Ray Dalio All Weather Portfolio To EUR: Rolling Returns

Simulation Settings
Period: August 1953 - March 2025 (~72 years)
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
(Change Settings)
The minimum date range must be at least 24 months. 'Date To' cannot be beyond March 2025.
Reset settings
Close

When holding the Ray Dalio All Weather Portfolio To EUR, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~72 years), the longest duration with a negative return was 95 months (from September 2000 to July 2008).

This indicates that, within the same timeframe, any rolling period of 96 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

RAY DALIO ALL WEATHER PORTFOLIO TO EUR
Previous vs Next Returns - 10 Years annualized
Time Period: 1 April 1995 - 31 March 2025 (30 Years)
Time Period: 1 August 1953 - 31 March 2025 (~72 years)

Loading data
Please wait

Loading data
Please wait

As of Mar 31, 2025, the annualized return of the previous 10 years has been 4.75%.

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 TO EUR
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 April 1995 - 31 March 2025 (30 Years)
Time Period: 1 August 1953 - 31 March 2025 (~72 years)
Eurozone Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Rolling Period Analysis

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

RAY DALIO ALL WEATHER PORTFOLIO TO EUR
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 31 March 2025 (~72 years)
Eurozone Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
Worst Median Best Negative Periods
-17.97%
Sep 1989 - Aug 1990
+7.18% +58.76%
Jun 1982 - May 1983
22.85%
194 out of 849
-21.29%
Jan 2022 - Dec 2022
+4.67% +53.58%
Jun 1982 - May 1983
30.51%
259 out of 849
-8.65%
Jun 2001 - May 2003
+7.05% +38.60%
Feb 1982 - Jan 1984
11.11%
93 out of 837
-12.14%
Nov 2021 - Oct 2023
+4.36% +34.09%
Feb 1982 - Jan 1984
24.73%
207 out of 837
-5.20%
Jun 2001 - May 2004
+6.88% +34.85%
Mar 1982 - Feb 1985
5.21%
43 out of 825
-7.16%
Jun 2001 - May 2004
+4.11% +30.83%
Mar 1982 - Feb 1985
19.39%
160 out of 825
-3.74%
Dec 2000 - Nov 2004
+7.17% +30.34%
Feb 1981 - Jan 1985
1.85%
15 out of 813
-5.77%
Dec 2000 - Nov 2004
+4.60% +25.49%
Feb 1981 - Jan 1985
12.42%
101 out of 813
-0.97%
Jun 2001 - May 2006
+7.07% +29.64%
Mar 1980 - Feb 1985
0.50%
4 out of 801
-3.10%
Aug 1968 - Jul 1973
+4.45% +24.52%
Mar 1980 - Feb 1985
8.61%
69 out of 801
-0.60%
Apr 2002 - Mar 2008
+7.10% +25.37%
Mar 1979 - Feb 1985
0.51%
4 out of 789
-3.18%
Oct 1968 - Sep 1974
+4.58% +21.07%
Apr 1980 - Mar 1986
8.62%
68 out of 789
-0.67%
Jul 2001 - Jun 2008
+7.40% +23.05%
Mar 1978 - Feb 1985
0.64%
5 out of 777
-2.96%
Jul 2001 - Jun 2008
+4.80% +18.12%
Mar 1978 - Feb 1985
7.08%
55 out of 777
+0.01%
Jun 2001 - May 2009
+7.44% +19.80%
Apr 1978 - Mar 1986
0.00%
0 out of 765
-1.99%
Jun 2001 - May 2009
+4.98% +15.70%
Dec 1978 - Nov 1986
6.27%
48 out of 765
+0.28%
Nov 2000 - Oct 2009
+7.73% +17.64%
Feb 1975 - Jan 1984
0.00%
0 out of 753
-1.75%
Nov 2000 - Oct 2009
+5.23% +14.14%
Sep 1980 - Aug 1989
4.25%
32 out of 753
+2.17%
Nov 2000 - Oct 2010
+7.98% +18.50%
Feb 1975 - Jan 1985
0.00%
0 out of 741
-1.06%
Oct 1964 - Sep 1974
+5.15% +13.83%
Nov 1990 - Oct 2000
2.83%
21 out of 741
+2.87%
Sep 2000 - Aug 2011
+7.96% +17.17%
Jun 1974 - May 1985
0.00%
0 out of 729
-0.48%
Oct 1963 - Sep 1974
+5.52% +13.05%
Oct 1978 - Sep 1989
1.65%
12 out of 729
+3.41%
Aug 1961 - Jul 1973
+8.10% +16.18%
Jul 1973 - Jun 1985
0.00%
0 out of 717
-0.13%
Feb 1963 - Jan 1975
+5.85% +11.71%
Jun 1974 - May 1986
0.56%
4 out of 717
+3.52%
Oct 1961 - Sep 1974
+8.13% +14.94%
Jul 1973 - Jun 1986
0.00%
0 out of 705
-0.26%
Jan 1962 - Dec 1974
+6.08% +11.55%
Aug 1980 - Jul 1993
0.71%
5 out of 705
+3.64%
Feb 1961 - Jan 1975
+8.10% +14.74%
Nov 1979 - Oct 1993
0.00%
0 out of 693
-0.10%
Feb 1961 - Jan 1975
+6.02% +11.31%
Nov 1979 - Oct 1993
0.43%
3 out of 693
+3.91%
Sep 1959 - Aug 1974
+8.27% +14.69%
Dec 1978 - Nov 1993
0.00%
0 out of 681
+0.46%
Sep 1959 - Aug 1974
+5.99% +11.12%
Dec 1978 - Nov 1993
0.00%
0 out of 681
+3.88%
Jan 1959 - Dec 1974
+8.26% +13.77%
Feb 1978 - Jan 1994
0.00%
0 out of 669
+0.44%
Feb 1959 - Jan 1975
+6.02% +10.63%
Feb 1982 - Jan 1998
0.00%
0 out of 669
+4.28%
Aug 1956 - Jul 1973
+8.25% +14.00%
Aug 1980 - Jul 1997
0.00%
0 out of 657
+0.56%
Dec 1961 - Nov 1978
+5.98% +10.93%
Aug 1980 - Jul 1997
0.00%
0 out of 657
+4.32%
Aug 1955 - Jul 1973
+8.23% +14.37%
Apr 1980 - Mar 1998
0.00%
0 out of 645
+0.83%
Dec 1960 - Nov 1978
+5.84% +11.33%
Apr 1980 - Mar 1998
0.00%
0 out of 645
+4.35%
Oct 1955 - Sep 1974
+8.44% +14.08%
Nov 1981 - Oct 2000
0.00%
0 out of 633
+0.96%
Apr 1961 - Mar 1980
+5.90% +11.48%
Nov 1981 - Oct 2000
0.00%
0 out of 633
+4.53%
Jan 1955 - Dec 1974
+8.55% +14.51%
Apr 1980 - Mar 2000
0.00%
0 out of 621
+1.20%
Jan 1959 - Dec 1978
+5.81% +11.60%
Apr 1980 - Mar 2000
0.00%
0 out of 621
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing