Ray Dalio All Weather Portfolio vs Gyroscopic Investing Desert Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - April 2025 (~154 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1871)
Inflation Adjusted:
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
May 1995
8.66$
Final Capital
April 2025
7.46%
Yearly Return
7.48%
Std Deviation
-20.58%
Max Drawdown
40months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
4.10$
Final Capital
April 2025
4.82%
Yearly Return
7.48%
Std Deviation
-27.85%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
12.6K$
Final Capital
April 2025
6.31%
Yearly Return
6.56%
Std Deviation
-37.02%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1871
492.60$
Final Capital
April 2025
4.10%
Yearly Return
6.56%
Std Deviation
-47.73%
Max Drawdown
124months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
5.50%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
May 1995
3.47$
Final Capital
April 2025
4.23%
Yearly Return
5.50%
Std Deviation
-21.07%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
11.0K$
Final Capital
April 2025
6.22%
Yearly Return
5.97%
Std Deviation
-33.15%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1871
428.74$
Final Capital
April 2025
4.01%
Yearly Return
5.97%
Std Deviation
-46.37%
Max Drawdown
121months
Recovery Period

As of April 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.46% compound annual return, with a 7.48% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 40 months and is still in progress.

As of April 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 6.86% compound annual return, with a 5.50% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 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 All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
Gyroscopic Investing Desert Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
60.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1871 - 30 April 2025 (~154 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.00 -0.74 1.04 10.15 2.92 4.73 7.46 6.31
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		3.40 1.24 3.88 13.30 5.82 5.58 6.86 6.22
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Ray Dalio All Weather Portfolio: an investment of 1$, since May 1995, now would be worth 8.66$, with a total return of 765.76% (7.46% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.26% (6.86% annualized).


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Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 12648.25$, with a total return of 1264725.08% (6.31% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 11008.58$, with a total return of 1100757.86% (6.22% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1871 - 30 April 2025 (~154 years)
Swipe left to see all data
All Weather Portfolio Desert Portfolio
Author Ray Dalio Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 60%
Commodities 15% 10%
PERFORMANCES
Annualized Return (%) 10.15 13.30
Infl. Adjusted Return (%) 7.68 10.75
DRAWDOWN
Deepest Drawdown Depth (%) -3.45 -1.63
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -3.45 -0.95
Start to Recovery (months) 3 2
Longest Negative Period (months) 7* 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.04 4.49
Sharpe Ratio 0.76 1.89
Sortino Ratio 0.92 2.31
Ulcer Index 1.36 0.53
Ratio: Return / Standard Deviation 1.44 2.96
Ratio: Return / Deepest Drawdown 2.94 8.14
Metrics calculated over the period 1 May 2024 - 30 April 2025
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All Weather Portfolio Desert Portfolio
Author Ray Dalio Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 60%
Commodities 15% 10%
PERFORMANCES
Annualized Return (%) 2.92 5.82
Infl. Adjusted Return (%) -1.58 1.18
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Negative Period (months) 45 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.35 7.18
Sharpe Ratio 0.04 0.46
Sortino Ratio 0.05 0.61
Ulcer Index 9.54 5.30
Ratio: Return / Standard Deviation 0.28 0.81
Ratio: Return / Deepest Drawdown 0.14 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
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All Weather Portfolio Desert Portfolio
Author Ray Dalio Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 60%
Commodities 15% 10%
PERFORMANCES
Annualized Return (%) 4.73 5.58
Infl. Adjusted Return (%) 1.59 2.41
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Negative Period (months) 46 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.46 5.95
Sharpe Ratio 0.35 0.64
Sortino Ratio 0.48 0.88
Ulcer Index 6.96 3.86
Ratio: Return / Standard Deviation 0.56 0.94
Ratio: Return / Deepest Drawdown 0.23 0.38
Metrics calculated over the period 1 May 2015 - 30 April 2025
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All Weather Portfolio Desert Portfolio
Author Ray Dalio Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 60%
Commodities 15% 10%
PERFORMANCES
Annualized Return (%) 7.46 6.86
Infl. Adjusted Return (%) 4.82 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Drawdown Depth (%) -20.58 -14.72
Start to Recovery (months) 40* 27
Longest Negative Period (months) 46 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.48 5.50
Sharpe Ratio 0.69 0.83
Sortino Ratio 0.93 1.13
Ulcer Index 4.45 2.63
Ratio: Return / Standard Deviation 1.00 1.25
Ratio: Return / Deepest Drawdown 0.36 0.47
Metrics calculated over the period 1 May 1995 - 30 April 2025
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All Weather Portfolio Desert Portfolio
Author Ray Dalio Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 55% 60%
Commodities 15% 10%
PERFORMANCES
Annualized Return (%) 6.31 6.22
Infl. Adjusted Return (%) 4.10 4.01
DRAWDOWN
Deepest Drawdown Depth (%) -37.02 -33.15
Start to Recovery (months) 68 48
Longest Drawdown Depth (%) -37.02 -33.15
Start to Recovery (months) 68 48
Longest Negative Period (months) 84 80
RISK INDICATORS
Standard Deviation (%) 6.56 5.97
Sharpe Ratio 0.35 0.37
Sortino Ratio 0.50 0.53
Ulcer Index 4.58 3.70
Ratio: Return / Standard Deviation 0.96 1.04
Ratio: Return / Deepest Drawdown 0.17 0.19
Metrics calculated over the period 1 January 1871 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1871 - 30 April 2025 (~154 years)

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All Weather Portfolio Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 40* Jan 2022
In progress
-14.72 27 Jan 2022
Mar 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.15 19 Mar 2008
Sep 2009
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.29 9 May 2013
Jan 2014
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004
-4.74 4 Jun 2003
Sep 2003
-4.71 7 Sep 2018
Mar 2019
-4.61 19 Feb 2001
Aug 2002
-4.42 3 Jul 1998
Sep 1998
-3.94 13 Feb 2001
Feb 2002

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All Weather Portfolio Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.02 68 Sep 1929
Apr 1935
-33.15 48 Sep 1929
Aug 1933
-20.58 40* Jan 2022
In progress
-17.43 37 Mar 1937
Mar 1940
-16.03 34 Mar 1937
Dec 1939
-14.72 27 Jan 2022
Mar 2024
-12.98 25 Dec 1968
Dec 1970
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-11.08 19 May 1969
Nov 1970
-11.04 11 Mar 1974
Jan 1975
-10.89 4 Feb 1980
May 1980
-10.61 11 Mar 1974
Jan 1975
-10.15 19 Mar 2008
Sep 2009

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 January 1871 - 30 April 2025 (~154 years)


Head To Head (Ptf 1 vs Ptf 2):
US 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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All Weather Portfolio Desert Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.00 -1.94 3.40 -0.40
2024
 6.36 -3.73 10.90 -2.08
2023
 9.95 -9.25 11.64 -4.01
2022
 -18.39 -20.58 -11.64 -14.72
2021
 8.27 -3.74 5.76 -2.29
2020
 15.88 -3.68 12.96 -3.56
2019
 17.93 -0.83 14.41 -0.95
2018
 -3.02 -4.71 -0.94 -2.77
2017
 11.55 -0.49 8.38 -0.12
2016
 6.50 -6.42 5.39 -2.63
2015
 -3.23 -6.66 0.02 -2.57
2014
 12.89 -2.52 5.45 -1.59
2013
 1.71 -5.29 6.10 -2.64
2012
 7.02 -1.33 6.70 -2.16
2011
 15.64 -2.00 6.23 -3.24
2010
 12.88 -0.69 11.95 -1.56
2009
 2.71 -11.57 10.05 -5.76
2008
 2.38 -11.38 -2.92 -8.78
2007
 11.88 -1.20 10.64 -0.86
2006
 6.93 -1.71 8.85 -1.61
2005
 8.55 -2.99 5.06 -1.48
2004
 9.41 -4.76 6.34 -3.44
2003
 13.96 -4.74 12.64 -1.46
2002
 7.77 -1.56 4.90 -2.20
2001
 -2.77 -4.61 1.31 -3.94
2000
 10.15 -2.26 4.70 -2.78
1999
 6.28 -3.79 5.12 -2.91
1998
 11.05 -4.83 13.26 -4.42
1997
 13.54 -2.89 12.53 -2.44
1996
 8.27 -2.11 6.98 -2.04
1995
 27.44 0.00 23.10 0.00
1994
 -3.28 -6.83 -2.86 -5.63
1993
 12.02 -1.98 11.81 -1.14
1992
 6.76 -2.23 6.83 -2.19
1991
 17.98 -1.86 18.44 -1.44
1990
 3.85 -5.51 3.54 -3.71
1989
 20.45 -1.14 16.86 -1.08
1988
 10.59 -1.93 6.82 -1.71
1987
 3.47 -8.78 4.17 -8.49
1986
 20.56 -3.75 15.33 -2.55
1985
 28.68 -2.13 23.33 -1.21
1984
 8.03 -6.61 7.73 -4.82
1983
 7.06 -3.16 8.30 -2.24
1982
 31.65 -3.13 26.32 -3.26
1981
 -3.74 -11.76 1.14 -7.38
1980
 10.35 -10.89 13.20 -9.99
1979
 19.26 -6.57 23.14 -5.87
1978
 7.24 -3.43 6.93 -4.01
1977
 2.14 -2.83 1.88 -2.73
1976
 15.78 -1.12 15.78 -1.19
1975
 12.93 -5.16 13.28 -5.90
1974
 1.78 -11.04 1.69 -10.61
1973
 6.67 -2.66 4.52 -2.49
1972
 14.50 0.00 11.82 -0.45
1971
 14.60 -3.81 12.65 -4.66
1970
 10.73 -7.59 12.37 -7.35
1969
 -7.07 -8.33 -5.97 -8.03
1968
 5.61 -2.31 7.55 -2.19
1967
 4.93 -2.43 7.92 -2.06
1966
 -0.21 -6.05 0.34 -5.94
1965
 4.08 -1.14 4.73 -1.03
1964
 7.34 -0.33 7.24 -0.32
1963
 6.73 -1.03 7.30 -1.00
1962
 0.34 -6.12 0.50 -6.18
1961
 7.57 -1.53 8.58 -1.52
1960
 8.59 -1.47 8.43 -1.54
1959
 1.91 -2.83 2.81 -2.68
1958
 9.85 -0.95 11.74 -0.94
1957
 1.56 -3.70 2.18 -3.74
1956
 0.45 -3.72 1.63 -3.23
1955
 6.44 -0.66 7.22 -0.52
1954
 17.99 -1.18 16.77 -1.29
1953
 0.83 -4.42 1.55 -4.32
1952
 4.21 -1.76 5.05 -1.76
1951
 4.78 -2.55 6.18 -2.19
1950
 9.14 -1.91 8.93 -1.90
1949
 8.58 -0.97 8.23 -1.05
1948
 1.89 -3.09 2.04 -3.26
1947
 1.53 -1.94 2.08 -1.75
1946
 -0.92 -7.07 -1.19 -7.09
1945
 15.78 -0.88 14.80 -0.95
1944
 7.97 -0.39 7.66 -0.40
1943
 9.97 -2.77 10.14 -2.72
1942
 6.45 -3.58 5.79 -3.76
1941
 -1.20 -4.99 -1.40 -4.91
1940
 1.87 -7.70 0.28 -8.12
1939
 2.79 -3.74 2.55 -3.58
1938
 10.37 -7.91 11.07 -7.87
1937
 -10.07 -12.18 -9.33 -11.51
1936
 14.42 -2.08 12.80 -2.18
1935
 16.55 -1.39 16.19 -1.56
1934
 8.27 -3.11 5.87 -3.60
1933
 23.55 -7.04 24.58 -6.82
1932
 5.54 -10.85 4.75 -11.02
1931
 -17.79 -21.07 -14.48 -18.82
1930
 -5.90 -10.68 -3.87 -9.84
1929
 -1.20 -10.34 -0.87 -10.20
1928
 11.11 -1.64 11.04 -1.69
1927
 14.04 -1.26 13.17 -1.35
1926
 6.53 -2.18 6.25 -2.21
1925
 10.80 -1.86 9.62 -1.97
1924
 13.10 -0.48 12.81 -0.53
1923
 4.44 -3.38 3.83 -3.40
1922
 12.65 -1.45 12.02 -1.47
1921
 9.83 -2.12 10.91 -2.31
1920
 -5.55 -5.68 -4.08 -4.57
1919
 5.81 -2.69 7.21 -2.63
1918
 7.85 -0.84 8.21 -0.86
1917
 -7.65 -7.65 -6.61 -6.61
1916
 7.39 -0.65 4.61 -0.73
1915
 14.08 -0.61 13.09 -0.63
1914
 0.88 -4.99 2.24 -4.37
1913
 -0.05 -2.01 0.88 -1.69
1912
 3.48 -1.15 3.08 -1.23
1911
 3.28 -2.93 3.48 -2.91
1910
 0.15 -3.13 1.46 -2.32
1909
 6.57 -0.53 5.68 -0.54
1908
 16.74 -0.51 18.68 -0.40
1907
 -8.40 -8.70 -7.48 -7.79
1906
 0.59 -3.33 0.61 -3.23
1905
 7.83 -1.78 6.76 -1.92
1904
 12.56 -0.84 13.11 -0.82
1903
 -4.67 -7.60 -3.84 -6.90
1902
 3.24 -2.40 3.02 -2.49
1901
 6.47 -2.76 6.91 -2.80
1900
 8.45 -1.38 8.52 -1.39
1899
 2.72 -2.13 0.85 -2.91
1898
 11.99 -4.26 11.56 -4.68
1897
 9.70 -0.85 9.58 -0.87
1896
 2.87 -5.53 3.39 -5.61
1895
 2.80 -4.23 1.49 -4.85
1894
 4.58 -1.05 4.71 -1.07
1893
 -4.72 -9.21 -2.82 -8.38
1892
 3.45 -0.93 3.08 -1.03
1891
 7.45 -2.60 8.89 -2.54
1890
 -1.50 -4.15 -1.12 -4.05
1889
 5.38 -0.71 3.60 -0.90
1888
 4.41 -1.57 4.28 -1.64
1887
 -0.36 -4.08 0.66 -3.68
1886
 5.02 -1.39 4.03 -1.72
1885
 11.99 -0.98 12.18 -0.80
1884
 -1.97 -5.63 -1.36 -5.75
1883
 0.14 -2.08 0.92 -1.92
1882
 3.24 -1.91 2.90 -2.02
1881
 3.46 -3.20 2.14 -3.73
1880
 12.13 -2.30 11.10 -2.45
1879
 17.34 -0.47 16.53 -0.59
1878
 7.44 -0.16 8.46 -0.14
1877
 1.94 -4.81 1.37 -4.98
1876
 -0.20 -3.96 -0.48 -4.25
1875
 7.61 -1.41 5.68 -1.78
1874
 7.35 -1.45 9.77 -1.41
1873
 1.49 -7.70 1.59 -7.83
1872
 5.32 -2.48 4.67 -2.79
1871
 8.01 -1.75 6.19 -1.95
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