Ray Dalio Canadian All Weather Portfolio vs US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio Portfolio Comparison

Simulation Settings
Period: May 1994 - May 2025 (~31 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since May 1994)
Inflation Adjusted:
Ray Dalio Canadian All Weather Portfolio
1.00$
Initial Capital
June 1995
7.06$
Final Capital
May 2025
6.73%
Yearly Return
6.85%
Std Deviation
-13.38%
Max Drawdown
17months
Recovery Period
1.00$
Initial Capital
June 1995
3.79$
Final Capital
May 2025
4.54%
Yearly Return
6.85%
Std Deviation
-19.66%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1994
7.65$
Final Capital
May 2025
6.77%
Yearly Return
6.87%
Std Deviation
-13.38%
Max Drawdown
17months
Recovery Period
1.00$
Initial Capital
May 1994
4.00$
Final Capital
May 2025
4.56%
Yearly Return
6.87%
Std Deviation
-19.66%
Max Drawdown
41months*
Recovery Period
* in progress
US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio
1.00$
Initial Capital
June 1995
13.55$
Final Capital
May 2025
9.08%
Yearly Return
10.61%
Std Deviation
-33.21%
Max Drawdown
138months
Recovery Period
1.00$
Initial Capital
June 1995
7.27$
Final Capital
May 2025
6.84%
Yearly Return
10.61%
Std Deviation
-43.83%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
May 1994
15.83$
Final Capital
May 2025
9.29%
Yearly Return
10.53%
Std Deviation
-33.21%
Max Drawdown
138months
Recovery Period
1.00$
Initial Capital
May 1994
8.27$
Final Capital
May 2025
7.03%
Yearly Return
10.53%
Std Deviation
-43.83%
Max Drawdown
158months
Recovery Period

As of May 2025, in the previous 30 Years, the Ray Dalio Canadian All Weather Portfolio obtained a 6.73% compound annual return, with a 6.85% standard deviation. It suffered a maximum drawdown of -13.38% that required 17 months to be recovered.

As of May 2025, in the previous 30 Years, the US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio obtained a 9.08% compound annual return, with a 10.61% standard deviation. It suffered a maximum drawdown of -33.21% that required 138 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 Canadian All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
XIC.TO
iShares Core S&P/TSX Capped Composite Index
40.00
ZFL.TO
BMO Long Federal Bond Index ETF
15.00
CLG.TO
iShares 1-10 Year Laddered Government Bond Index
7.50
CCOM.TO
CI Auspice Broad Commodity Fund
7.50
ZGLD.TO
BMO Gold Bullion ETF CAD Units
US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio
Weight
(%)		 Ticker Name
80.00
VUN.TO
Vanguard US Total Market Index
20.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 May 1994 - 31 May 2025 (~31 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~31Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp Canadian All Weather Portfolio
Ray Dalio 		3.47 1.22 0.88 11.59 4.30 4.25 6.73 6.77
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 80/20 • Bond Hedged
-- Market Benchmark 		-3.07 4.30 -4.07 11.94 11.52 10.42 9.08 9.29
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Ray Dalio Canadian All Weather Portfolio: an investment of 1$, since June 1995, now would be worth 7.06$, with a total return of 606.44% (6.73% annualized).

US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio: an investment of 1$, since June 1995, now would be worth 13.55$, with a total return of 1255.09% (9.08% annualized).


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Ray Dalio Canadian All Weather Portfolio: an investment of 1$, since May 1994, now would be worth 7.65$, with a total return of 665.39% (6.77% annualized).

US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio: an investment of 1$, since May 1994, now would be worth 15.83$, with a total return of 1482.82% (9.29% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 May 1994 - 31 May 2025 (~31 years)
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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 55% 20%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 11.59 11.94
Infl. Adjusted Return (%) 10.29 10.64
DRAWDOWN
Deepest Drawdown Depth (%) -2.50 -10.11
Start to Recovery (months) 3 4*
Longest Drawdown Depth (%) -1.31 -10.11
Start to Recovery (months) 3* 4*
Longest Negative Period (months) 5 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.23 11.29
Sharpe Ratio 1.10 0.64
Sortino Ratio 1.55 0.85
Ulcer Index 0.78 3.79
Ratio: Return / Standard Deviation 1.86 1.06
Ratio: Return / Deepest Drawdown 4.64 1.18
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 55% 20%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 4.30 11.52
Infl. Adjusted Return (%) 0.56 7.52
DRAWDOWN
Deepest Drawdown Depth (%) -11.51 -18.35
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -11.51 -18.35
Start to Recovery (months) 31 24
Longest Negative Period (months) 41 27
RISK INDICATORS
Standard Deviation (%) 8.39 11.62
Sharpe Ratio 0.20 0.77
Sortino Ratio 0.29 1.03
Ulcer Index 4.87 6.49
Ratio: Return / Standard Deviation 0.51 0.99
Ratio: Return / Deepest Drawdown 0.37 0.63
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 55% 20%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 4.25 10.42
Infl. Adjusted Return (%) 1.65 7.67
DRAWDOWN
Deepest Drawdown Depth (%) -11.51 -18.35
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -11.51 -18.35
Start to Recovery (months) 31 24
Longest Negative Period (months) 45 27
RISK INDICATORS
Standard Deviation (%) 7.16 11.36
Sharpe Ratio 0.34 0.76
Sortino Ratio 0.49 1.03
Ulcer Index 3.75 5.11
Ratio: Return / Standard Deviation 0.59 0.92
Ratio: Return / Deepest Drawdown 0.37 0.57
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 55% 20%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 6.73 9.08
Infl. Adjusted Return (%) 4.54 6.84
DRAWDOWN
Deepest Drawdown Depth (%) -13.38 -33.21
Start to Recovery (months) 17 138
Longest Drawdown Depth (%) -10.21 -33.21
Start to Recovery (months) 33 138
Longest Negative Period (months) 45 142
RISK INDICATORS
Standard Deviation (%) 6.85 10.61
Sharpe Ratio 0.65 0.64
Sortino Ratio 0.90 0.86
Ulcer Index 3.58 10.76
Ratio: Return / Standard Deviation 0.98 0.86
Ratio: Return / Deepest Drawdown 0.50 0.27
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Author Ray Dalio
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 55% 20%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 6.77 9.29
Infl. Adjusted Return (%) 4.56 7.03
DRAWDOWN
Deepest Drawdown Depth (%) -13.38 -33.21
Start to Recovery (months) 17 138
Longest Drawdown Depth (%) -10.21 -33.21
Start to Recovery (months) 33 138
Longest Negative Period (months) 45 142
RISK INDICATORS
Standard Deviation (%) 6.87 10.53
Sharpe Ratio 0.64 0.66
Sortino Ratio 0.88 0.88
Ulcer Index 3.53 10.58
Ratio: Return / Standard Deviation 0.98 0.88
Ratio: Return / Deepest Drawdown 0.51 0.28
Metrics calculated over the period 1 May 1994 - 31 May 2025
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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 June 1995 - 31 May 2025 (30 years)
Period: 1 May 1994 - 31 May 2025 (~31 years)

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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.21 138 Sep 2000
Feb 2012
-18.35 24 Jan 2022
Dec 2023
-13.38 17 Jul 2008
Nov 2009
-12.91 6 Feb 2020
Jul 2020
-11.51 31 Jan 2022
Jul 2024
-10.21 33 Sep 2000
May 2003
-10.11 4* Feb 2025
In progress
-10.07 4 Aug 1998
Nov 1998
-10.03 11 Jun 1998
Apr 1999
-8.76 7 Sep 2018
Mar 2019
-6.79 4 Aug 2015
Nov 2015
-6.31 16 Mar 2015
Jun 2016
-6.28 5 Feb 2020
Jun 2020
-5.78 7 Jan 2016
Jul 2016
-5.54 11 Mar 2013
Jan 2014

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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.21 138 Sep 2000
Feb 2012
-18.35 24 Jan 2022
Dec 2023
-13.38 17 Jul 2008
Nov 2009
-12.91 6 Feb 2020
Jul 2020
-11.51 31 Jan 2022
Jul 2024
-10.21 33 Sep 2000
May 2003
-10.11 4* Feb 2025
In progress
-10.07 4 Aug 1998
Nov 1998
-10.03 11 Jun 1998
Apr 1999
-8.76 7 Sep 2018
Mar 2019
-6.79 4 Aug 2015
Nov 2015
-6.31 16 Mar 2015
Jun 2016
-6.28 5 Feb 2020
Jun 2020
-5.78 7 Jan 2016
Jul 2016
-5.54 11 Mar 2013
Jan 2014

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 May 1994 - 31 May 2025 (~31 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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Canadian All Weather Portfolio US Stocks/Bonds 80/20 To CAD Bond Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.47 -1.31 -3.07 -10.11
2024
 9.29 -2.50 27.03 -2.78
2023
 7.96 -8.32 19.75 -4.80
2022
 -9.72 -11.39 -14.17 -18.35
2021
 6.37 -3.14 19.21 -3.72
2020
 8.64 -6.28 15.90 -12.91
2019
 12.23 -0.92 20.62 -4.35
2018
 -1.19 -4.08 1.63 -8.76
2017
 4.20 -4.13 11.19 -4.16
2016
 7.45 -3.13 7.02 -5.78
2015
 -0.57 -6.31 13.99 -6.79
2014
 9.98 -2.82 20.83 -0.36
2013
 -1.77 -5.54 34.08 -0.62
2012
 4.38 -1.74 11.41 -2.48
2011
 7.69 -1.85 4.27 -7.01
2010
 12.16 -0.31 10.29 -6.92
2009
 8.94 -3.31 9.85 -11.64
2008
 -2.23 -13.38 -16.90 -18.11
2007
 7.33 -2.13 -6.70 -9.22
2006
 8.34 -2.29 13.40 -6.49
2005
 16.30 -2.76 2.50 -4.92
2004
 9.17 -3.22 4.66 -6.56
2003
 11.85 -2.64 7.37 -7.64
2002
 6.54 -1.89 -15.38 -20.74
2001
 -2.61 -6.35 -2.64 -14.36
2000
 13.20 -4.81 -3.78 -9.39
1999
 8.19 -3.71 13.31 -4.86
1998
 3.72 -10.03 27.17 -10.07
1997
 10.75 -2.85 30.66 -2.94
1996
 17.57 -1.87 17.71 -4.46
1995
 18.58 -1.63 29.54 -0.51
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