Ray Dalio's 4 Quadrants
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in Ray Dalio's 4 Quadrants, 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 Quarterly
The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of Dec 19, 2024, the Ray Dalio's 4 Quadrants returned 12.85% Year-To-Date and 9.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Ray Dalio's 4 Quadrants | 14.26% | -2.33% | 4.43% | 14.51% | 12.26% | 9.68% |
| Portfolio components: | ||||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 27.25% | -0.67% | 13.25% | 28.49% | 12.07% | 8.15% |
VGT Vanguard Information Technology ETF | 30.53% | 2.55% | 9.09% | 30.76% | 21.92% | 20.69% |
BND Vanguard Total Bond Market ETF | 1.48% | -0.24% | 1.41% | 1.67% | -0.34% | 1.36% |
IXC iShares Global Energy ETF | -0.64% | -10.68% | -6.05% | -1.27% | 8.53% | 3.96% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | 1.42% | 4.95% | -1.12% | 2.95% | 1.57% | 1.93% | 1.06% | 1.39% | 0.25% | 2.27% | 14.26% | |
| 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% |
| 2013 | 1.66% | -1.60% | 1.26% | -1.47% | -0.77% | -4.39% | 4.63% | 0.91% | 0.54% | 2.12% | -0.63% | 0.85% | 2.85% |
Expense Ratio
Ray Dalio's 4 Quadrants has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ray Dalio's 4 Quadrants is 39, 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 | |
|---|---|---|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.97 | 2.61 | 1.34 | 3.63 | 10.42 |
VGT Vanguard Information Technology ETF | 1.51 | 2.01 | 1.27 | 2.13 | 7.60 |
BND Vanguard Total Bond Market ETF | 0.31 | 0.46 | 1.05 | 0.12 | 0.87 |
IXC iShares Global Energy ETF | -0.03 | 0.07 | 1.01 | -0.04 | -0.09 |
Dividends
Dividend yield
Ray Dalio's 4 Quadrants provided a 2.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 1.79% | 2.07% | 1.65% | 1.97% | 2.71% | 1.90% | 1.65% | 1.67% | 1.91% | 1.73% | 1.58% |
| 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 | 0.59% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
BND Vanguard Total Bond Market ETF | 3.62% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
IXC iShares Global Energy ETF | 4.68% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% | 2.48% |
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 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.
The current Ray Dalio's 4 Quadrants drawdown is 4.64%.
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 current Ray Dalio's 4 Quadrants volatility is 3.12%, 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
Asset Correlations Table
| SGOL | BND | VGT | IXC | |
|---|---|---|---|---|
| SGOL | 1.00 | 0.30 | 0.04 | 0.15 |
| BND | 0.30 | 1.00 | -0.10 | -0.19 |
| VGT | 0.04 | -0.10 | 1.00 | 0.48 |
| IXC | 0.15 | -0.19 | 0.48 | 1.00 |