All weather + REIT
All weather Ray Dalio Kicked out the commodities tracker & switched to REITS.
This because the commodities tracker can have huge drawdowns compared to REITS without the yearly dividends.
This portfolios is more based on growth while still keeping drawdown to a minimum
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 0% |
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VNQ Vanguard Real Estate ETF | REIT | 7.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All weather + REIT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Feb 3, 2006, corresponding to the inception date of DBC
Returns By Period
As of Apr 23, 2025, the All weather + REIT returned -0.81% Year-To-Date and 4.44% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.60% | -6.79% | -7.27% | 6.02% | 13.70% | 9.79% |
| All weather + REIT | -2.26% | -3.54% | -2.95% | 9.15% | 4.06% | 5.53% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -8.78% | -6.92% | -6.96% | 6.54% | 14.98% | 11.05% |
DBC Invesco DB Commodity Index Tracking Fund | -1.17% | -4.82% | -1.77% | -5.45% | 17.11% | 3.00% |
TLT iShares 20+ Year Treasury Bond ETF | 1.02% | -2.38% | -3.15% | 2.17% | -10.23% | -1.34% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.00% | 0.18% | 1.30% | 6.52% | -2.97% | 0.64% |
GLD SPDR Gold Trust | 25.41% | 9.52% | 21.04% | 41.21% | 13.36% | 10.41% |
VNQ Vanguard Real Estate ETF | -1.51% | -4.29% | -8.15% | 12.44% | 7.67% | 4.64% |
Monthly Returns
The table below presents the monthly returns of All weather + REIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.59% | 0.68% | -2.71% | -2.74% | -2.26% | ||||||||
| 2024 | -0.45% | 2.21% | 2.82% | -4.34% | 3.80% | 2.28% | 3.05% | 2.27% | 2.33% | -1.71% | 4.15% | -3.89% | 12.74% |
| 2023 | 6.96% | -3.67% | 3.44% | 0.78% | -1.16% | 3.37% | 1.42% | -2.18% | -5.60% | -2.50% | 8.63% | 5.91% | 15.29% |
| 2022 | -4.94% | -1.50% | -0.08% | -7.85% | -1.36% | -4.94% | 5.62% | -4.10% | -8.31% | 1.94% | 5.88% | -3.81% | -22.06% |
| 2021 | -1.80% | -1.25% | -0.21% | 3.91% | 0.84% | 2.23% | 2.64% | 1.26% | -3.71% | 4.33% | 0.11% | 1.92% | 10.46% |
| 2020 | 3.51% | -0.77% | -3.21% | 5.67% | 1.38% | 1.28% | 4.93% | 0.35% | -1.49% | -2.39% | 5.13% | 2.02% | 17.13% |
| 2019 | 4.33% | 0.77% | 3.03% | 0.63% | 0.40% | 3.72% | 0.75% | 4.54% | -0.65% | 0.62% | 0.82% | 0.09% | 20.61% |
| 2018 | 0.37% | -3.33% | 0.72% | -0.76% | 2.03% | 0.56% | 0.56% | 1.96% | -1.31% | -4.10% | 1.93% | -1.44% | -2.98% |
| 2017 | 1.34% | 2.46% | -0.44% | 1.25% | 1.10% | 0.57% | 0.71% | 1.80% | -0.49% | 0.60% | 1.56% | 1.26% | 12.33% |
| 2016 | 0.98% | 2.27% | 2.70% | 0.09% | 0.51% | 4.53% | 2.57% | -1.04% | -0.62% | -3.33% | -3.29% | 0.69% | 5.90% |
| 2015 | 4.85% | -2.00% | 0.15% | -1.74% | -0.57% | -2.82% | 2.41% | -2.43% | 0.18% | 2.73% | -0.77% | -0.76% | -1.07% |
| 2014 | 2.35% | 2.70% | 0.08% | 1.20% | 1.92% | 1.34% | -0.75% | 3.64% | -2.61% | 2.61% | 2.24% | 1.54% | 17.35% |
Expense Ratio
All weather + REIT has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of All weather + REIT is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.44 | 0.76 | 1.11 | 0.46 | 1.90 |
DBC Invesco DB Commodity Index Tracking Fund | -0.32 | -0.34 | 0.96 | -0.10 | -0.89 |
TLT iShares 20+ Year Treasury Bond ETF | 0.14 | 0.29 | 1.03 | 0.05 | 0.27 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.02 | 1.53 | 1.18 | 0.32 | 2.14 |
GLD SPDR Gold Trust | 2.21 | 2.96 | 1.38 | 4.60 | 12.61 |
VNQ Vanguard Real Estate ETF | 0.80 | 1.18 | 1.16 | 0.58 | 2.77 |
Dividends
Dividend yield
All weather + REIT provided a 3.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.02% | 2.93% | 2.52% | 2.15% | 1.28% | 1.48% | 2.01% | 2.36% | 2.08% | 2.25% | 2.22% | 2.17% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.42% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
DBC Invesco DB Commodity Index Tracking Fund | 5.28% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.31% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.67% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the All weather + REIT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the All weather + REIT was 26.48%, occurring on Oct 20, 2022. Recovery took 459 trading sessions.
The current All weather + REIT drawdown is 10.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.48% | Dec 28, 2021 | 206 | Oct 20, 2022 | 459 | Aug 20, 2024 | 665 |
| -15.81% | Mar 9, 2020 | 8 | Mar 18, 2020 | 56 | Jun 8, 2020 | 64 |
| -15.15% | May 21, 2008 | 123 | Nov 12, 2008 | 24 | Dec 17, 2008 | 147 |
| -13.54% | Dec 31, 2008 | 43 | Mar 4, 2009 | 277 | Apr 9, 2010 | 320 |
| -11.4% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current All weather + REIT volatility is 8.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.52, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| GLD | VNQ | DBC | TLT | VTI | IEF | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.09 | 0.35 | 0.18 | 0.07 | 0.22 |
| VNQ | 0.09 | 1.00 | 0.19 | -0.07 | 0.68 | -0.07 |
| DBC | 0.35 | 0.19 | 1.00 | -0.19 | 0.34 | -0.17 |
| TLT | 0.18 | -0.07 | -0.19 | 1.00 | -0.27 | 0.92 |
| VTI | 0.07 | 0.68 | 0.34 | -0.27 | 1.00 | -0.28 |
| IEF | 0.22 | -0.07 | -0.17 | 0.92 | -0.28 | 1.00 |