Last Update: 30 September 2020

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 7.44% compound annual return, with a 5.72% standard deviation.

In 2019, the portfolio granted a 2.03% 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 September 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Ray Dalio All Weather Portfolio -1.26 +3.13 +10.00 +12.43 +9.53 +8.29 +7.44
Components
VTI - Vanguard Total Stock Market -3.54 +9.24 +33.25 +14.90 +11.63 +13.68 +13.48
TLT - iShares 20+ Year Treasury Bond +0.77 -0.07 -0.30 +16.11 +11.92 +8.26 +7.36
IEI - iShares 3-7 Year Treasury Bond +0.08 +0.19 +0.75 +6.89 +4.51 +3.06 +2.68
GLD - SPDR Gold Trust -4.17 +5.83 +19.64 +27.54 +13.36 +10.63 +3.31
GSG - iShares S&P GSCI Commodity Indexed Trust -4.44 +3.66 +15.59 -28.57 -10.31 -8.84 -9.76
(*) 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.

Historical Returns

Ray Dalio All Weather Portfolio - Historical returns and stats.

RAY DALIO ALL WEATHER PORTFOLIO
Last Update: 30 September 2020
Swipe left to see all data
Period Returns
Sep 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.26%
-1.26%
Sep 2020 - Sep 2020
0 - 1
3M
+3.13%
-1.47%
Aug 2020 - Sep 2020
1 - 2
6M
+10.00%
-1.47%
Aug 2020 - Sep 2020
4 - 2
YTD
+10.70%
-2.34%
Mar 2020 - Mar 2020
6 - 3
1Y
+12.43%
6.69%
-2.34%
Mar 2020 - Mar 2020
9 - 3
3Y
+9.53%
annualized
6.45%
-4.76%
Sep 2018 - Dec 2018
26 - 10
5Y
+8.29%
annualized
6.09%
-6.47%
Aug 2016 - Nov 2016
42 - 18
10Y
+7.44%
annualized
5.72%
-6.93%
Feb 2015 - Dec 2015
81 - 39
MAX
01 Jan 2007
+7.39%
annualized
7.05%
-12.19%
Jul 2008 - Feb 2009
112 - 53

* 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
+8.67% 50 50 0 Compare
Stocks/Bonds 40/60
+7.64% 40 60 0 Compare
All Weather Portfolio
Ray Dalio
+7.44% 30 55 15
Permanent Portfolio
Harry Browne
+6.62% 25 50 25 Compare
Edge Select Moderately Conservative
Merrill Lynch
+6.58% 37 63 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Ray Dalio All Weather Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.36% +19.42%
Feb 2011 - Jan 2012
-11.58%
Mar 2008 - Feb 2009
14.29%
2 Years
+6.92% +15.73%
Feb 2010 - Jan 2012
-0.97%
Mar 2007 - Feb 2009
1.41%
3 Years
+7.11% +15.92%
Mar 2009 - Feb 2012
+2.83%
Mar 2015 - Feb 2018
0.00%
5 Years
+7.05% +11.47%
Mar 2009 - Feb 2014
+4.30%
Feb 2012 - Jan 2017
0.00%
7 Years
+6.96% +9.24%
Jul 2009 - Jun 2016
+4.37%
Jan 2012 - Dec 2018
0.00%
10 Years
+7.09% +8.11%
Aug 2010 - Jul 2020
+6.03%
Jan 2009 - Dec 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Ray Dalio All Weather Portfolio Seasonality

Swipe left to see all data
Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.6 0.4 0.6 1.3 0.4 0.3 1.3 1.3 0.1 -0.5 0.9 0.7
Best 3.6
2019
2.5
2014
4.3
2009
3.9
2020
2.7
2009
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
-0.5
2015
-2.6
2013
-2.6
2013
-1.7
2008
-1.9
2015
-2.4
2014
-8.6
2008
-2.9
2016
-2.0
2009
Gain
Frequency
79 79 64 79 71 64 79 71 36 54 69 69

Detail of Monthly Returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
+10.70% 2.9 0.2 -2.3 3.9 1.4 1.3 4.7 -0.2 -1.3
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

* 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:

IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007

Share this page