Ray Dalio All Weather Portfolio with Bitcoin: ETF allocation and returns

Data Source: from January 2009 to February 2024 (~15 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 03 2024, 09:58AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.74%
1 Day
Mar 03 2024, 09:58AM Eastern Time
0.73%
Current Month
March 2024

The Ray Dalio All Weather Portfolio with Bitcoin is a Medium Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 30% on the Stock Market and for 15% on Commodities.

In the last 10 Years, the Ray Dalio All Weather Portfolio with Bitcoin obtained a 8.11% compound annual return, with a 9.46% standard deviation.

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Asset Allocation and ETFs

The Ray Dalio All Weather Portfolio with Bitcoin has the following asset allocation:

30% Stocks
55% Fixed Income
15% Commodities

The Ray Dalio All Weather Portfolio with Bitcoin can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
30.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
40.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
15.00
IEI
USD iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
6.50
DBC
USD Invesco DB Commodity Tracking Commodity, Broad Diversified
6.50
GLD
USD SPDR Gold Trust Commodity, Gold
2.00
^BTC
USD Bitcoin Commodities

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 29, 2024

The Ray Dalio All Weather Portfolio with Bitcoin guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Consolidated returns as of 29 February 2024
Live Update: Mar 03 2024, 09:58AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~15Y)
Ray Dalio All Weather Portfolio with Bitcoin 0.74 0.73 1.31 6.85 10.84 6.81 8.11 16.40
US Inflation Adjusted return 1.31 5.64 7.91 2.61 5.19 13.50
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 14.17
TLT
USD iShares 20+ Year Treasury Bond 0.62 Mar 01 2024 0.62 -2.26 -0.68 -4.13 -2.64 0.97 1.18
IEI
USD iShares 3-7 Year Treasury Bond 0.36 Mar 01 2024 0.36 -1.38 2.05 3.49 0.50 0.99 1.57
DBC
USD Invesco DB Commodity Tracking 0.50 Mar 01 2024 0.50 -1.52 -6.21 -2.93 8.11 -0.89 0.79
GLD
USD SPDR Gold Trust 1.89 Mar 01 2024 1.89 0.46 5.16 11.50 8.83 4.02 5.30
^BTC
USD Bitcoin 0.24 09:58AM, Mar 03 2024 -0.42 42.60 131.25 157.87 74.23 59.65 149.00
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the Ray Dalio All Weather Portfolio with Bitcoin granted a 2.56% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 2.18$, with a total return of 118.05% (8.11% annualized).

The Inflation Adjusted Capital now would be 1.66$, with a net total return of 65.85% (5.19% annualized).
An investment of 1$, since January 2009, now would be worth 10.00$, with a total return of 900.38% (16.40% annualized).

The Inflation Adjusted Capital now would be 6.83$, with a net total return of 582.88% (13.50% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Ray Dalio All Weather Portfolio with Bitcoin, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Advanced Metrics
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~15Y)
Investment Return (%) 1.31 6.40 6.85 10.84 0.39 6.81 8.11 16.40
Infl. Adjusted Return (%) details 1.31 5.83 5.64 7.91 -4.86 2.61 5.19 13.50
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.55
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -8.54 -21.81 -21.81 -21.81 -36.76
Start to Recovery (# months) details 5 28* 28* 28* 28
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2011 07
Start to Bottom (# months) 3 11 11 11 5
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2011 11
Bottom to End (# months) 2 17 17 17 23
End (yyyy mm) 2023 12 - - - 2013 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-23.49
Start to Recovery (# months) details 44
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2013 12
Start to Bottom (# months) 3 11 11 11 1
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2013 12
Bottom to End (# months) 2 17 17 17 43
End (yyyy mm) 2023 12 - - - 2017 07
Longest negative period (# months) details 8 35 42 42 43
Period Start (yyyy mm) 2023 03 2021 03 2020 05 2020 05 2013 12
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2017 06
Annualized Return (%) -4.35 -0.04 -0.06 -0.06 -0.26
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.41 -28.19 -28.19 -28.19 -37.42
Start to Recovery (# months) details 5 28* 28* 28* 29
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2011 07
Start to Bottom (# months) 3 24 24 24 5
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 11
Bottom to End (# months) 2 4 4 4 24
End (yyyy mm) 2023 12 - - - 2013 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-23.69
Start to Recovery (# months) details 45
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2013 12
Start to Bottom (# months) 3 24 24 24 1
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2013 12
Bottom to End (# months) 2 4 4 4 44
End (yyyy mm) 2023 12 - - - 2017 08
Longest negative period (# months) details 8 36* 55 70 70
Period Start (yyyy mm) 2023 03 2021 03 2019 04 2018 01 2018 01
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -7.15 -4.86 -0.46 -0.37 -0.37
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 11.68 12.19 10.92 9.46 35.38
Sharpe Ratio 0.48 -0.16 0.46 0.73 0.35
Sortino Ratio 0.73 -0.23 0.65 1.06 1.01
Ulcer Index 3.22 12.22 9.54 7.02 12.70
Ratio: Return / Standard Deviation 0.93 0.03 0.62 0.86 0.46
Ratio: Return / Deepest Drawdown 1.27 0.02 0.31 0.37 0.45
% Positive Months details 58% 47% 56% 58% 61%
Positive Months 7 17 34 70 112
Negative Months 5 19 26 50 70
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 8.11 24.06
Worst 10 Years Return (%) - Annualized 4.98
Best 10 Years Return (%) - Annualized 5.19 21.95
Worst 10 Years Return (%) - Annualized 2.14
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 36.80 17.74 16.01 8.11
Worst Rolling Return (%) - Annualized -21.40 -1.50 4.03
% Positive Periods 79% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.68 29.15 22.37 13.88
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 0.23 5.51
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 33.94 15.54 13.46 5.19
Worst Rolling Return (%) - Annualized -27.06 -6.83 0.20
% Positive Periods 73% 77% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.68 29.15 22.37 13.88
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 0.23 5.51
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2009 - Feb 2024)
Best Rolling Return (%) - Annualized 193.77 69.75 38.99 24.06
Worst Rolling Return (%) - Annualized -26.84 -3.52 3.70 4.98
% Positive Periods 84% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.37 28.18 18.22 10.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 0.23 2.07
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 190.19 66.17 36.18 21.95
Worst Rolling Return (%) - Annualized -28.03 -6.83 0.20 2.14
% Positive Periods 79% 86% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.37 28.18 18.22 10.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 0.23 2.07
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
VTI
TLT
IEI
DBC
GLD
^BTC
VTI
-
0.78
0.43
0.02
0.16
0.27
TLT
0.78
-
0.86
-0.26
0.35
0.13
IEI
0.43
0.86
-
-0.15
0.55
0.01
DBC
0.02
-0.26
-0.15
-
-0.07
-0.16
GLD
0.16
0.35
0.55
-0.07
-
0.49
^BTC
0.27
0.13
0.01
-0.16
0.49
-
Asset
VTI
TLT
IEI
DBC
GLD
^BTC
VTI
-
0.19
0.19
0.47
0.24
0.45
TLT
0.19
-
0.85
-0.34
0.40
0.16
IEI
0.19
0.85
-
-0.29
0.43
0.15
DBC
0.47
-0.34
-0.29
-
0.04
0.11
GLD
0.24
0.40
0.43
0.04
-
0.22
^BTC
0.45
0.16
0.15
0.11
0.22
-
Asset
VTI
TLT
IEI
DBC
GLD
^BTC
VTI
-
0.08
0.05
0.42
0.09
0.34
TLT
0.08
-
0.85
-0.35
0.42
0.07
IEI
0.05
0.85
-
-0.27
0.45
0.05
DBC
0.42
-0.35
-0.27
-
0.11
0.15
GLD
0.09
0.42
0.45
0.11
-
0.11
^BTC
0.34
0.07
0.05
0.15
0.11
-
Asset
VTI
TLT
IEI
DBC
GLD
^BTC
VTI
-
-0.10
-0.02
0.50
0.09
0.15
TLT
-0.10
-
0.80
-0.36
0.24
-0.03
IEI
-0.02
0.80
-
-0.23
0.37
0.08
DBC
0.50
-0.36
-0.23
-
0.27
0.07
GLD
0.09
0.24
0.37
0.27
-
0.00
^BTC
0.15
-0.03
0.08
0.07
0.00
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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.

RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.81% Nov 2021 Sep 2022 11 in progress 17 28 13.79
-6.25% Feb 2015 Sep 2015 8 Apr 2016 7 15 3.68
-5.90% Aug 2016 Nov 2016 4 May 2017 6 10 2.72
-4.86% Sep 2018 Dec 2018 4 Mar 2019 3 7 2.99
-2.96% Aug 2020 Oct 2020 3 Nov 2020 1 4 1.48
-2.72% Sep 2014 Sep 2014 1 Nov 2014 2 3 1.46
-2.71% Feb 2018 Apr 2018 3 Aug 2018 4 7 1.74
-2.64% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.52
-2.03% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.17
-1.73% Jan 2021 Mar 2021 3 Apr 2021 1 4 1.22
-1.41% Sep 2019 Sep 2019 1 Jan 2020 4 5 0.68
-1.24% Sep 2017 Sep 2017 1 Oct 2017 1 2 0.71
-1.00% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.58
-0.42% May 2021 May 2021 1 Jun 2021 1 2 0.24
-0.11% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 40 3.0 Months 33.06%
 
DD = 0% 33.06%
 
0% < DD <= -5% 53 2.3 Months 43.80%
 
DD <= -5% 76.86%
 
-5% < DD <= -10% 8 15.1 Months 6.61%
 
DD <= -10% 83.47%
 
-10% < DD <= -15% 10 12.1 Months 8.26%
 
DD <= -15% 91.74%
 
-15% < DD <= -20% 7 17.3 Months 5.79%
 
DD <= -20% 97.52%
 
-20% < DD <= -25% 3 40.3 Months 2.48%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.19% Nov 2021 Oct 2023 24 in progress 4 28 19.97
-7.40% Feb 2015 Aug 2015 7 Jun 2016 10 17 4.38
-6.64% Aug 2016 Nov 2016 4 May 2017 6 10 3.48
-6.20% Jan 2018 Dec 2018 12 Apr 2019 4 16 3.27
-3.64% Aug 2020 Oct 2020 3 Nov 2020 1 4 1.89
-3.03% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.75
-2.81% Jan 2021 Mar 2021 3 Jul 2021 4 7 1.46
-2.72% Sep 2014 Sep 2014 1 Nov 2014 2 3 1.46
-1.74% Sep 2017 Sep 2017 1 Oct 2017 1 2 1.00
-1.65% Feb 2020 Mar 2020 2 Apr 2020 1 3 0.83
-1.57% Sep 2019 Sep 2019 1 Jan 2020 4 5 1.08
-1.11% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.64
-0.32% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.18
-0.22% Jul 2019 Jul 2019 1 Aug 2019 1 2 0.13
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 31 3.9 Months 25.62%
 
DD = 0% 25.62%
 
0% < DD <= -5% 52 2.3 Months 42.98%
 
DD <= -5% 68.60%
 
-5% < DD <= -10% 15 8.1 Months 12.40%
 
DD <= -10% 80.99%
 
-10% < DD <= -15% 1 121.0 Months 0.83%
 
DD <= -15% 81.82%
 
-15% < DD <= -20% 5 24.2 Months 4.13%
 
DD <= -20% 85.95%
 
-20% < DD <= -25% 12 10.1 Months 9.92%
 
DD <= -25% 95.87%
 
-25% < DD <= -30% 5 24.2 Months 4.13%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.76% Jul 2011 Nov 2011 5 Oct 2013 23 28 22.75
-23.49% Dec 2013 Dec 2013 1 Jul 2017 43 44 13.71
-21.81% Nov 2021 Sep 2022 11 in progress 17 28 13.79
-11.55% Jan 2009 Feb 2009 2 Sep 2009 7 9 6.30
-4.86% Sep 2018 Dec 2018 4 Mar 2019 3 7 2.99
-2.96% Aug 2020 Oct 2020 3 Nov 2020 1 4 1.48
-2.71% Feb 2018 Apr 2018 3 Aug 2018 4 7 1.74
-2.64% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.52
-2.30% Dec 2009 Jan 2010 2 Apr 2010 3 5 1.30
-2.03% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.17
-1.73% Jan 2021 Mar 2021 3 Apr 2021 1 4 1.22
-1.41% Sep 2019 Sep 2019 1 Jan 2020 4 5 0.68
-1.24% Sep 2017 Sep 2017 1 Oct 2017 1 2 0.71
-1.07% Oct 2009 Oct 2009 1 Nov 2009 1 2 0.62
-0.63% May 2010 May 2010 1 Jun 2010 1 2 0.36
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 43 4.3 Months 23.50%
 
DD = 0% 23.50%
 
0% < DD <= -5% 45 4.1 Months 24.59%
 
DD <= -5% 48.09%
 
-5% < DD <= -10% 21 8.7 Months 11.48%
 
DD <= -10% 59.56%
 
-10% < DD <= -15% 26 7.0 Months 14.21%
 
DD <= -15% 73.77%
 
-15% < DD <= -20% 22 8.3 Months 12.02%
 
DD <= -20% 85.79%
 
-20% < DD <= -25% 16 11.4 Months 8.74%
 
DD <= -25% 94.54%
 
-25% < DD <= -30% 6 30.5 Months 3.28%
 
DD <= -30% 97.81%
 
-30% < DD <= -35% 2 91.5 Months 1.09%
 
DD <= -35% 98.91%
 
-35% < DD <= -40% 2 91.5 Months 1.09%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-37.42% Jul 2011 Nov 2011 5 Nov 2013 24 29 23.74
-28.19% Nov 2021 Oct 2023 24 in progress 4 28 19.97
-23.69% Dec 2013 Dec 2013 1 Aug 2017 44 45 14.81
-12.09% Jan 2009 Feb 2009 2 Nov 2009 9 11 6.35
-6.20% Jan 2018 Dec 2018 12 Apr 2019 4 16 3.27
-3.64% Aug 2020 Oct 2020 3 Nov 2020 1 4 1.89
-3.03% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.75
-2.81% Jan 2021 Mar 2021 3 Jul 2021 4 7 1.46
-2.41% Dec 2009 Jan 2010 2 Apr 2010 3 5 1.35
-1.74% Sep 2017 Sep 2017 1 Oct 2017 1 2 1.00
-1.65% Feb 2020 Mar 2020 2 Apr 2020 1 3 0.83
-1.57% Sep 2019 Sep 2019 1 Jan 2020 4 5 1.08
-0.79% Nov 2010 Nov 2010 1 Dec 2010 1 2 0.46
-0.62% Mar 2011 Mar 2011 1 Apr 2011 1 2 0.36
-0.58% May 2010 May 2010 1 Jun 2010 1 2 0.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 33 5.5 Months 18.03%
 
DD = 0% 18.03%
 
0% < DD <= -5% 45 4.1 Months 24.59%
 
DD <= -5% 42.62%
 
-5% < DD <= -10% 22 8.3 Months 12.02%
 
DD <= -10% 54.64%
 
-10% < DD <= -15% 17 10.8 Months 9.29%
 
DD <= -15% 63.93%
 
-15% < DD <= -20% 25 7.3 Months 13.66%
 
DD <= -20% 77.60%
 
-20% < DD <= -25% 21 8.7 Months 11.48%
 
DD <= -25% 89.07%
 
-25% < DD <= -30% 15 12.2 Months 8.20%
 
DD <= -30% 97.27%
 
-30% < DD <= -35% 3 61.0 Months 1.64%
 
DD <= -35% 98.91%
 
-35% < DD <= -40% 2 91.5 Months 1.09%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

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 WITH BITCOIN
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.40 11/2021
10/2022
0.78$ -3.05 0.96$ 9.25 1.09$ 19.01 1.19$ 36.80 01/2017
12/2017
1.36$ 10.84 20.18%
2Y -10.62 11/2021
10/2023
0.79$ -3.03 0.94$ 11.64 1.24$ 16.51 1.35$ 21.95 01/2016
12/2017
1.48$ -2.58 19.59%
3Y -1.50 11/2020
10/2023
0.95$ 1.92 1.05$ 12.19 1.41$ 15.59 1.54$ 17.74 08/2017
07/2020
1.63$ 0.39 7.06%
5Y 4.03 01/2018
12/2022
1.21$ 5.96 1.33$ 11.02 1.68$ 14.49 1.96$ 16.01 12/2016
11/2021
2.10$ 6.81 0.00%
7Y 7.24 10/2016
09/2023
1.63$ 8.35 1.75$ 9.76 1.91$ 11.95 2.20$ 12.43 11/2014
10/2021
2.27$ 9.00 0.00%
10Y 8.11 03/2014
02/2024
2.18$ 8.11 2.18$ 8.11 2.18$ 8.11 2.18$ 8.11 03/2014
02/2024
2.18$ 8.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.06 11/2021
10/2022
0.72$ -5.58 0.94$ 6.57 1.06$ 16.34 1.16$ 33.94 01/2017
12/2017
1.33$ 7.91 26.61%
2Y -15.26 11/2021
10/2023
0.71$ -9.12 0.82$ 8.30 1.17$ 14.05 1.30$ 19.45 01/2016
12/2017
1.42$ -6.62 23.71%
3Y -6.83 11/2020
10/2023
0.80$ -3.17 0.90$ 10.01 1.33$ 12.67 1.43$ 15.54 08/2017
07/2020
1.54$ -4.86 22.35%
5Y 0.20 01/2018
12/2022
1.01$ 1.98 1.10$ 9.01 1.53$ 12.14 1.77$ 13.46 01/2016
12/2020
1.88$ 2.61 0.00%
7Y 3.59 10/2016
09/2023
1.28$ 4.89 1.39$ 6.33 1.53$ 9.71 1.91$ 10.14 08/2014
07/2021
1.96$ 5.35 0.00%
10Y 5.19 03/2014
02/2024
1.65$ 5.19 1.65$ 5.19 1.65$ 5.19 1.65$ 5.19 03/2014
02/2024
1.65$ 5.19 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.84 07/2011
06/2012
0.73$ -0.46 0.99$ 13.07 1.13$ 34.72 1.34$ 193.77 12/2012
11/2013
2.93$ 10.84 15.79%
2Y -10.62 11/2021
10/2023
0.79$ 1.45 1.02$ 15.28 1.32$ 44.22 2.08$ 89.19 12/2011
11/2013
3.57$ -2.58 13.84%
3Y -3.52 12/2013
11/2016
0.89$ 5.73 1.18$ 15.55 1.54$ 35.08 2.46$ 69.75 12/2010
11/2013
4.89$ 0.39 4.76%
5Y 3.70 12/2013
11/2018
1.19$ 7.29 1.42$ 15.69 2.07$ 35.05 4.49$ 38.99 03/2009
02/2014
5.18$ 6.81 0.00%
7Y 7.24 10/2016
09/2023
1.63$ 9.14 1.84$ 21.53 3.91$ 26.98 5.32$ 28.88 01/2011
12/2017
5.90$ 9.00 0.00%
10Y 4.98 12/2013
11/2023
1.62$ 15.03 4.05$ 19.99 6.18$ 23.46 8.22$ 24.06 08/2010
07/2020
8.63$ 8.11 0.00%
15Y 16.53 01/2009
12/2023
9.92$ 16.53 9.92$ 17.12 10.70$ 17.55 11.30$ 17.55 03/2009
02/2024
11.30$ 17.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.03 07/2011
06/2012
0.71$ -2.22 0.97$ 10.85 1.10$ 32.10 1.32$ 190.19 12/2012
11/2013
2.90$ 7.91 20.47%
2Y -15.26 11/2021
10/2023
0.71$ -4.34 0.91$ 12.54 1.26$ 42.04 2.01$ 86.36 12/2011
11/2013
3.47$ -6.62 16.35%
3Y -6.83 11/2020
10/2023
0.80$ 1.38 1.04$ 12.66 1.42$ 33.89 2.39$ 66.17 12/2010
11/2013
4.58$ -4.86 13.61%
5Y 0.20 01/2018
12/2022
1.01$ 3.32 1.17$ 12.77 1.82$ 32.65 4.10$ 36.18 03/2009
02/2014
4.68$ 2.61 0.00%
7Y 3.59 10/2016
09/2023
1.28$ 5.51 1.45$ 19.75 3.53$ 24.89 4.73$ 26.74 01/2011
12/2017
5.25$ 5.35 0.00%
10Y 2.14 12/2013
11/2023
1.23$ 11.96 3.09$ 17.48 5.00$ 21.35 6.92$ 21.95 08/2010
07/2020
7.27$ 5.19 0.00%
15Y 13.63 01/2009
12/2023
6.79$ 13.63 6.79$ 14.20 7.32$ 14.64 7.76$ 14.64 03/2009
02/2024
7.76$ 14.64 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio with Bitcoin: Rolling Returns page.

Seasonality

In which months is it better to invest in Ray Dalio All Weather Portfolio with Bitcoin?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.00
40%
-0.60
40%
0.84
40%
0.63
80%
0.02
40%
1.11
80%
2.45
100%
-0.25
40%
-3.48
0%
0.60
60%
3.45
80%
1.43
80%
Best 6.7
2023
1.3
2024
4.3
2023
4.6
2020
2.1
2019
4.5
2019
5.1
2020
3.9
2019
-1.4
2020
4.7
2021
7.3
2023
5.6
2023
Worst -3.5
2022
-3.7
2023
-2.0
2020
-6.5
2022
-1.9
2023
-4.5
2022
0.0
2019
-3.7
2022
-7.1
2022
-1.7
2023
-0.5
2021
-2.9
2022
Monthly Seasonality over the period Feb 2009 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.33
70%
-0.09
50%
0.52
40%
0.54
70%
0.66
60%
1.02
70%
1.56
90%
0.57
50%
-2.26
0%
0.56
60%
2.50
70%
1.36
70%
Best 6.7
2023
2.5
2017
4.3
2023
4.6
2020
2.8
2017
4.5
2019
5.1
2020
5.5
2017
-0.1
2016
4.7
2021
8.9
2017
5.6
2023
Worst -3.5
2022
-3.7
2023
-2.0
2020
-6.5
2022
-1.9
2023
-4.5
2022
-1.0
2014
-3.7
2022
-7.1
2022
-3.9
2018
-2.6
2016
-2.9
2022
Monthly Seasonality over the period Feb 2009 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.76
69%
0.30
63%
1.27
47%
2.49
80%
2.22
60%
2.34
67%
1.25
87%
-0.07
60%
-1.79
27%
0.73
53%
10.03
67%
0.04
60%
Best 6.7
2023
4.6
2011
9.7
2013
20.0
2011
28.2
2011
29.0
2011
5.1
2020
5.5
2017
2.8
2009
11.9
2013
121.2
2013
9.7
2011
Worst -7.8
2009
-4.1
2009
-2.0
2020
-6.5
2022
-3.4
2013
-6.2
2013
-7.7
2011
-16.0
2011
-11.3
2011
-7.4
2011
-2.6
2016
-23.5
2013
Monthly Seasonality over the period Feb 2009 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Ray Dalio All Weather Portfolio with Bitcoin over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

RAY DALIO ALL WEATHER PORTFOLIO WITH BITCOIN
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
70 Positive Months (58%) - 50 Negative Months (42%)
112 Positive Months (62%) - 70 Negative Months (38%)
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(Scroll down to see all data)

Portfolio efficiency

The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Cape US Sector Value Robert Shiller +14.01 15.76 -21.00 100 0 0
Stocks/Bonds 60/40 with Bitcoin +11.08 11.18 -21.45 59 39 2
US Stocks Minimum Volatility +10.62 12.06 -19.06 100 0 0
Stocks/Bonds 40/60 with Bitcoin +9.01 8.96 -19.39 39 59 2
Golden Butterfly with Bitcoin +8.72 9.54 -18.74 40 40 20
Permanent Portfolio with Bitcoin Harry Browne +8.16 8.43 -16.88 25 50 25
All Weather Portfolio with Bitcoin Ray Dalio +8.11 9.46 -21.81 30 55 15

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin Harry Browne +7.84 9.32 -16.88 25 50 25
All Weather Portfolio 2x Leveraged Ray Dalio +6.87 21.65 -37.02 37.5 55 7.5
All Weather Portfolio with Bitcoin Ray Dalio +6.81 10.92 -21.81 30 55 15
Simplified Permanent Portfolio 2x Leveraged +6.78 16.94 -31.96 25 50 25
Permanent Portfolio Harry Browne +5.89 8.60 -15.92 25 50 25
Simplified Permanent Portfolio +5.74 8.65 -16.43 25 50 25
All Weather Portfolio Ray Dalio +4.93 10.18 -20.58 30 55 15

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +6.96 9.22 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum +6.03 7.88 -21.11 40 60 0
Stocks/Bonds 40/60 +5.74 7.77 -18.63 40 60 0
One-Decision Portfolio Marvin Appel +5.66 8.92 -16.74 50 50 0
Four Square Scott Burns +5.19 8.56 -19.67 50 50 0
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