Last Update: 31 May 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 7.78% compound annual return, with a 5.60% 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

Portfolio and ETF Returns

The Ray Dalio All Weather Portfolio guaranteed the following returns.

RAY DALIO ALL WEATHER PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Ray Dalio All Weather Portfolio +1.40 +2.88 +6.35 +15.79 +8.86 +6.52 +7.78
Components
VTI - Vanguard Total Stock Market +5.40 +2.65 -2.97 +11.28 +9.52 +9.14 +12.78
TLT - iShares 20+ Year Treasury Bond -1.76 +5.77 +17.58 +26.65 +12.25 +8.54 +8.43
IEI - iShares 3-7 Year Treasury Bond +0.32 +2.94 +6.65 +8.94 +4.41 +3.25 +3.15
GLD - SPDR Gold Trust +2.59 +9.79 +18.17 +32.09 +10.54 +7.38 +3.20
GSG - iShares S&P GSCI Commodity Indexed Trust +15.80 -26.50 -35.52 -34.58 -11.69 -14.23 -9.87
(*) 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 May 2020
Swipe left to see all data
Period Returns
May 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.40%
0.00%
1 - 0
3M
+2.88%
-2.34%
Mar 2020 - Mar 2020
2 - 1
6M
+6.35%
-2.34%
Mar 2020 - Mar 2020
5 - 1
YTD
+6.01%
-2.34%
Mar 2020 - Mar 2020
4 - 1
1Y
+15.79%
6.65%
-2.34%
Mar 2020 - Mar 2020
10 - 2
3Y
+8.86%
annualized
5.96%
-4.76%
Sep 2018 - Dec 2018
27 - 9
5Y
+6.52%
annualized
6.01%
-6.47%
Aug 2016 - Nov 2016
41 - 19
10Y
+7.78%
annualized
5.60%
-6.93%
Feb 2015 - Dec 2015
83 - 37
MAX
01 Jan 2007
+7.23%
annualized
7.03%
-12.19%
Jul 2008 - Feb 2009
110 - 51

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Couch Potato
Scott Burns
+8.35% 2 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+7.78% 5 30 55 15
Stocks/Bonds 40/60
+7.57% 2 40 60 0 Compare
Permanent Portfolio
Harry Browne
+6.73% 4 25 50 25 Compare
Edge Select Moderately Conservative
Merrill Lynch
+6.71% 12 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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.18% +19.42%
Feb 2011 - Jan 2012
-11.58%
Mar 2008 - Feb 2009
14.67%
2 Years
+6.77% +15.73%
Feb 2010 - Jan 2012
-0.97%
Mar 2007 - Feb 2009
1.45%
3 Years
+7.03% +15.92%
Mar 2009 - Feb 2012
+2.83%
Mar 2015 - Feb 2018
0.00%
5 Years
+7.01% +11.47%
Mar 2009 - Feb 2014
+4.30%
Feb 2012 - Jan 2017
0.00%
7 Years
+6.93% +9.24%
Jul 2009 - Jun 2016
+4.37%
Jan 2012 - Dec 2018
0.00%
10 Years
+7.02% +7.93%
Jul 2009 - Jun 2019
+6.03%
Jan 2009 - Dec 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
+6.01% 2.9 0.2 -2.3 3.9 1.4
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

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