Data Source: from January 1950 to June 2026
Consolidated Returns as of 30 June 2026

Managing the Ray Dalio All Weather Portfolio To EUR Hedged with a yearly rebalancing, you would have obtained a 8.92% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 6.28%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Portfolio Returns as of Jun 30, 2026

Implementing different rebalancing strategies, the Ray Dalio All Weather Portfolio To EUR Hedged guaranteed the following returns.

RAY DALIO ALL WEATHER PORTFOLIO TO EUR HEDGED RETURNS
Period: January 1950 - June 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~77Y)
No Rebalancing 18.15 (0) 9.35 (0) 11.94 (0) 8.92 (0) 9.41 (0)
Yearly Rebalancing 9.76 (1) 1.52 (5) 3.62 (10) 6.40 (30) 7.51 (77)
Half Yearly Rebalancing 9.34 (2) 1.19 (10) 3.61 (20) 6.28 (60) 7.42 (153)
Quarterly Rebalancing 9.66 (4) 1.23 (20) 3.75 (40) 6.33 (120) 7.39 (306)
5% Tolerance per asset 10.67 (1) 1.63 (4) 3.93 (8) 6.24 (18) 7.48 (44)
10% Tolerance per asset 11.81 (1) 2.15 (2) 4.09 (3) 6.50 (8) 7.65 (16)

In order to have complete information about the portfolio, please refer to the Ray Dalio All Weather Portfolio To EUR Hedged: ETF allocation and returns page.

Performances as of Jun 30, 2026

Historical returns and stats of Ray Dalio All Weather Portfolio To EUR Hedged, after implementing different rebalancing strategies.

RAY DALIO ALL WEATHER PORTFOLIO TO EUR HEDGED PERFORMANCES
Period: January 1950 - June 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 9.41 (0) 12.30 0.77 -44.10 0.21
Yearly Rebalancing 7.51 (77) 7.19 1.04 -23.92 0.31
Half Yearly Rebalancing 7.42 (153) 7.16 1.04 -24.06 0.31
Quarterly Rebalancing 7.39 (306) 7.17 1.03 -24.45 0.30
5% Tolerance per asset 7.48 (44) 7.23 1.03 -23.92 0.31
10% Tolerance per asset 7.65 (16) 7.35 1.04 -23.42 0.33
(*) Since Jan 1950 (~77 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2026

Historical Drawdowns of Ray Dalio All Weather Portfolio To EUR Hedged, after implementing different rebalancing strategies.

RAY DALIO ALL WEATHER PORTFOLIO TO EUR HEDGED DRAWDOWNS
Period: January 1950 - June 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-44.10
Nov 2007 - Feb 2011
-23.92
Jan 2022 - Nov 2025
-24.06
Jan 2022 - Jan 2026
-24.45
Jan 2022 - Jan 2026
-23.92
Jan 2022 - Nov 2025
-23.42
Jan 2022 - Oct 2025
-38.83
Sep 2000 - Nov 2005
-17.96
Dec 1980 - Oct 1982
-17.68
Dec 1980 - Oct 1982
-17.48
Dec 1980 - Oct 1982
-17.50
Jul 1980 - Oct 1982
-18.03
Dec 1980 - Oct 1982
-33.98
Jan 1973 - Jun 1976
-15.12
Sep 1968 - Jan 1971
-15.18
Sep 1968 - Jan 1971
-15.27
Sep 1968 - Jan 1971
-14.89
Dec 1968 - Dec 1970
-15.34
Sep 1968 - Jan 1971
-27.41
Dec 1968 - Mar 1971
-12.28
Mar 1974 - Feb 1975
-13.18
Mar 1974 - Feb 1975
-12.72
Mar 1974 - Feb 1975
-13.31
Mar 1974 - May 1975
-12.63
Mar 1974 - May 1975
-25.58
Dec 1980 - Jan 1983
-11.90
Feb 1980 - May 1980
-11.90
Feb 1980 - May 1980
-12.39
Oct 1979 - May 1980
-12.41
Jul 2008 - Sep 2009
-11.90
Feb 1980 - May 1980
5 Worst Drawdowns - Average
-33.98 -16.24 -16.40 -16.46 -16.40 -16.26
10 Worst Drawdowns - Average
-26.92 -13.11 -13.00 -13.04 -12.74 -12.73

For a deeper insight, please refer to the Ray Dalio All Weather Portfolio To EUR Hedged: ETF allocation and returns page.