The Ray Dalio All Weather Portfolio is exposed for 30% on the Stock Market.

In the last 10 years, it obtained a 7.8% compound annual return, with a 5.58% standard deviation (*).

(*) Last Update: April 2019

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 ETF: Ticker - Name Asset
30.00 % VTI -
Vanguard Total Stock Market		 US Stock Market
40.00 % TLT -
iShares 20+ Year Treasury Bond		 Long Term Treasury
15.00 % IEI -
iShares 3-7 Year Treasury Bond		 Intermediate Term Treasury
7.50 % IAU -
iShares Gold Trust		 Gold
7.50 % GSG -
iShares S&P GSCI Commodity Indexed Trust		 Commodities

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: April 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2007, now would be worth 2202.25$, with a total return of 120.23% (6.61% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Apr 2019		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+0.64%
0.00%
1 - 0
YTD
+8.06%
0.00%
4 - 0
1Y
+6.72%
6.38%
-4.75%
Sep 2018 - Dec 2018
8 - 4
3Y
+5.14%
annualized
5.75%
-6.46%
Aug 2016 - Nov 2016
24 - 12
5Y
+4.86%
annualized
5.77%
-6.93%
Feb 2015 - Dec 2015
37 - 23
10Y
+7.80%
annualized
5.58%
-6.93%
Feb 2015 - Dec 2015
80 - 40
MAX
Dec 2006
+6.61%
annualized
7.04%
-12.17%
Jul 2008 - Feb 2009
99 - 49

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Ray Dalio All Weather Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
 +6.60% +19.44%
Feb 2011 - Jan 2012 		-11.60%
Mar 2008 - Feb 2009
2 Years
 +6.64% +15.74%
Feb 2010 - Jan 2012 		-0.97%
Mar 2007 - Feb 2009
3 Years
 +7.01% +15.93%
Mar 2009 - Feb 2012 		+2.84%
Mar 2015 - Feb 2018
5 Years
 +7.24% +11.48%
Mar 2009 - Feb 2014 		+4.31%
Feb 2012 - Jan 2017
7 Years
 +7.18% +9.25%
Jul 2009 - Jun 2016 		+4.38%
Jan 2012 - Dec 2018
10 Years
 +6.74% +7.88%
Mar 2009 - Feb 2019 		+6.04%
Jan 2009 - Dec 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
 +8.06% 3.6 0.8 2.8 0.6
2018
 -3.17% 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
 +11.48% 1.2 2.0 -0.5 1.0 1.0 0.3 0.8 1.8 -0.4 0.8 1.3 1.5
2016
 +5.89% 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
 -3.71% 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
 +12.53% 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
 +6.74% 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 3.0 0.5 -2.1 2.2 3.2 1.8 2.0 1.1 0.9
2010
 +12.54% -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
 +2.33% -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
 +1.35% 0.2 0.6 0.2 0.2 0.1 0.1 -1.7 0.2 -2.3 -8.6 5.5 7.6
2007
 +11.87% 0.1 1.6 -0.2 1.8 -0.2 -0.9 1.0 1.3 2.8 2.4 1.0 0.6