Ray Dalio's 4 Quadrants
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
IXC iShares Global Energy ETF | Energy Equities | 25% |
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 25% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of May 16, 2025, the Ray Dalio's 4 Quadrants returned 7.17% Year-To-Date and 10.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Ray Dalio's 4 Quadrants | 6.91% | 5.41% | 6.44% | 12.57% | 14.50% | 10.28% |
| Portfolio components: | ||||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 21.60% | -4.27% | 24.53% | 34.07% | 12.68% | 9.96% |
VGT Vanguard Information Technology ETF | -0.69% | 21.46% | 2.54% | 16.14% | 20.98% | 20.03% |
BND Vanguard Total Bond Market ETF | 2.08% | -0.13% | 1.92% | 4.51% | -0.96% | 1.50% |
IXC iShares Global Energy ETF | 2.23% | 6.55% | -5.07% | -5.99% | 21.01% | 4.58% |
Monthly Returns
The table below presents the monthly returns of Ray Dalio's 4 Quadrants, 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 | 2.24% | 1.01% | 1.53% | -1.15% | 3.15% | 6.91% | |||||||
| 2024 | -0.11% | 1.42% | 4.95% | -1.12% | 2.95% | 1.57% | 1.93% | 1.06% | 1.39% | 0.25% | 2.27% | -2.64% | 14.61% |
| 2023 | 5.49% | -3.08% | 4.88% | 1.34% | -1.01% | 2.68% | 2.83% | -0.56% | -2.66% | -0.03% | 5.24% | 2.56% | 18.62% |
| 2022 | 1.24% | 1.64% | 2.70% | -4.94% | 2.58% | -7.07% | 5.01% | -2.44% | -7.28% | 6.13% | 5.11% | -2.32% | -0.87% |
| 2021 | -0.48% | 2.40% | 0.35% | 2.48% | 3.10% | 0.93% | 0.10% | 0.68% | -0.52% | 4.48% | -0.95% | 2.26% | 15.69% |
| 2020 | 0.19% | -4.60% | -8.71% | 10.19% | 3.42% | 2.40% | 3.63% | 2.81% | -5.63% | -2.64% | 9.07% | 4.22% | 13.32% |
| 2019 | 5.66% | 2.43% | 1.43% | 1.47% | -3.46% | 6.22% | 0.14% | 0.36% | 0.36% | 1.40% | 1.11% | 3.17% | 21.85% |
| 2018 | 3.15% | -2.95% | -0.16% | 1.94% | 1.87% | -0.79% | 0.50% | 1.00% | 0.52% | -4.15% | -0.76% | -2.45% | -2.51% |
| 2017 | 1.80% | 1.70% | 0.53% | 0.67% | 0.92% | -1.51% | 2.59% | 1.42% | 1.27% | 1.93% | 0.58% | 1.74% | 14.45% |
| 2016 | -0.49% | 2.72% | 4.14% | 2.45% | -1.05% | 3.37% | 2.05% | -0.06% | 1.57% | -1.50% | -1.12% | 0.82% | 13.47% |
| 2015 | 0.65% | 1.31% | -2.07% | 2.49% | -0.76% | -2.61% | -2.43% | -2.08% | -2.15% | 5.93% | -1.70% | -3.24% | -6.83% |
| 2014 | -0.90% | 4.36% | -0.42% | 1.60% | 0.53% | 3.64% | -1.88% | 2.08% | -3.96% | -1.26% | -0.69% | -0.28% | 2.53% |
Expense Ratio
Ray Dalio's 4 Quadrants has an expense ratio of 0.19%, 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
With an overall rank of 78, Ray Dalio's 4 Quadrants is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.93 | 2.69 | 1.34 | 4.35 | 11.22 |
VGT Vanguard Information Technology ETF | 0.54 | 1.02 | 1.14 | 0.67 | 2.19 |
BND Vanguard Total Bond Market ETF | 0.86 | 1.37 | 1.16 | 0.40 | 2.40 |
IXC iShares Global Energy ETF | -0.27 | -0.25 | 0.97 | -0.34 | -1.03 |
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Dividends
Dividend yield
Ray Dalio's 4 Quadrants provided a 2.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.21% | 1.79% | 2.07% | 1.65% | 1.97% | 2.71% | 1.90% | 1.65% | 1.67% | 1.91% | 1.73% |
| Portfolio components: | ||||||||||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.52% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
IXC iShares Global Energy ETF | 4.47% | 4.57% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ray Dalio's 4 Quadrants. 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's 4 Quadrants was 23.23%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.23% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -16.9% | Jul 2, 2014 | 391 | Jan 20, 2016 | 143 | Aug 12, 2016 | 534 |
| -15.31% | Mar 28, 2022 | 126 | Sep 26, 2022 | 130 | Apr 3, 2023 | 256 |
| -10.63% | Oct 4, 2018 | 56 | Dec 24, 2018 | 37 | Feb 19, 2019 | 93 |
| -10.14% | Sep 17, 2012 | 195 | Jun 27, 2013 | 160 | Feb 14, 2014 | 355 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, 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
| ^GSPC | BND | SGOL | VGT | IXC | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.12 | 0.05 | 0.89 | 0.64 | 0.77 |
| BND | -0.12 | 1.00 | 0.29 | -0.09 | -0.19 | 0.05 |
| SGOL | 0.05 | 0.29 | 1.00 | 0.04 | 0.15 | 0.47 |
| VGT | 0.89 | -0.09 | 0.04 | 1.00 | 0.48 | 0.72 |
| IXC | 0.64 | -0.19 | 0.15 | 0.48 | 1.00 | 0.80 |
| Portfolio | 0.77 | 0.05 | 0.47 | 0.72 | 0.80 | 1.00 |