Last Update: 31 March 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 7.15% compound annual return, with a 5.94% 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: 31 March 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Ray Dalio All Weather Portfolio -1.18 -3.71 -0.25 +9.73 +8.65 +7.23 +7.15
Components
VTI - Vanguard Total Stock Market +3.65 +6.54 +22.26 +62.90 +17.17 +16.69 +13.80
TLT - iShares 20+ Year Treasury Bond -5.24 -13.92 -16.49 -16.74 +5.78 +3.02 +6.66
IEI - iShares 3-7 Year Treasury Bond -0.84 -2.20 -2.38 -1.65 +4.22 +2.21 +2.70
GLD - SPDR Gold Trust -1.14 -10.32 -9.69 +8.04 +8.34 +6.34 +1.35
GSG - iShares S&P GSCI Commodity Indexed Trust -1.90 +13.30 +29.95 +50.22 -5.68 +0.26 -9.37
(*) 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: 31 March 2021
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Period Returns
Mar 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.18%
-1.18%
Mar 2021 - Mar 2021
0 - 1
3M
-3.71%
-3.71%
Jan 2021 - Mar 2021
0 - 3
6M
-0.25%
-3.71%
Jan 2021 - Mar 2021
2 - 4
YTD
-3.71%
-3.71%
Jan 2021 - Mar 2021
0 - 3
1Y
+9.73%
8.08%
-3.74%
Aug 2020 - Oct 2020
6 - 6
3Y
+8.65%
annualized
6.96%
-4.76%
Sep 2018 - Dec 2018
23 - 13
5Y
+7.23%
annualized
6.39%
-6.47%
Aug 2016 - Nov 2016
40 - 20
10Y
+7.15%
annualized
5.94%
-6.93%
Feb 2015 - Dec 2015
80 - 40
MAX
01 Jul 2002
+7.76%
annualized
6.88%
-12.19%
Jul 2008 - Feb 2009
152 - 73

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ Stocks Bonds Comm.
Couch Potato
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+8.75% 50 50 0 Compare
Stocks/Bonds 40/60
+7.66% 40 60 0 Compare
All Weather Portfolio
Ray Dalio
+7.15% 30 55 15
Robo Advisor 50
Betterment
+6.91% 49.9 50.1 0 Compare
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+6.75% 37 63 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

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
1 Year
+8.07% +20.18%
Apr 2003 - Mar 2004
-11.58%
Mar 2008 - Feb 2009
10.28%
2 Years
+7.68% +16.43%
Jan 2019 - Dec 2020
-0.97%
Mar 2007 - Feb 2009
0.99%
3 Years
+7.41% +15.92%
Mar 2009 - Feb 2012
+1.77%
Mar 2006 - Feb 2009
0.00%
5 Years
+7.26% +11.47%
Mar 2009 - Feb 2014
+4.08%
Mar 2004 - Feb 2009
0.00%
7 Years
+7.36% +9.24%
Jul 2009 - Jun 2016
+4.37%
Jan 2012 - Dec 2018
0.00%
10 Years
+7.55% +9.54%
Aug 2002 - Jul 2012
+6.03%
Jan 2009 - Dec 2018
0.00%
15 Years
+7.29% +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 1.0 0.7 0.3 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 78 72 61 63 79 47 58 79 74

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
2021
-3.71% -1.5 -1.1 -1.2
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

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