Ray Dalio All Weather Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Ray Dalio All Weather Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 84 months (from July 1925 to June 1932).

This means that every rolling period of 85 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

RAY DALIO ALL WEATHER PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 5.04% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

RAY DALIO ALL WEATHER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.26% +47.75%
Jul 1932 - Jun 1933 		-24.95%
Jul 1931 - Jun 1932 		17.72%
324 out of 1828
US Inflation Adjusted +4.40% +58.22%
Jul 1932 - Jun 1933 		-25.24%
Nov 2021 - Oct 2022 		30.03%
549 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.26% +32.09%
Jul 1984 - Jun 1986 		-18.52%
Jun 1930 - May 1932 		9.31%
169 out of 1816
US Inflation Adjusted +4.57% +28.60%
Jul 1984 - Jun 1986 		-16.41%
Dec 1916 - Nov 1918 		22.47%
408 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.85% +24.13%
Aug 1984 - Jul 1987 		-12.66%
Jul 1929 - Jun 1932 		3.60%
65 out of 1804
US Inflation Adjusted +4.20% +20.50%
Aug 1984 - Jul 1987 		-14.36%
Feb 1917 - Jan 1920 		16.35%
295 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.80% +23.93%
Jul 1982 - Jun 1986 		-7.41%
Jun 1928 - May 1932 		1.62%
29 out of 1792
US Inflation Adjusted +4.22% +20.26%
Jul 1982 - Jun 1986 		-14.53%
Jul 1916 - Jun 1920 		13.39%
240 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.90% +20.99%
Apr 1982 - Mar 1987 		-3.71%
Jun 1927 - May 1932 		1.35%
24 out of 1780
US Inflation Adjusted +4.26% +17.14%
Jul 1982 - Jun 1987 		-11.08%
Jul 1915 - Jun 1920 		12.47%
222 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.92% +18.67%
Oct 1981 - Sep 1987 		-1.31%
Jul 1926 - Jun 1932 		0.23%
4 out of 1768
US Inflation Adjusted +4.48% +14.62%
Oct 1981 - Sep 1987 		-8.88%
Jul 1914 - Jun 1920 		12.33%
218 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.88% +17.40%
Aug 1982 - Jul 1989 		-0.03%
Jul 1925 - Jun 1932 		0.06%
1 out of 1756
US Inflation Adjusted +4.51% +13.37%
Aug 1982 - Jul 1989 		-7.47%
Jun 1913 - May 1920 		10.25%
180 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.88% +16.61%
Oct 1981 - Sep 1989 		+1.38%
Jul 1924 - Jun 1932 		0.00%
0 out of 1744
US Inflation Adjusted +4.44% +12.41%
Oct 1981 - Sep 1989 		-6.82%
Aug 1912 - Jul 1920 		10.21%
178 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.69% +15.30%
Apr 1982 - Mar 1991 		+1.74%
Sep 1887 - Aug 1896 		0.00%
0 out of 1732
US Inflation Adjusted +4.41% +12.07%
Sep 1920 - Aug 1929 		-6.78%
Jul 1911 - Jun 1920 		10.05%
174 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.73% +15.23%
Oct 1981 - Sep 1991 		+1.87%
Sep 1886 - Aug 1896 		0.00%
0 out of 1720
US Inflation Adjusted +4.34% +10.91%
Aug 1982 - Jul 1992 		-4.65%
Dec 1910 - Nov 1920 		8.43%
145 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.70% +15.01%
Jul 1982 - Jun 1993 		+2.08%
Sep 1882 - Aug 1893 		0.00%
0 out of 1708
US Inflation Adjusted +4.34% +10.93%
Jul 1982 - Jun 1993 		-4.52%
Aug 1909 - Jul 1920 		7.08%
121 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.66% +14.74%
Oct 1981 - Sep 1993 		+2.13%
Aug 1881 - Jul 1893 		0.00%
0 out of 1696
US Inflation Adjusted +4.36% +10.58%
Oct 1981 - Sep 1993 		-3.82%
Aug 1908 - Jul 1920 		7.55%
128 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.64% +13.75%
Jul 1982 - Jun 1995 		+2.33%
Jul 1881 - Jun 1894 		0.00%
0 out of 1684
US Inflation Adjusted +4.20% +10.51%
Jul 1920 - Jun 1933 		-2.95%
Aug 1907 - Jul 1920 		6.65%
112 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.59% +13.68%
Oct 1981 - Sep 1995 		+2.15%
Sep 1882 - Aug 1896 		0.00%
0 out of 1672
US Inflation Adjusted +4.02% +9.83%
Jul 1982 - Jun 1996 		-3.44%
Aug 1906 - Jul 1920 		5.14%
86 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.61% +13.74%
Aug 1982 - Jul 1997 		+2.25%
Sep 1881 - Aug 1896 		0.00%
0 out of 1660
US Inflation Adjusted +4.02% +10.03%
Aug 1982 - Jul 1997 		-3.18%
Aug 1905 - Jul 1920 		4.34%
72 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.59% +13.66%
Oct 1981 - Sep 1997 		+2.52%
Jun 1881 - May 1897 		0.00%
0 out of 1648
US Inflation Adjusted +3.87% +10.04%
Jul 1982 - Jun 1998 		-2.33%
Aug 1904 - Jul 1920 		4.43%
73 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.60% +13.32%
Oct 1981 - Sep 1998 		+2.84%
May 1881 - Apr 1898 		0.00%
0 out of 1636
US Inflation Adjusted +3.80% +9.64%
Jul 1982 - Jun 1999 		-2.10%
Jun 1903 - May 1920 		4.95%
81 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.50% +13.09%
Jul 1982 - Jun 2000 		+3.06%
Mar 1903 - Feb 1921 		0.00%
0 out of 1624
US Inflation Adjusted +3.71% +9.54%
Jul 1982 - Jun 2000 		-2.11%
Jun 1902 - May 1920 		3.45%
56 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.52% +12.93%
Oct 1981 - Sep 2000 		+2.96%
Oct 1902 - Sep 1921 		0.00%
0 out of 1612
US Inflation Adjusted +3.72% +9.29%
Oct 1981 - Sep 2000 		-2.36%
Jul 1901 - Jun 1920 		3.23%
52 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.58% +12.52%
Apr 1980 - Mar 2000 		+2.82%
Jul 1901 - Jun 1921 		0.00%
0 out of 1600
US Inflation Adjusted +3.65% +8.56%
Oct 1981 - Sep 2001 		-1.46%
Jul 1901 - Jun 1921 		2.88%
46 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio: ETF allocation and returns page.