As of May 2026, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.45% compound annual return, with a 7.50% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 months to be recovered.

As of May 2026, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 8.05% compound annual return, with a 7.97% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ray Dalio
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
Tyler
Tyler Golden Butterfly Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VTI
Vanguard Total Stock Market
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~99Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		6.14 1.12 5.31 17.36 4.27 6.24 7.45 7.30
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		6.45 1.08 6.76 22.93 7.00 8.26 8.05 8.54
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 17.36 22.93
Infl. Adjusted (%) 12.65 17.99
DRAWDOWN
Deepest Drawdown Depth (%) -3.08 -5.05
Start to Recovery (months) 2 3*
Longest Drawdown Depth (%) -0.78 -5.05
Start to Recovery (months) 2 3*
Longest Negative Period (months) 2 3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.31 8.45
Sharpe Ratio 2.13 2.25
Sortino Ratio 2.66 2.66
Ulcer Index 0.88 1.51
Ratio: Return / Standard Deviation 2.75 2.71
Ratio: Return / Deepest Drawdown 5.63 4.54
Metrics calculated over the period 1 June 2025 - 31 May 2026
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 4.27 7.00
Infl. Adjusted (%) -0.19 2.42
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Negative Period (months) 45 35
RISK INDICATORS
Standard Deviation (%) 10.21 10.20
Sharpe Ratio 0.08 0.35
Sortino Ratio 0.11 0.48
Ulcer Index 9.52 6.44
Ratio: Return / Standard Deviation 0.42 0.69
Ratio: Return / Deepest Drawdown 0.21 0.39
Metrics calculated over the period 1 June 2021 - 31 May 2026
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 6.24 8.26
Infl. Adjusted (%) 2.76 4.72
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Negative Period (months) 46 39
RISK INDICATORS
Standard Deviation (%) 8.57 8.82
Sharpe Ratio 0.47 0.69
Sortino Ratio 0.64 0.94
Ulcer Index 6.92 4.76
Ratio: Return / Standard Deviation 0.73 0.94
Ratio: Return / Deepest Drawdown 0.30 0.46
Metrics calculated over the period 1 June 2016 - 31 May 2026
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 7.45 8.05
Infl. Adjusted (%) 4.76 5.35
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 42 30
Longest Negative Period (months) 46 39
RISK INDICATORS
Standard Deviation (%) 7.50 7.97
Sharpe Ratio 0.70 0.73
Sortino Ratio 0.93 0.98
Ulcer Index 4.46 3.59
Ratio: Return / Standard Deviation 0.99 1.01
Ratio: Return / Deepest Drawdown 0.36 0.45
Metrics calculated over the period 1 June 1996 - 31 May 2026
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 7.30 8.54
Infl. Adjusted (%) 4.17 5.38
DRAWDOWN
Deepest Drawdown Depth (%) -37.02 -48.31
Start to Recovery (months) 68 70
Longest Drawdown Depth (%) -37.02 -23.45
Start to Recovery (months) 68 71
Longest Negative Period (months) 71 74
RISK INDICATORS
Standard Deviation (%) 7.52 8.81
Sharpe Ratio 0.52 0.59
Sortino Ratio 0.74 0.82
Ulcer Index 5.34 6.87
Ratio: Return / Standard Deviation 0.97 0.97
Ratio: Return / Deepest Drawdown 0.20 0.18
Metrics calculated over the period 1 January 1927 - 31 May 2026
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Inflation Adj:

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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All Weather Portfolio Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 6.14 -3.08 6.45 -5.05
2025
 13.26 -1.94 19.30 -0.53
2024
 6.36 -3.73 10.73 -3.42
2023
 9.95 -9.25 11.98 -8.08
2022
 -18.39 -20.58 -13.35 -17.79
2021
 8.27 -3.74 9.35 -2.45
2020
 15.88 -3.68 13.93 -7.16
2019
 17.93 -0.83 18.03 -1.83
2018
 -3.02 -4.71 -4.03 -6.37
2017
 11.55 -0.49 10.96 -0.32
2016
 6.50 -6.42 10.82 -3.36
2015
 -3.23 -6.66 -3.71 -6.25
2014
 12.89 -2.52 9.13 -3.27
2013
 1.71 -5.29 6.26 -3.84
2012
 7.02 -1.33 8.84 -2.43
2011
 15.64 -2.00 8.86 -3.00
2010
 12.88 -0.69 16.54 -2.77
2009
 2.71 -11.57 10.77 -10.16
2008
 2.38 -11.38 -4.18 -13.53
2007
 11.88 -1.20 9.58 -2.06
2006
 6.93 -1.71 12.44 -2.71
2005
 8.55 -2.99 8.04 -1.76
2004
 9.41 -4.76 9.88 -4.36
2003
 13.96 -4.74 18.85 -2.72
2002
 7.77 -1.56 3.15 -6.86
2001
 -2.77 -4.61 2.71 -4.99
2000
 10.15 -2.26 6.88 -3.64
1999
 6.28 -3.79 4.24 -3.38
1998
 11.05 -4.83 8.03 -9.44
1997
 13.54 -2.89 13.09 -2.50
1996
 8.27 -2.11 8.18 -2.60
1995
 27.44 0.00 21.86 -0.40
1994
 -3.28 -6.83 -1.98 -4.64
1993
 12.02 -1.98 14.50 -1.37
1992
 6.76 -2.23 9.15 -1.58
1991
 17.98 -1.86 19.14 -1.63
1990
 3.85 -5.51 -2.51 -7.94
1989
 20.45 -1.14 14.78 -0.89
1988
 10.59 -1.93 9.18 -1.64
1987
 3.47 -8.78 5.10 -10.93
1986
 20.56 -3.75 17.75 -2.42
1985
 28.68 -2.13 25.09 -1.93
1984
 8.03 -6.61 3.75 -4.68
1983
 7.06 -3.16 11.13 -2.46
1982
 31.65 -3.13 28.31 -5.34
1981
 -3.74 -11.76 -1.23 -8.50
1980
 10.35 -10.89 15.59 -13.73
1979
 19.26 -6.57 38.92 -6.53
1978
 7.24 -3.43 13.30 -7.41
1977
 2.14 -2.83 7.87 -1.53
1976
 15.78 -1.12 20.55 -2.29
1975
 12.93 -5.16 16.99 -8.68
1974
 1.78 -11.04 5.51 -14.87
1973
 6.67 -2.66 7.22 -5.95
1972
 14.50 0.00 17.32 -1.70
1971
 14.60 -3.81 14.13 -3.04
1970
 10.73 -7.59 8.32 -8.47
1969
 -7.07 -8.33 -9.95 -11.26
1968
 5.61 -2.31 14.16 -1.16
1967
 4.93 -2.43 15.73 -1.53
1966
 -0.21 -6.05 -1.43 -6.81
1965
 4.08 -1.14 9.98 -1.26
1964
 7.34 -0.33 9.63 -0.39
1963
 6.73 -1.03 9.52 -1.19
1962
 0.34 -6.12 -2.25 -8.47
1961
 7.57 -1.53 11.32 -1.53
1960
 8.59 -1.47 4.68 -2.33
1959
 1.91 -2.83 5.78 -2.67
1958
 9.85 -0.95 21.04 -0.09
1957
 1.56 -3.70 -1.90 -5.44
1956
 0.45 -3.72 2.40 -3.74
1955
 6.44 -0.66 9.05 -1.20
1954
 17.99 -1.18 24.09 -1.32
1953
 0.83 -4.42 -1.25 -5.95
1952
 4.21 -1.76 5.01 -1.97
1951
 4.78 -2.55 5.62 -3.17
1950
 9.14 -1.91 15.80 -2.07
1949
 8.58 -0.97 8.87 -1.60
1948
 1.89 -3.09 0.60 -4.83
1947
 1.53 -1.94 3.73 -2.27
1946
 -0.92 -7.07 -2.14 -9.34
1945
 15.78 -0.88 23.40 -1.03
1944
 7.97 -0.39 13.20 -0.29
1943
 9.97 -2.77 18.24 -2.65
1942
 6.45 -3.58 8.95 -4.55
1941
 -1.20 -4.99 -1.87 -5.56
1940
 1.87 -7.70 -0.80 -9.89
1939
 2.79 -3.74 -0.30 -6.03
1938
 10.37 -7.91 14.14 -10.34
1937
 -10.07 -12.18 -15.74 -17.75
1936
 14.42 -2.08 19.77 -2.63
1935
 16.55 -1.39 19.44 -3.22
1934
 8.27 -3.11 5.81 -5.68
1933
 23.55 -7.04 45.52 -6.98
1932
 5.54 -10.85 2.29 -16.27
1931
 -17.79 -21.07 -20.79 -25.80
1930
 -5.90 -10.68 -10.68 -16.78
1929
 -1.20 -10.34 -3.62 -14.87
1928
 11.11 -1.64 13.65 -2.02
1927
 14.04 -1.26 16.03 -1.81
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