Data Source: from January 1978 to December 2021
Last Update: 31 December 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 7.05% compound annual return, with a 6.01% standard deviation.
In the last 25 years, a 7.89% compound annual return, with a 6.82% standard deviation.
Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns
The Ray Dalio All Weather Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | +1.37 | +4.47 | +5.00 | +8.08 | +13.58 | +9.60 | +7.05 | +7.99 | +7.89 |
| --- Inflation Adjusted return | +0.90 | +2.21 | +1.54 | +0.89 | +9.70 | +6.49 | +4.83 | +5.55 | +5.48 |
| Components | |||||||||
|
VTI Vanguard Total Stock Market |
+3.79 | +9.11 | +9.08 | +25.67 | +25.73 | +17.96 | +16.29 | +9.91 | +9.88 |
|
TLT iShares 20+ Year Treasury Bond |
-2.01 | +3.18 | +3.55 | -4.60 | +8.75 | +6.68 | +4.51 | +6.76 | +7.00 |
|
IEI iShares 3-7 Year Treasury Bond |
-0.40 | -0.91 | -1.01 | -2.54 | +3.28 | +2.48 | +1.84 | +3.90 | +4.58 |
|
GLD SPDR Gold Trust |
+3.30 | +4.10 | +3.22 | -4.15 | +12.13 | +9.30 | +1.18 | +9.51 | +6.30 |
|
GSG iShares S&P GSCI Commodity Indexed Trust |
+7.21 | +1.48 | +6.34 | +38.77 | +6.86 | +1.77 | -6.35 | +0.36 | -0.64 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the 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.
Historical Returns
Historical returns and stats of Ray Dalio All Weather Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+1.37%
|
+0.90%
|
0.00%
|
1 - 0
|
|
|
3M
|
+4.47%
|
+2.21%
|
-0.60%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+5.00%
|
+1.54%
|
-2.36%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+8.08%
|
+0.89%
|
6.73%
|
-3.71%
Jan 2021 - Mar 2021
|
7 - 5
58% pos
|
|
1Y
|
+8.08%
|
+0.89%
|
6.73%
|
-3.71%
Jan 2021 - Mar 2021
|
7 - 5
58% pos
|
|
3Y
|
+13.58%
annualized
|
+9.70%
annualized
|
6.94%
|
-3.74%
Aug 2020 - Oct 2020
|
26 - 10
72% pos
|
|
5Y
|
+9.60%
annualized
|
+6.49%
annualized
|
6.30%
|
-4.75%
Sep 2018 - Dec 2018
|
42 - 18
70% pos
|
|
10Y
|
+7.05%
annualized
|
+4.83%
annualized
|
6.01%
|
-6.93%
Feb 2015 - Dec 2015
|
79 - 41
66% pos
|
|
20Y
|
+7.99%
annualized
|
+5.55%
annualized
|
6.80%
|
-12.18%
Jul 2008 - Feb 2009
|
163 - 77
68% pos
|
|
25Y
|
+7.89%
annualized
|
+5.48%
annualized
|
6.82%
|
-12.18%
Jul 2008 - Feb 2009
|
201 - 99
67% pos
|
|
MAX
01 Jan 1978
|
+9.66%
annualized
|
+5.97%
annualized
|
7.76%
|
-12.31%
Dec 1980 - Sep 1981
|
353 - 175
67% pos
|
Portfolio efficiency
Is the Ray Dalio All Weather Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios, ordered by 5 Years annualized return.
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| All Weather Portfolio 2x Leveraged Ray Dalio |
+15.78% | -11.90% | 37.5 | 55 | 7.5 | Compare | |
| All Weather Portfolio with Bitcoin Ray Dalio |
+15.53% | -5.17% | 30 | 55 | 15 | Compare | |
| Permanent Portfolio with Bitcoin Harry Browne |
+14.78% | -4.61% | 25 | 50 | 25 | Compare | |
| Simplified Permanent Portfolio 2x Leveraged |
+14.26% | -9.99% | 25 | 50 | 25 | Compare | |
| All Weather Portfolio Ray Dalio |
+9.60% | -4.76% | 30 | 55 | 15 | ||
| Permanent Portfolio Harry Browne |
+8.91% | -4.43% | 25 | 50 | 25 | Compare | |
| Simplified Permanent Portfolio |
+8.74% | -3.82% | 25 | 50 | 25 | Compare | |
Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Couch Potato Scott Burns |
+8.33% | -27.03% | 50 | 50 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.89% | -12.19% | 30 | 55 | 15 | ||
| Robo Advisor 50 Betterment |
+7.63% | -30.72% | 49.9 | 50.1 | 0 | Compare | |
| Simplified Permanent Portfolio |
+7.48% | -13.28% | 25 | 50 | 25 | Compare | |
| Stocks/Bonds 40/60 |
+7.24% | -19.17% | 40 | 60 | 0 | Compare | |
Our overall ratings, assigned to the Ray Dalio All Weather Portfolio. The portfolio is classified as Medium Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| Medium Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+7.89%
(+5.48%) |
Excellent : 4.6 / 5
|
Good : 3.5 / 5
|
| Standard Deviation over 25 Years |
6.82% |
Good : 3.4 / 5
|
Excellent : 4.1 / 5
|
| Maximum Drawdown over 25 Years |
-12.18% |
Excellent : 5 / 5
|
Excellent : 4.5 / 5
|
| Easy to manage | 5 ETFs |
Average : 3 / 5
|
Average : 3 / 5
|
| Rating assigned considering all the Medium Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 6676.81$, with a total return of 567.68% (7.89% annualized).
The Inflation Adjusted Capital now would be 3791.26$, with a net total return of 279.13% (5.48% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -12.18% | 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 |
| -4.83% | 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 |
| -2.99% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
| -2.89% | Feb 1997 | Mar 1997 | 2 | May 1997 | 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 |
| -2.36% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -2.34% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
Rolling Returns ( more details)
Ray Dalio All Weather Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.96% |
+43.44% Jul 1982 - Jun 1983 |
-11.58% Mar 2008 - Feb 2009 |
10.44% |
| 2 Years |
+9.75% |
+32.09% Jul 1984 - Jun 1986 |
-1.74% Jul 1980 - Jun 1982 |
0.79% |
| 3 Years |
+9.63% |
+24.13% Aug 1984 - Jul 1987 |
+1.77% Mar 2006 - Feb 2009 |
0.00% |
| 5 Years |
+9.66% |
+20.99% Apr 1982 - Mar 1987 |
+4.08% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+9.65% |
+17.40% Aug 1982 - Jul 1989 |
+4.37% Jan 2012 - Dec 2018 |
0.00% |
| 10 Years |
+9.58% |
+15.23% Oct 1981 - Sep 1991 |
+6.03% Jan 2009 - Dec 2018 |
0.00% |
| 15 Years |
+9.44% |
+13.74% Aug 1982 - Jul 1997 |
+6.54% Jan 2004 - Dec 2018 |
0.00% |
| 20 Years |
+9.37% |
+12.52% Apr 1980 - Mar 2000 |
+6.64% Jan 1999 - 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
Ray Dalio All Weather Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.77 75% |
0.24 61% |
0.43 59% |
1.04 73% |
0.95 68% |
0.85 68% |
0.73 61% |
1.22 70% |
0.55 57% |
0.28 64% |
1.35 70% |
1.16 75% |
| Best Year |
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 |
7.8 1982 |
7.2 1981 |
7.5 2008 |
| Worst Year |
-8.2 2009 |
-4.4 1980 |
-6.8 1980 |
-4.8 2004 |
-4.0 1984 |
-2.6 2013 |
-3.9 2003 |
-3.7 1981 |
-3.8 1986 |
-8.5 2008 |
-2.9 2016 |
-3.7 1981 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Ray Dalio All Weather Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+8.08 | +0.89 | -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 | +13.20 | 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 | +15.60 | 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 | -5.01 | 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 | +9.18 | 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 | +3.74 | 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 | -4.33 | 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 | +11.79 | 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 | +0.63 | 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 | +4.87 | 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 | +12.16 | -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 | +10.93 | -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 | -0.47 | -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 | +1.36 | 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 | +7.46 | 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 | +4.29 | 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 | +5.05 | 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 | +5.87 | 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 | +11.68 | -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 | +5.16 | 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 | -4.31 | 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 | +6.49 | -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 | +3.51 | 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 | +11.65 | 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 | +4.73 | 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 | +24.29 | 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 | -5.73 | 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 | +8.95 | 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 | +3.69 | -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 | +14.57 | 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 | -2.26 | -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 | +15.11 | 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 | +5.92 | 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 | -0.83 | 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 | +19.15 | 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 | +23.98 | 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 | +3.83 | 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 | +26.80 | -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 | -11.62 | -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 | -1.78 | 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 | +5.30 | 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 | -1.61 | -1.4 | 0.1 | 1.7 | 2.1 | 1.8 | -1.5 | 3.4 | 2.7 | 0.3 | -3.3 | -0.1 | 1.4 |
* 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:
- 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