The Ray Dalio All Weather Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 30% on the Stock Market and for 15% on Commodities.
In the last 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 6.83% 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 implemented 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.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
Ray Dalio All Weather Portfolio | -0.30 | 0.64 | -3.99 | -13.67 | -9.36 | 5.36 | 5.04 | 7.67 | |
US Inflation Adjusted return | -3.99 | -17.03 | -15.74 | 1.70 | 2.51 | 5.07 | |||
Components | |||||||||
VTI Vanguard Total Stock Market |
-0.84 |
01:59PM Jul 05 2022 |
0.21 | -8.23 | -21.32 | -14.17 | 10.53 | 12.52 | 9.81 |
TLT iShares 20+ Year Treasury Bond |
1.60 |
02:00PM Jul 05 2022 |
2.64 | -1.27 | -21.88 | -19.11 | 0.34 | 1.51 | 6.36 |
IEI iShares 3-7 Year Treasury Bond |
0.19 |
02:00PM Jul 05 2022 |
1.02 | -0.73 | -6.91 | -7.85 | 0.73 | 0.98 | 4.68 |
GLD SPDR Gold Trust |
-2.25 |
01:59PM Jul 05 2022 |
-2.33 | -1.57 | -1.46 | 1.71 | 7.38 | 0.82 | 5.43 |
GSG iShares S&P GSCI Commodity Indexed Trust |
-7.23 |
02:00PM Jul 05 2022 |
-6.10 | -7.75 | 35.01 | 43.57 | 10.50 | -2.72 | 1.69 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%
Portfolio Dividends
In 2021, the Ray Dalio All Weather 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 as of Jun 30, 2022
Historical returns and stats of Ray Dalio All Weather Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-3.99
|
-3.99
|
-3.99
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-10.28
|
-11.44
|
-10.28
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-13.67
|
-17.03
|
-13.67
Jan 2022 - Jun 2022
|
0 - 6
|
|
YTD
|
-13.67
|
-17.03
|
-13.67
Jan 2022 - Jun 2022
|
0 - 6
|
|
1Y
|
-9.36
|
-15.74
|
9.11
|
-13.67
Jan 2022 - Jun 2022
|
4 - 8
33% pos
|
3Y(*)
|
4.11
|
-0.38
|
8.37
|
-13.67
Jan 2022 - Jun 2022
|
20 - 16
56% pos
|
5Y(*)
|
5.36
|
1.70
|
7.45
|
-13.67
Jan 2022 - Jun 2022
|
37 - 23
62% pos
|
10Y(*)
|
5.04
|
2.51
|
6.57
|
-13.67
Jan 2022 - Jun 2022
|
74 - 46
62% pos
|
15Y(*)
|
6.36
|
3.96
|
7.42
|
-13.67
Jan 2022 - Jun 2022
|
118 - 62
66% pos
|
20Y(*)
|
7.13
|
4.57
|
7.09
|
-13.67
Jan 2022 - Jun 2022
|
158 - 82
66% pos
|
25Y(*)
|
7.05
|
4.52
|
7.00
|
-13.67
Jan 2022 - Jun 2022
|
197 - 103
66% pos
|
30Y(*)
|
7.67
|
5.07
|
6.83
|
-13.67
Jan 2022 - Jun 2022
|
240 - 120
67% pos
|
MAX(*)
01 Jan 1973
|
9.03
|
4.87
|
7.77
|
-13.67
Jan 2022 - Jun 2022
|
392 - 202
66% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 4406.41$, with a net total return of 340.64% (5.07% annualized).
The Inflation Adjusted Capital now would be 10540.51$, with a net total return of 954.05% (4.87% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-13.67% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-12.18% | Jul 2008 | Feb 2009 | 8 | Sep 2009 | 7 | 15 |
-6.93% | Feb 2015 | Dec 2015 | 11 | Jun 2016 | 6 | 17 |
-6.83% | Feb 1994 | Nov 1994 | 10 | Mar 1995 | 4 | 14 |
-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 |
-3.55% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
-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 |
-2.37% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-13.67% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-12.31% | Dec 1980 | Sep 1981 | 10 | Aug 1982 | 11 | 21 |
-12.18% | Jul 2008 | Feb 2009 | 8 | Sep 2009 | 7 | 15 |
-11.04% | Mar 1974 | Sep 1974 | 7 | Jan 1975 | 4 | 11 |
-10.89% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 |
-8.78% | Sep 1987 | Nov 1987 | 3 | Sep 1988 | 10 | 13 |
-7.10% | May 1983 | May 1984 | 13 | Aug 1984 | 3 | 16 |
-6.93% | Feb 2015 | Dec 2015 | 11 | Jun 2016 | 6 | 17 |
-6.83% | Feb 1994 | Nov 1994 | 10 | Mar 1995 | 4 | 14 |
-6.57% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
-6.47% | Aug 2016 | Nov 2016 | 4 | Aug 2017 | 9 | 13 |
-5.51% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
-5.16% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
-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 |
Rolling Returns ( more details)
Ray Dalio All Weather Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.66 |
43.44 Jul 1982 - Jun 1983 |
-11.58 Mar 2008 - Feb 2009 |
10.46% |
2 Years |
9.60 |
32.09 Jul 1984 - Jun 1986 |
-1.74 Jul 1980 - Jun 1982 |
0.88% |
3 Years |
9.57 |
24.13 Aug 1984 - Jul 1987 |
1.77 Mar 2006 - Feb 2009 |
0.00% |
5 Years |
9.55 |
20.99 Apr 1982 - Mar 1987 |
4.08 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
9.61 |
17.40 Aug 1982 - Jul 1989 |
4.37 Jan 2012 - Dec 2018 |
0.00% |
10 Years |
9.77 |
15.23 Oct 1981 - Sep 1991 |
5.04 Jul 2012 - Jun 2022 |
0.00% |
15 Years |
9.75 |
13.74 Aug 1982 - Jul 1997 |
6.36 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
9.71 |
12.52 Apr 1980 - Mar 2000 |
6.64 Jan 1999 - Dec 2018 |
0.00% |
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: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.75 72% |
0.34 64% |
0.37 60% |
0.76 70% |
0.89 64% |
0.80 68% |
0.60 59% |
1.01 67% |
0.52 57% |
0.46 63% |
1.31 71% |
1.17 76% |
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 |
8.0 1974 |
7.2 1981 |
7.5 2008 |
Worst Year |
-8.2 2009 |
-4.4 1980 |
-6.8 1980 |
-6.2 2022 |
-4.0 1984 |
-4.0 2022 |
-3.9 2003 |
-3.7 1981 |
-3.8 1986 |
-8.5 2008 |
-2.9 2016 |
-3.7 1981 |
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 |
2022 |
-13.67 | -17.03 | -2.8 | -0.2 | -0.7 | -6.2 | -0.4 | -4.0 | ||||||
2021 |
+8.08 | +0.91 | -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 | +13.23 | 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 | +9.15 | 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 |
1977 |
+2.14 | -4.25 | -2.8 | 0.0 | 0.8 | 1.0 | -0.4 | 2.2 | -1.3 | 0.6 | 0.7 | -0.9 | 2.0 | 0.5 |
1976 |
+15.78 | +10.23 | 3.6 | 1.3 | 1.4 | 0.1 | -1.1 | 2.2 | -1.0 | 0.3 | 1.7 | 0.1 | 2.4 | 3.8 |
1975 |
+12.93 | +5.42 | 3.6 | 2.5 | 0.3 | 0.1 | 3.1 | 2.8 | -2.1 | -0.9 | -2.3 | 3.7 | 0.7 | 0.9 |
1974 |
+1.78 | -9.20 | 2.7 | 1.9 | -2.3 | -2.3 | -2.0 | -1.0 | 0.4 | -3.6 | -0.7 | 8.0 | 2.0 | -0.7 |
1973 |
+6.67 | -2.09 | -0.5 | 1.3 | 0.1 | -0.4 | 3.7 | 0.4 | 1.1 | -0.6 | 2.1 | -0.6 | -2.1 | 2.2 |
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
Portfolio efficiency
Is the Ray Dalio All Weather Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Ray Dalio All Weather 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) |
+7.05%
(+4.52%) |
Average : 2.6 / 5
|
Average : 2.9 / 5
|
Standard Deviation over 25 Years |
7.00% |
Average : 3 / 5
|
Excellent : 4 / 5
|
Maximum Drawdown over 25 Years |
-13.67% |
Excellent : 5 / 5
|
Excellent : 4.4 / 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 |
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+0.77 | +9.98 | -15.32 | 30 | 55 | 15 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+0.22 | +9.91 | -12.29 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio 2x Leveraged |
+0.50 | +6.91 | -21.26 | 25 | 50 | 25 | ||
All Weather Portfolio 2x Leveraged Ray Dalio |
+1.40 | +6.83 | -26.81 | 37.5 | 55 | 7.5 | ||
All Weather Portfolio Ray Dalio |
+0.64 | +5.36 | -13.67 | 30 | 55 | 15 | ||
Permanent Portfolio Harry Browne |
+0.13 | +5.19 | -11.14 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio |
+0.31 | +5.13 | -10.97 | 25 | 50 | 25 |
Last update: Jul 05 2022, 02:00PM Eastern Time.
Best Classic Portfolios, with Medium Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+0.85 | +8.25 | -27.04 | 50 | 50 | 0 | ||
Robo Advisor 50 Betterment |
-0.26 | +7.71 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+0.64 | +7.67 | -13.67 | 30 | 55 | 15 | ||
Dynamic 40/60 Income |
+0.29 | +7.21 | -29.84 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio |
+0.31 | +7.11 | -13.28 | 25 | 50 | 25 |
Last update: Jul 05 2022, 02:00PM Eastern Time.