Ray Dalio All Weather Portfolio: ETF allocation and returns

Last Update: 30 June 2021

The Ray Dalio All Weather Portfolio 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 5 ETFs.

In the last 10 years, the portfolio obtained a 7.72% compound annual return, with a 5.92% standard deviation.

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: Dividend Yield page.

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 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
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

The Ray Dalio All Weather Portfolio guaranteed the following returns.

RAY DALIO ALL WEATHER PORTFOLIO RETURNS (%)

Last Update: 30 June 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Ray Dalio All Weather Portfolio	+2.21	+6.90	+2.93	+9.97	+10.53	+7.54	+7.72
*Components*
VTI - Vanguard Total Stock Market	+2.48	+8.13	+15.21	+44.42	+18.73	+17.90	+14.70
TLT - iShares 20+ Year Treasury Bond	+4.42	+7.02	-7.87	-10.68	+8.01	+3.02	+7.03
IEI - iShares 3-7 Year Treasury Bond	-0.14	+0.67	-1.54	-1.54	+4.46	+2.05	+2.45
GLD - SPDR Gold Trust	-7.15	+3.54	-7.14	-1.04	+11.76	+5.54	+1.27
GSG - iShares S&P GSCI Commodity Indexed Trust	+4.08	+15.18	+30.49	+55.16	-3.51	+0.72	-7.24

(*) 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: Dividend Yield page.

Readings that may interest you

Investing in ETFs For Beginner's: 2 Books in 1: Beginner's Guide to ...

Stock Market Investing For Beginners: Learn The Basics Of Stock Market Investing ...

ETFs for the Long Run: What They Are, How They Work, and Simple Strategies for ...

Historical Returns

Ray Dalio All Weather Portfolio - Historical returns and stats.

RAY DALIO ALL WEATHER PORTFOLIO

Last Update: 30 June 2021

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Period	Returns Jun 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+2.21%		0.00%	1 - 0
3M	+6.90%		0.00%	3 - 0
6M	+2.93%		-3.71% Jan 2021 - Mar 2021	3 - 3
YTD	+2.93%		-3.71% Jan 2021 - Mar 2021	3 - 3
1Y	+9.97%	8.06%	-3.74% Aug 2020 - Oct 2020	6 - 6
3Y	+10.53% annualized	7.13%	-4.76% Sep 2018 - Dec 2018	24 - 12
5Y	+7.54% annualized	6.40%	-6.47% Aug 2016 - Nov 2016	40 - 20
10Y	+7.72% annualized	5.92%	-6.93% Feb 2015 - Dec 2015	81 - 39
MAX 01 Jul 2002	+8.03% annualized	6.88%	-12.19% Jul 2008 - Feb 2009	155 - 73

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	Stocks	Bonds	Comm.
Couch Potato Scott Burns	+9.18%	50	50	0	Compare
Stocks/Bonds 40/60	+8.00%	40	60	0	Compare
All Weather Portfolio Ray Dalio	+7.72%	30	55	15
Robo Advisor 50 Betterment	+7.20%	49.9	50.1	0	Compare
Edge Select Moderately Conservative Merrill Lynch	+6.97%	37	63	0	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since June 2011.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-6.93%	Feb 2015	Dec 2015	11	Jun 2016	6	17
-6.47%	Aug 2016	Nov 2016	4	Aug 2017	9	13
-5.10%	May 2013	Jun 2013	2	Jan 2014	7	9
-4.76%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-3.74%	Aug 2020	Oct 2020	3	Nov 2020	1	4
-3.71%	Jan 2021	Mar 2021	3	May 2021	2	5
-2.85%	Feb 2018	Feb 2018	1	Aug 2018	6	7
-2.44%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.34%	Mar 2020	Mar 2020	1	Apr 2020	1	2
-1.36%	Sep 2012	Oct 2012	2	Mar 2013	5	7
-1.07%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.05%	Mar 2012	Mar 2012	1	Apr 2012	1	2
-0.82%	Sep 2019	Sep 2019	1	Nov 2019	2	3
-0.37%	Sep 2017	Sep 2017	1	Oct 2017	1	2

Worst drawdowns since June 2002.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-12.19%	Jul 2008	Feb 2009	8	Sep 2009	7	15
-6.93%	Feb 2015	Dec 2015	11	Jun 2016	6	17
-6.47%	Aug 2016	Nov 2016	4	Aug 2017	9	13
-5.10%	May 2013	Jun 2013	2	Jan 2014	7	9
-4.76%	Apr 2004	Apr 2004	1	Sep 2004	5	6
-4.76%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-4.75%	Jun 2003	Jul 2003	2	Sep 2003	2	4
-3.74%	Aug 2020	Oct 2020	3	Nov 2020	1	4
-3.71%	Jan 2021	Mar 2021	3	May 2021	2	5
-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
-2.34%	Mar 2020	Mar 2020	1	Apr 2020	1	2
-2.13%	Jun 2011	Jun 2011	1	Jul 2011	1	2
-1.72%	Feb 2006	Jun 2006	5	Aug 2006	2	7
-1.50%	Mar 2003	Mar 2003	1	Apr 2003	1	2
-1.49%	Dec 2006	Dec 2006	1	Feb 2007	2	3
-1.36%	Sep 2012	Oct 2012	2	Mar 2013	5	7
-1.12%	Oct 2009	Oct 2009	1	Nov 2009	1	2

Rolling Returns ( more details)

Ray Dalio All Weather Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.09%	+20.18% Apr 2003 - Mar 2004	-11.58% Mar 2008 - Feb 2009	10.14%
2 Years	+7.75%	+16.43% Jan 2019 - Dec 2020	-0.97% Mar 2007 - Feb 2009	0.98%
3 Years	+7.45%	+15.92% Mar 2009 - Feb 2012	+1.77% Mar 2006 - Feb 2009	0.00%
5 Years	+7.27%	+11.47% Mar 2009 - Feb 2014	+4.08% Mar 2004 - Feb 2009	0.00%
7 Years	+7.35%	+9.24% Jul 2009 - Jun 2016	+4.37% Jan 2012 - Dec 2018	0.00%
10 Years	+7.54%	+9.54% Aug 2002 - Jul 2012	+6.03% Jan 2009 - Dec 2018	0.00%
15 Years	+7.30%	+7.80% Aug 2002 - Jul 2017	+6.54% Jan 2004 - Dec 2018	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 and Yearly/Monthly Returns

Ray Dalio All Weather Portfolio Seasonality

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	0.5	0.5	0.3	1.1	0.7	0.4	0.7	1.5	0.4	-0.3	1.2	0.9
Best	3.6 2019	2.5 2014	4.3 2009	3.9 2020	6.0 2003	3.9 2016	4.7 2020	4.2 2019	2.8 2007	2.4 2007	5.5 2008	7.5 2008
Worst	-8.2 2009	-4.2 2009	-2.3 2020	-4.8 2004	-2.6 2013	-2.6 2013	-3.9 2003	-1.9 2015	-2.4 2014	-8.6 2008	-2.9 2016	-2.0 2009
Gain Frequency	74	74	53	79	74	63	63	79	47	58	79	74

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+2.93%	-1.5	-1.1	-1.2	3.6	1.0	2.2
2020	+14.68%	2.9	0.2	-2.3	3.9	1.4	1.3	4.7	-0.2	-1.3	-2.3	4.2	1.8
2019	+18.22%	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%	0.6	-2.9	0.8	-0.5	1.8	0.3	0.0	1.6	-0.9	-3.9	0.6	-0.6
2017	+11.47%	1.2	2.0	-0.6	1.0	1.0	0.3	0.8	1.8	-0.4	0.9	1.3	1.5
2016	+5.86%	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%	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%	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%	0.6	0.2	1.3	1.5	-2.6	-2.6	2.0	-1.2	1.2	2.0	-0.3	0.1
2012	+6.72%	2.5	0.4	-1.1	1.7	0.0	0.7	2.4	1.2	0.0	-1.3	0.9	-0.8
2011	+15.59%	-0.8	2.4	0.5	3.1	0.5	-2.1	2.2	3.2	1.8	2.0	1.1	0.9
2010	+12.53%	-0.4	1.6	1.0	2.8	-1.0	1.2	1.6	2.6	2.3	-0.2	-0.4	1.1
2009	+2.34%	-8.2	-4.2	4.3	-0.1	2.7	-0.2	3.1	2.2	2.7	-1.1	3.9	-2.0
2008	+1.34%	0.2	0.6	0.1	0.3	0.1	0.2	-1.7	0.2	-2.3	-8.6	5.5	7.5
2007	+11.88%	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%	1.3	-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%	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%	1.6	2.1	1.3	-4.8	0.6	0.8	-0.2	2.3	1.6	1.8	0.6	1.6
2003	+13.96%	-0.1	1.2	-1.5	2.9	6.0	-0.9	-3.9	2.2	2.8	1.0	0.9	2.9

* Note:
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:

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