Ray Dalio All Weather Portfolio with Bitcoin vs Value Stock Geek Weird Portfolio 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 1^st

Currency: USD

Inflation: US

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Results

All Data
(2009/01 - 2025/06)

Inflation Adjusted:

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
7.57$
Final Capital
June 2025
13.06%
Yearly Return
34.01%
Std Deviation
-37.42%
Max Drawdown
29months
Recovery Period

Value Stock Geek Weird Portfolio

1.00$
Invested Capital
January 2009
3.88$
Final Capital
June 2025
8.56%
Yearly Return
11.66%
Std Deviation
-24.18%
Max Drawdown
33months
Recovery Period

1.00$
Invested Capital
January 2009
2.55$
Final Capital
June 2025
5.83%
Yearly Return
11.66%
Std Deviation
-29.66%
Max Drawdown
46months*
Recovery Period
* in progress

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.

As of June 2025, over the analyzed timeframe, the Value Stock Geek Weird Portfolio obtained a 8.56% compound annual return, with a 11.66% standard deviation. It suffered a maximum drawdown of -24.18% that required 33 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.

Ray Dalio All Weather Portfolio with Bitcoin

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

Value Stock Geek Weird Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	SCZ	iShares MSCI EAFE Small-Cap
20.00	VNQ	Vanguard Real Estate
20.00	TLT	iShares 20+ Year Treasury Bond
20.00	GLD	SPDR Gold Trust

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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 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

All Data
(2009/01 - 2025/06)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio with Bitcoin Ray Dalio	1 $	11.52 $	1 052.19%	15.97%
Weird Portfolio Value Stock Geek	1 $	3.88 $	287.57%	8.56%
	Jan 2009	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio with Bitcoin Ray Dalio	1 $	7.57 $	657.41%	13.06%
Weird Portfolio Value Stock Geek	1 $	2.55 $	154.78%	5.83%
	Jan 2009	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	MAX (~17Y)
	All Weather Portfolio with Bitcoin Ray Dalio	5.60	3.08	5.60	10.24	4.82	9.04	15.97
	Weird Portfolio Value Stock Geek	8.91	2.43	8.91	15.98	6.43	6.40	8.56
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 with Bitcoin	Weird Portfolio
Author	Ray Dalio	Value Stock Geek
ASSET ALLOCATION
Stocks	30%	60%
Fixed Income	55%	20%
Commodities	15%	20%
PERFORMANCES
Annualized Return (%)	10.24	15.98
Infl. Adjusted (%)	7.31	12.90
DRAWDOWN
Deepest Drawdown Depth (%)	-3.51	-5.15
Start to Recovery (months)	3	6
Longest Drawdown Depth (%)	-1.84	-5.15
Start to Recovery (months)	4	6
Longest Negative Period (months)	6	7
RISK INDICATORS
Standard Deviation (%)	7.32	9.67
Sharpe Ratio	0.77	1.17
Sortino Ratio	0.98	1.52
Ulcer Index	1.39	1.79
Ratio: Return / Standard Deviation	1.40	1.65
Ratio: Return / Deepest Drawdown	2.92	3.10
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	All Weather Portfolio with Bitcoin	Weird Portfolio
Author	Ray Dalio	Value Stock Geek
ASSET ALLOCATION
Stocks	30%	60%
Fixed Income	55%	20%
Commodities	15%	20%
PERFORMANCES
Annualized Return (%)	4.82	6.43
Infl. Adjusted (%)	0.22	1.76
DRAWDOWN
Deepest Drawdown Depth (%)	-21.82	-24.18
Start to Recovery (months)	37	33
Longest Drawdown Depth (%)	-21.82	-24.18
Start to Recovery (months)	37	33
Longest Negative Period (months)	42	41
RISK INDICATORS
Standard Deviation (%)	11.06	13.46
Sharpe Ratio	0.19	0.28
Sortino Ratio	0.27	0.39
Ulcer Index	9.77	10.10
Ratio: Return / Standard Deviation	0.44	0.48
Ratio: Return / Deepest Drawdown	0.22	0.27
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	All Weather Portfolio with Bitcoin	Weird Portfolio
Author	Ray Dalio	Value Stock Geek
ASSET ALLOCATION
Stocks	30%	60%
Fixed Income	55%	20%
Commodities	15%	20%
PERFORMANCES
Annualized Return (%)	9.04	6.40
Infl. Adjusted (%)	5.79	3.23
DRAWDOWN
Deepest Drawdown Depth (%)	-21.82	-24.18
Start to Recovery (months)	37	33
Longest Drawdown Depth (%)	-21.82	-24.18
Start to Recovery (months)	37	33
Longest Negative Period (months)	42	47
RISK INDICATORS
Standard Deviation (%)	9.70	11.62
Sharpe Ratio	0.74	0.39
Sortino Ratio	1.06	0.54
Ulcer Index	7.05	7.52
Ratio: Return / Standard Deviation	0.93	0.55
Ratio: Return / Deepest Drawdown	0.41	0.26
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	All Weather Portfolio with Bitcoin	Weird Portfolio
Author	Ray Dalio	Value Stock Geek
ASSET ALLOCATION
Stocks	30%	60%
Fixed Income	55%	20%
Commodities	15%	20%
PERFORMANCES
Annualized Return (%)	15.97	8.56
Infl. Adjusted (%)	13.06	5.83
DRAWDOWN
Deepest Drawdown Depth (%)	-36.76	-24.18
Start to Recovery (months)	28	33
Longest Drawdown Depth (%)	-23.49	-24.18
Start to Recovery (months)	44	33
Longest Negative Period (months)	43	47
RISK INDICATORS
Standard Deviation (%)	34.01	11.66
Sharpe Ratio	0.44	0.64
Sortino Ratio	1.25	0.87
Ulcer Index	12.24	6.33
Ratio: Return / Standard Deviation	0.47	0.73
Ratio: Return / Deepest Drawdown	0.43	0.35
Metrics calculated over the period 1 January 2009 - 30 June 2025

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)

Chart Table

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All Weather Portfolio with Bitcoin			Weird Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-36.76	28	Jul 2011 Oct 2013
			-24.18	33	Jan 2022 Sep 2024
-23.49	44	Dec 2013 Jul 2017
-21.82	37	Nov 2021 Nov 2024
			-17.34	7	Jan 2009 Jul 2009
			-13.36	6	Feb 2020 Jul 2020
-11.55	9	Jan 2009 Sep 2009
			-8.66	8	Sep 2018 Apr 2019
			-7.20	14	Feb 2015 Mar 2016
			-6.89	6	May 2013 Oct 2013
			-6.58	9	Aug 2016 Apr 2017
			-5.96	6	May 2011 Oct 2011
			-5.15	6	Dec 2024 May 2025
			-5.08	4	Sep 2014 Dec 2014
			-4.90	5	May 2010 Sep 2010

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)

Rolling Period:

All Weather Portfolio with Bitcoin
Weird Portfolio

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 with Bitcoin		Weird Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	5.60	-1.84	8.91	0.00
2024	8.49	-4.22	6.45	-5.15
2023	12.99	-8.52	10.94	-12.66
2022	-19.86	-21.79	-18.17	-24.18
2021	9.09	-2.65	14.49	-3.51
2020	21.78	-2.97	10.52	-13.36
2019	19.48	-1.39	21.93	-1.68
2018	-4.35	-4.85	-8.01	-8.66
2017	38.75	-1.04	14.20	-0.31
2016	8.71	-5.80	10.34	-6.58
2015	-2.16	-6.22	-1.57	-7.20
2014	12.06	-2.72	11.39	-5.08
2013	125.82	-23.49	5.71	-6.89
2012	10.54	-1.68	13.28	-4.45
2011	45.03	-36.76	7.07	-5.96
2010	19.43	-0.63	22.57	-4.90
2009	2.31	-11.55	19.50	-17.34

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns