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Ray Dalio All Weather Portfolio

Last updated Aug 13, 2022

The All-Weather Portfolio is a lazy portfolio created by Ray Dalio, Bridgewater's hedge fund manager, and founder. As the name suggests, the All-Weather Portfolio is designed to perform well in all types of market conditions, such as inflation, deflation, economic growth, or decline.

Expense Ratio

Rank 44 of 54

0.19%
0.00%0.94%
Dividend Yield

Rank 42 of 54

1.43%
0.00%4.34%
10Y Annualized Return

Rank 49 of 54

6.25%
4.13%64.70%
Sharpe Ratio

Rank 50 of 54

-0.71
-0.980.14
Maximum Drawdown

Rank 6 of 54

-21.01%
-91.88%-17.74%

Ray Dalio All Weather PortfolioAsset Allocation


Ray Dalio All Weather PortfolioPerformance

The chart shows the growth of $10,000 invested in Ray Dalio All Weather Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,791 for a total return of roughly 147.91%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-6.42%
-2.76%
Ray Dalio All Weather Portfolio
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather PortfolioReturns

As of Aug 13, 2022, the Ray Dalio All Weather Portfolio returned -12.47% Year-To-Date and 6.25% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Ray Dalio All Weather Portfolio4.92%-6.58%-11.13%-8.22%6.60%5.63%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
DBC
Invesco DB Commodity Index Tracking Fund
5.03%14.48%25.55%35.53%12.71%-0.35%
GLD
SPDR Gold Trust
4.38%-1.58%-1.81%2.36%6.46%0.74%
IEF
iShares 7-10 Year Treasury Bond ETF
1.28%-5.03%-9.07%-10.05%0.86%1.31%
TLT
iShares 20+ Year Treasury Bond ETF
0.56%-14.32%-21.12%-19.71%0.24%1.55%

Ray Dalio All Weather PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Ray Dalio All Weather Portfolio Sharpe ratio is -0.71. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.77
-0.20
Ray Dalio All Weather Portfolio
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather PortfolioDividends

Ray Dalio All Weather Portfolio granted a 1.43% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.43%1.10%1.22%1.94%2.22%1.91%2.10%2.19%2.21%2.50%2.42%2.85%3.48%

Ray Dalio All Weather PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.96%
-10.77%
Ray Dalio All Weather Portfolio
Benchmark (^GSPC)
Portfolio components

Ray Dalio All Weather PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Ray Dalio All Weather Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Ray Dalio All Weather Portfolio is 17.67%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.67%Nov 10, 2021149Jun 14, 2022
-13.99%Mar 9, 20208Mar 18, 202029Apr 29, 202037
-8.23%Feb 3, 2015237Jan 11, 201684May 11, 2016321
-7.37%May 3, 201337Jun 25, 2013170Feb 27, 2014207
-7.29%Jul 11, 2016102Dec 1, 2016168Aug 3, 2017270
-5.7%Aug 28, 201882Dec 24, 201833Feb 12, 2019115
-5.3%Jan 29, 20189Feb 8, 2018137Aug 24, 2018146
-5.16%Sep 3, 202041Oct 30, 202031Dec 15, 202072
-5.02%Feb 11, 202125Mar 18, 202135May 7, 202160
-3.83%Nov 5, 20109Nov 17, 201068Feb 25, 201177

Ray Dalio All Weather PortfolioVolatility Chart

Current Ray Dalio All Weather Portfolio volatility is 17.63%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
15.63%
16.68%
Ray Dalio All Weather Portfolio
Benchmark (^GSPC)
Portfolio components

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