Ray Dalio All Weather Portfolio vs Ray Dalio All Weather Portfolio with Bitcoin Portfolio Comparison

Simulation Settings
Period: January 2009 - June 2025 (~17 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
All Data
(2009/01 - 2025/06)
Inflation Adjusted:
Ray Dalio All Weather Portfolio
1.00$
Invested Capital
January 2009
2.74$
Final Capital
June 2025
6.30%
Yearly Return
7.85%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 2009
1.81$
Final Capital
June 2025
3.65%
Yearly Return
7.85%
Std Deviation
-27.85%
Max Drawdown
46months*
Recovery Period
* in progress
Ray Dalio All Weather Portfolio with Bitcoin
1.00$
Invested Capital
January 2009
11.52$
Final Capital
June 2025
15.97%
Yearly Return
34.01%
Std Deviation
-36.76%
Max Drawdown
28months
Recovery Period
1.00$
Invested Capital
January 2009
7.60$
Final Capital
June 2025
13.08%
Yearly Return
34.01%
Std Deviation
-37.42%
Max Drawdown
29months
Recovery Period

As of June 2025, over the analyzed timeframe, the Ray Dalio All Weather Portfolio obtained a 6.30% compound annual return, with a 7.85% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 months to be recovered.

As of June 2025, over the analyzed timeframe, the Ray Dalio All Weather Portfolio with Bitcoin obtained a 15.97% compound annual return, with a 34.01% standard deviation. It suffered a maximum drawdown of -36.76% that required 28 months to be recovered.

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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

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
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
6.50
DBC
Invesco DB Commodity Tracking
6.50
GLD
SPDR Gold Trust
2.00
^BTC
Bitcoin
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2009/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio
1 $ 2.74 $ 173.87% 6.30%
Ray Dalio All Weather Portfolio with Bitcoin
Ray Dalio
1 $ 11.52 $ 1 052.19% 15.97%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio
Ray Dalio
1 $ 1.81 $ 80.55% 3.65%
Ray Dalio All Weather Portfolio with Bitcoin
Ray Dalio
1 $ 7.60 $ 659.58% 13.08%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y MAX
(~17Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio
5.58 3.08 5.58 8.88 3.14 5.41 6.30
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio with Bitcoin
Ray Dalio
5.60 3.08 5.60 10.24 4.82 9.04 15.97
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 January 2009 - 30 June 2025 (~17 years)
1 Year
5 Years
10 Years
All (2009/01 - 2025/06)
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All Weather Portfolio All Weather Portfolio with Bitcoin
Author Ray Dalio Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 55%
Commodities 15% 15%
PERFORMANCES
Annualized Return (%) 8.88 10.24
Infl. Adjusted (%) 6.30 7.62
DRAWDOWN
Deepest Drawdown Depth (%) -3.45 -3.51
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -1.94 -1.84
Start to Recovery (months) 4 4
Longest Negative Period (months) 8 6
RISK INDICATORS
Standard Deviation (%) 7.03 7.32
Sharpe Ratio 0.60 0.77
Sortino Ratio 0.76 0.98
Ulcer Index 1.43 1.39
Ratio: Return / Standard Deviation 1.26 1.40
Ratio: Return / Deepest Drawdown 2.57 2.92
Metrics calculated over the period 1 July 2024 - 30 June 2025
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All Weather Portfolio All Weather Portfolio with Bitcoin
Author Ray Dalio Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 55%
Commodities 15% 15%
PERFORMANCES
Annualized Return (%) 3.14 4.82
Infl. Adjusted (%) -1.33 0.28
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -21.82
Start to Recovery (months) 42 37
Longest Drawdown Depth (%) -20.58 -21.82
Start to Recovery (months) 42 37
Longest Negative Period (months) 45 42
RISK INDICATORS
Standard Deviation (%) 10.40 11.06
Sharpe Ratio 0.04 0.19
Sortino Ratio 0.06 0.27
Ulcer Index 9.55 9.77
Ratio: Return / Standard Deviation 0.30 0.44
Ratio: Return / Deepest Drawdown 0.15 0.22
Metrics calculated over the period 1 July 2020 - 30 June 2025
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All Weather Portfolio All Weather Portfolio with Bitcoin
Author Ray Dalio Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 55%
Commodities 15% 15%
PERFORMANCES
Annualized Return (%) 5.41 9.04
Infl. Adjusted (%) 2.30 5.82
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -21.82
Start to Recovery (months) 42 37
Longest Drawdown Depth (%) -20.58 -21.82
Start to Recovery (months) 42 37
Longest Negative Period (months) 46 42
RISK INDICATORS
Standard Deviation (%) 8.45 9.70
Sharpe Ratio 0.42 0.74
Sortino Ratio 0.58 1.06
Ulcer Index 6.92 7.05
Ratio: Return / Standard Deviation 0.64 0.93
Ratio: Return / Deepest Drawdown 0.26 0.41
Metrics calculated over the period 1 July 2015 - 30 June 2025
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All Weather Portfolio All Weather Portfolio with Bitcoin
Author Ray Dalio Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 55%
Commodities 15% 15%
PERFORMANCES
Annualized Return (%) 6.30 15.97
Infl. Adjusted (%) 3.65 13.08
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -36.76
Start to Recovery (months) 42 28
Longest Drawdown Depth (%) -20.58 -23.49
Start to Recovery (months) 42 44
Longest Negative Period (months) 46 43
RISK INDICATORS
Standard Deviation (%) 7.85 34.01
Sharpe Ratio 0.66 0.44
Sortino Ratio 0.88 1.25
Ulcer Index 5.76 12.24
Ratio: Return / Standard Deviation 0.80 0.47
Ratio: Return / Deepest Drawdown 0.31 0.43
Metrics calculated over the period 1 January 2009 - 30 June 2025
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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
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 January 2009 - 30 June 2025 (~17 years)

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All Weather Portfolio All Weather Portfolio with Bitcoin
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-36.76 28 Jul 2011
Oct 2013
-23.49 44 Dec 2013
Jul 2017
-21.82 37 Nov 2021
Nov 2024
-20.58 42 Jan 2022
Jun 2025
-11.57 9 Jan 2009
Sep 2009
-11.55 9 Jan 2009
Sep 2009
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.29 9 May 2013
Jan 2014
-4.85 7 Sep 2018
Mar 2019
-4.71 7 Sep 2018
Mar 2019
-3.74 5 Jan 2021
May 2021
-3.68 4 Aug 2020
Nov 2020
-3.51 3 Dec 2024
Feb 2025
-2.97 4 Aug 2020
Nov 2020

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
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 2009 - 30 June 2025 (~17 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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 All Weather Portfolio with Bitcoin
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
5.58 -1.94 5.60 -1.84
2024
6.36 -3.73 8.49 -4.22
2023
9.95 -9.25 12.99 -8.52
2022
-18.39 -20.58 -19.86 -21.79
2021
8.27 -3.74 9.09 -2.65
2020
15.88 -3.68 21.78 -2.97
2019
17.93 -0.83 19.48 -1.39
2018
-3.02 -4.71 -4.35 -4.85
2017
11.55 -0.49 38.75 -1.04
2016
6.50 -6.42 8.71 -5.80
2015
-3.23 -6.66 -2.16 -6.22
2014
12.89 -2.52 12.06 -2.72
2013
1.71 -5.29 125.82 -23.49
2012
7.02 -1.33 10.54 -1.68
2011
15.64 -2.00 45.03 -36.76
2010
12.88 -0.69 19.43 -0.63
2009
2.71 -11.57 2.31 -11.55
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