US Cash Portfolio vs Ray Dalio All Weather 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:
US Cash Portfolio
1.00$
Initial Capital
May 1995
1.97$
Final Capital
April 2025
2.28%
Yearly Return
0.64%
Std Deviation
-0.42%
Max Drawdown
94months
Recovery Period
1.00$
Initial Capital
May 1995
0.93$
Final Capital
April 2025
-0.23%
Yearly Return
0.64%
Std Deviation
-25.09%
Max Drawdown
196months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
425.30$
Final Capital
April 2025
4.00%
Yearly Return
0.76%
Std Deviation
-0.42%
Max Drawdown
94months
Recovery Period
1.00$
Initial Capital
January 1871
16.60$
Final Capital
April 2025
1.84%
Yearly Return
0.76%
Std Deviation
-48.00%
Max Drawdown
793months
Recovery Period
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
4.11$
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
493.69$
Final Capital
April 2025
4.10%
Yearly Return
6.56%
Std Deviation
-47.73%
Max Drawdown
124months
Recovery Period

As of April 2025, in the previous 30 Years, the US Cash Portfolio obtained a 2.28% compound annual return, with a 0.64% standard deviation. It suffered a maximum drawdown of -0.42% that required 94 months to be recovered.

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.

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.

US Cash Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
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
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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)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Cash
-- Market Benchmark 		1.35 0.34 2.13 4.80 2.53 1.75 2.28 4.00
//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
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Cash Portfolio: an investment of 1$, since May 1995, now would be worth 1.97$, with a total return of 96.62% (2.28% annualized).

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).


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US Cash Portfolio: an investment of 1$, since January 1871, now would be worth 425.30$, with a total return of 42430.11% (4.00% annualized).

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).


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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
US Cash All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.80 10.15
Infl. Adjusted Return (%) 2.68 7.92
DRAWDOWN
Deepest Drawdown Depth (%) 0.00 -3.45
Start to Recovery (months) 3
Longest Drawdown Depth (%) 0.00 -3.45
Start to Recovery (months) 3
Longest Negative Period (months) 0 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 0.17 7.04
Sharpe Ratio 0.00 0.76
Sortino Ratio 0.00 0.92
Ulcer Index 0.00 1.36
Ratio: Return / Standard Deviation 28.99 1.44
Ratio: Return / Deepest Drawdown --- 2.94
Metrics calculated over the period 1 May 2024 - 30 April 2025
Swipe left to see all data
US Cash All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 2.53 2.92
Infl. Adjusted Return (%) -1.92 -1.54
DRAWDOWN
Deepest Drawdown Depth (%) -0.15 -20.58
Start to Recovery (months) 26 40*
Longest Drawdown Depth (%) -0.15 -20.58
Start to Recovery (months) 26 40*
Longest Negative Period (months) 25 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 0.68 10.35
Sharpe Ratio 0.00 0.04
Sortino Ratio 0.00 0.05
Ulcer Index 0.05 9.54
Ratio: Return / Standard Deviation 3.71 0.28
Ratio: Return / Deepest Drawdown 17.43 0.14
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
US Cash All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 1.75 4.73
Infl. Adjusted Return (%) -1.28 1.61
DRAWDOWN
Deepest Drawdown Depth (%) -0.16 -20.58
Start to Recovery (months) 28 40*
Longest Drawdown Depth (%) -0.16 -20.58
Start to Recovery (months) 28 40*
Longest Negative Period (months) 27 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 0.56 8.46
Sharpe Ratio 0.00 0.35
Sortino Ratio 0.00 0.48
Ulcer Index 0.05 6.96
Ratio: Return / Standard Deviation 3.12 0.56
Ratio: Return / Deepest Drawdown 10.62 0.23
Metrics calculated over the period 1 May 2015 - 30 April 2025
Swipe left to see all data
US Cash All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 2.28 7.46
Infl. Adjusted Return (%) -0.23 4.82
DRAWDOWN
Deepest Drawdown Depth (%) -0.42 -20.58
Start to Recovery (months) 94 40*
Longest Drawdown Depth (%) -0.42 -20.58
Start to Recovery (months) 94 40*
Longest Negative Period (months) 105 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 0.64 7.48
Sharpe Ratio 0.00 0.69
Sortino Ratio 0.00 0.93
Ulcer Index 0.12 4.45
Ratio: Return / Standard Deviation 3.55 1.00
Ratio: Return / Deepest Drawdown 5.42 0.36
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
US Cash All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.00 6.31
Infl. Adjusted Return (%) 1.84 4.10
DRAWDOWN
Deepest Drawdown Depth (%) -0.42 -37.02
Start to Recovery (months) 94 68
Longest Drawdown Depth (%) -0.42 -37.02
Start to Recovery (months) 94 68
Longest Negative Period (months) 105 84
RISK INDICATORS
Standard Deviation (%) 0.76 6.56
Sharpe Ratio 0.00 0.35
Sortino Ratio 0.00 0.50
Ulcer Index 0.05 4.58
Ratio: Return / Standard Deviation 5.25 0.96
Ratio: Return / Deepest Drawdown 9.51 0.17
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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US Cash All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 40* Jan 2022
In progress
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-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
-3.79 3 Feb 1999
Apr 1999
-3.74 5 Jan 2021
May 2021
-3.68 4 Aug 2020
Nov 2020
-3.55 6 Dec 1996
May 1997

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US Cash All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.02 68 Sep 1929
Apr 1935
-20.58 40* Jan 2022
In progress
-17.43 37 Mar 1937
Mar 1940
-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
-11.04 11 Mar 1974
Jan 1975
-10.89 4 Feb 1980
May 1980
-9.55 23 Oct 1906
Aug 1908
-9.31 27 Dec 1892
Feb 1895
-8.82 18 Oct 1895
Mar 1897
-8.78 13 Sep 1987
Sep 1988
-8.57 26 Nov 1919
Dec 1921
-8.25 29 Dec 1916
Apr 1919

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.

Swipe left to see all data
US Cash All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.35 0.00 2.00 -1.94
2024
 5.19 0.00 6.36 -3.73
2023
 4.94 0.00 9.95 -9.25
2022
 1.40 -0.02 -18.39 -20.58
2021
 -0.10 -0.10 8.27 -3.74
2020
 0.40 -0.05 15.88 -3.68
2019
 2.03 0.00 17.93 -0.83
2018
 1.74 0.00 -3.02 -4.71
2017
 0.69 -0.02 11.55 -0.49
2016
 0.11 -0.04 6.50 -6.42
2015
 -0.13 -0.13 -3.23 -6.66
2014
 -0.07 -0.09 12.89 -2.52
2013
 -0.09 -0.09 1.71 -5.29
2012
 -0.04 -0.04 7.02 -1.33
2011
 -0.04 -0.07 15.64 -2.00
2010
 -0.04 -0.07 12.88 -0.69
2009
 0.27 -0.08 2.71 -11.57
2008
 1.59 -0.28 2.38 -11.38
2007
 4.67 0.00 11.88 -1.20
2006
 4.81 0.00 6.93 -1.71
2005
 2.98 0.00 8.55 -2.99
2004
 1.19 0.00 9.41 -4.76
2003
 1.02 0.00 13.96 -4.74
2002
 1.63 0.00 7.77 -1.56
2001
 3.82 0.00 -2.77 -4.61
2000
 5.88 0.00 10.15 -2.26
1999
 4.69 0.00 6.28 -3.79
1998
 4.85 0.00 11.05 -4.83
1997
 5.25 0.00 13.54 -2.89
1996
 5.20 0.00 8.27 -2.11
1995
 5.60 0.00 27.44 0.00
1994
 3.90 0.00 -3.28 -6.83
1993
 2.90 0.00 12.02 -1.98
1992
 3.51 0.00 6.76 -2.23
1991
 5.60 0.00 17.98 -1.86
1990
 7.84 0.00 3.85 -5.51
1989
 8.38 0.00 20.45 -1.14
1988
 6.36 0.00 10.59 -1.93
1987
 5.47 0.00 3.47 -8.78
1986
 6.16 0.00 20.56 -3.75
1985
 7.72 0.00 28.68 -2.13
1984
 9.84 0.00 8.03 -6.61
1983
 8.80 0.00 7.06 -3.16
1982
 10.53 0.00 31.65 -3.13
1981
 14.72 0.00 -3.74 -11.76
1980
 11.26 0.00 10.35 -10.89
1979
 10.38 0.00 19.26 -6.57
1978
 7.20 0.00 7.24 -3.43
1977
 5.13 0.00 2.14 -2.83
1976
 5.08 0.00 15.78 -1.12
1975
 5.80 0.00 12.93 -5.16
1974
 8.01 0.00 1.78 -11.04
1973
 6.93 0.00 6.67 -2.66
1972
 3.84 0.00 14.50 0.00
1971
 4.49 0.00 14.60 -3.81
1970
 6.84 0.00 10.73 -7.59
1969
 6.70 0.00 -7.07 -8.33
1968
 5.38 0.00 5.61 -2.31
1967
 4.38 0.00 4.93 -2.43
1966
 4.93 0.00 -0.21 -6.05
1965
 3.99 0.00 4.08 -1.14
1964
 3.56 0.00 7.34 -0.33
1963
 3.14 0.00 6.73 -1.03
1962
 2.81 0.00 0.34 -6.12
1961
 2.36 0.00 7.57 -1.53
1960
 3.10 0.00 8.59 -1.47
1959
 3.32 0.00 1.91 -2.83
1958
 1.80 0.00 9.85 -0.95
1957
 3.30 0.00 1.56 -3.70
1956
 2.61 0.00 0.45 -3.72
1955
 1.63 0.00 6.44 -0.66
1954
 0.97 0.00 17.99 -1.18
1953
 1.94 0.00 0.83 -4.42
1952
 1.69 0.00 4.21 -1.76
1951
 1.49 0.00 4.78 -2.55
1950
 1.20 0.00 9.14 -1.91
1949
 1.16 0.00 8.58 -0.97
1948
 1.00 0.00 1.89 -3.09
1947
 0.55 0.00 1.53 -1.94
1946
 0.36 0.00 -0.92 -7.07
1945
 0.36 0.00 15.78 -0.88
1944
 0.36 0.00 7.97 -0.39
1943
 0.36 0.00 9.97 -2.77
1942
 0.33 0.00 6.45 -3.58
1941
 0.10 0.00 -1.20 -4.99
1940
 0.01 0.00 1.87 -7.70
1939
 0.01 0.00 2.79 -3.74
1938
 0.07 0.00 10.37 -7.91
1937
 0.27 0.00 -10.07 -12.18
1936
 0.19 0.00 14.42 -2.08
1935
 0.17 0.00 16.55 -1.39
1934
 0.28 0.00 8.27 -3.11
1933
 0.96 0.00 23.55 -7.04
1932
 1.09 0.00 5.54 -10.85
1931
 2.30 0.00 -17.79 -21.07
1930
 4.66 0.00 -5.90 -10.68
1929
 3.17 0.00 -1.20 -10.34
1928
 3.54 0.00 11.11 -1.64
1927
 4.34 0.00 14.04 -1.26
1926
 4.41 0.00 6.53 -2.18
1925
 3.91 0.00 10.80 -1.86
1924
 4.41 0.00 13.10 -0.48
1923
 5.03 0.00 4.44 -3.38
1922
 4.66 0.00 12.65 -1.45
1921
 7.70 0.00 9.83 -2.12
1920
 7.57 0.00 -5.55 -5.68
1919
 5.66 0.00 5.81 -2.69
1918
 6.17 0.00 7.85 -0.84
1917
 4.29 0.00 -7.65 -7.65
1916
 3.66 0.00 7.39 -0.65
1915
 3.67 0.00 14.08 -0.61
1914
 4.78 0.00 0.88 -4.99
1913
 5.79 0.00 -0.05 -2.01
1912
 4.41 0.00 3.48 -1.15
1911
 4.03 0.00 3.28 -2.93
1910
 5.41 0.00 0.15 -3.13
1909
 3.66 0.00 6.57 -0.53
1908
 5.41 0.00 16.74 -0.51
1907
 6.42 0.00 -8.40 -8.70
1906
 5.65 0.00 0.59 -3.33
1905
 4.28 0.00 7.83 -1.78
1904
 4.41 0.00 12.56 -0.84
1903
 5.66 0.00 -4.67 -7.60
1902
 4.79 0.00 3.24 -2.40
1901
 4.41 0.00 6.47 -2.76
1900
 4.78 0.00 8.45 -1.38
1899
 3.41 0.00 2.72 -2.13
1898
 3.64 0.00 11.99 -4.26
1897
 3.54 0.00 9.70 -0.85
1896
 5.91 0.00 2.87 -5.53
1895
 3.17 0.00 2.80 -4.23
1894
 3.41 0.00 4.58 -1.05
1893
 8.86 0.00 -4.72 -9.21
1892
 4.03 0.00 3.45 -0.93
1891
 6.17 0.00 7.45 -2.60
1890
 5.54 0.00 -1.50 -4.15
1889
 4.78 0.00 5.38 -0.71
1888
 5.16 0.00 4.41 -1.57
1887
 6.29 0.00 -0.36 -4.08
1886
 4.34 0.00 5.02 -1.39
1885
 4.28 0.00 11.99 -0.98
1884
 5.79 0.00 -1.97 -5.63
1883
 5.49 0.00 0.14 -2.08
1882
 5.41 0.00 3.24 -1.91
1881
 4.90 0.00 3.46 -3.20
1880
 5.22 0.00 12.13 -2.30
1879
 4.33 0.00 17.34 -0.47
1878
 5.02 0.00 7.44 -0.16
1877
 5.15 0.00 1.94 -4.81
1876
 5.45 0.00 -0.20 -3.96
1875
 5.07 0.00 7.61 -1.41
1874
 7.07 0.00 7.35 -1.45
1873
 8.69 0.00 1.49 -7.70
1872
 8.08 0.00 5.32 -2.48
1871
 5.98 0.00 8.01 -1.75
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