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Ray Dalio All Weather Portfolio

The All-Weather Portfolio is a lazy portfolio created by Ray Dalio, hedge fund manager and founder of Bridgewater. 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
0.19%
Dividend Yield
1.17%

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 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,302 for a total return of roughly 153.02%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
153.02%
264.42%
S&P 500

Ray Dalio All Weather PortfolioReturns

As of Apr 11, 2021, the Ray Dalio All Weather Portfolio returned -2.30% Year-To-Date and 8.15% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Ray Dalio All Weather Portfolio0.37%-2.30%0.92%10.43%8.64%8.15%
DBC
Invesco DB Commodity Index Tracking Fund
-4.11%14.15%25.79%45.16%5.28%-5.68%
GLD
SPDR Gold Trust
1.08%-8.46%-9.84%2.89%6.36%1.42%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.90%-5.11%-5.76%-5.23%2.27%3.95%
TLT
iShares 20+ Year Treasury Bond ETF
-0.94%-12.49%-13.51%-15.69%3.12%6.87%
VTI
Vanguard Total Stock Market ETF
3.80%10.39%21.66%56.14%17.75%14.36%

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 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


Ray Dalio All Weather PortfolioDividends

Ray Dalio All Weather Portfolio granted a 1.17% dividend yield in the last twelve months, as of Apr 11, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.17%1.19%1.87%2.10%1.76%1.89%1.92%1.90%2.09%1.89%2.28%2.68%

Ray Dalio All Weather PortfolioDrawdowns Chart


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 {{portfolioName}} is 13.99%, recorded on Mar 18, 2020. It took 29 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-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
-5.71%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, 2021
-3.83%Nov 5, 20109Nov 17, 201068Feb 25, 201177
-3.22%Sep 5, 20197Sep 13, 201952Nov 26, 201959

Ray Dalio All Weather PortfolioVolatility Chart

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


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