Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds

The chart shows the growth of an initial investment of $10,000 in Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds, 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.

As of Jun 9, 2026, the Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds returned 19.33% Year-To-Date and 24.96% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 16, 2012, Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds's average daily return is +0.06%, while the average monthly return is +1.67%. At this rate, an investment would double in approximately 3.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Sep 2022 at -12.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds closed higher 39% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.3%.

Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds has an annualized alpha of 8.19%, beta of 0.94, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 16, 2012.

• This portfolio captured 110.94% of S&P 500 Index gains but only 71.91% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 8.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.94 and R2 of 0.79, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds has an expense ratio of 0.27%, 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.

Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds ranks 82 for risk / return — in the top 82% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.78
• 5-Year: 1.28
• 10-Year: 1.29
• All Time: 1.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds provided a 3.99% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds. 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 Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds was 31.32%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Ray Dalio All Weather Portfolio 2x leveraged replaced commodities by utilities. changed long bonds for short bonds drawdown is 5.84%.

The chart below shows the rolling one-month volatility.