+19.26 +5.27 3.4 -0.5 2.2 0.4 1.2 3.2 0.3 3.2 2.5 -6.6 4.8 4.2
1978
+7.24 -1.63 -1.4 0.1 1.7 2.1 1.8 -1.5 3.4 2.7 0.3 -3.3 -0.1 1.4
1977
+2.14 -4.27 -2.8 0.0 0.8 1.0 -0.4 2.2 -1.3 0.6 0.7 -0.9 2.0 0.5
1976
+15.78 +10.41 3.6 1.3 1.4 0.1 -1.1 2.2 -1.0 0.3 1.7 0.1 2.4 3.8
1975
+12.93 +5.61 3.6 2.5 0.3 0.1 3.1 2.8 -2.1 -0.9 -2.3 3.7 0.7 0.9
1974
+1.78 -9.40 2.7 1.9 -2.3 -2.3 -2.0 -1.0 0.4 -3.6 -0.7 8.0 2.0 -0.7
1973
+6.67 -1.88 -0.5 1.3 0.1 -0.4 3.7 0.4 1.1 -0.6 2.1 -0.6 -2.1 2.2
1972
+14.50 +10.73 1.3 1.7 0.3 1.0 3.0 0.3 0.8 0.7 0.0 0.9 2.5 1.2
1971
+14.60 +10.97 3.9 0.6 4.2 -0.5 -1.5 -0.9 -0.9 3.5 1.6 0.1 0.5 3.4
1970
- - -0.3 -5.2 -2.3 0.6 3.4 1.6 2.3 0.0 5.1 1.9

Portofolio Returns, up to December 2007, 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:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
  • GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006

Portfolio efficiency

Compared to the Ray Dalio All Weather Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin
Harry Browne
+6.88 8.96 -16.88 25 50 25
All Weather Portfolio with Bitcoin
Ray Dalio
+6.43 10.13 -21.57 30 55 15
All Weather Portfolio 2x Leveraged
Ray Dalio
+4.69 18.36 -36.33 37.5 55 7.5
Permanent Portfolio
Harry Browne
+3.55 7.21 -15.92 25 50 25
Simplified Permanent Portfolio
+3.44 7.20 -16.43 25 50 25
All Weather Portfolio
Ray Dalio
+3.23 8.45 -20.19 30 55 15
Simplified Permanent Portfolio 2x Leveraged
+3.07 14.05 -31.96 25 50 25

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
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