Ray Dalio All Weather Portfolio
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.
Ray Dalio All Weather PortfolioAsset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 15% |
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 7.5% |
GLD SPDR Gold Trust | Precious Metals, Gold | 7.5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
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 $22,777 for a total return of roughly 127.77%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Ray Dalio All Weather PortfolioReturns
As of Nov 30, 2022, the Ray Dalio All Weather Portfolio returned -19.57% Year-To-Date and 5.21% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 1.45% | -4.82% | -16.96% | -13.86% | 8.56% | 10.84% |
| Ray Dalio All Weather Portfolio | 3.35% | -8.80% | -18.35% | -17.76% | 4.17% | 4.58% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.37% | -4.07% | -17.07% | -14.85% | 9.77% | 12.57% |
DBC Invesco DB Commodity Index Tracking Fund | -1.46% | -14.03% | 19.97% | 24.46% | 9.62% | -0.90% |
GLD SPDR Gold Trust | 6.25% | -5.85% | -4.81% | -2.47% | 5.93% | -0.20% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.22% | -6.38% | -14.64% | -14.77% | -0.22% | 0.55% |
TLT iShares 20+ Year Treasury Bond ETF | 5.61% | -13.28% | -29.90% | -30.83% | -2.08% | 0.34% |
| Returns over 1 year are annualized | ||||||
Ray Dalio All Weather PortfolioDividends
Ray Dalio All Weather Portfolio granted a 1.71% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 1.71% | 1.10% | 1.22% | 1.95% | 2.24% | 1.92% | 2.11% | 2.20% | 2.23% | 2.52% | 2.43% | 2.87% | 3.51% |
Ray Dalio All Weather PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 24.28%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.28% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -13.99% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -8.23% | Feb 3, 2015 | 237 | Jan 11, 2016 | 84 | May 11, 2016 | 321 |
| -7.37% | May 3, 2013 | 37 | Jun 25, 2013 | 170 | Feb 27, 2014 | 207 |
| -7.29% | Jul 11, 2016 | 102 | Dec 1, 2016 | 168 | Aug 3, 2017 | 270 |
| -5.7% | Aug 28, 2018 | 82 | Dec 24, 2018 | 33 | Feb 12, 2019 | 115 |
| -5.3% | Jan 29, 2018 | 9 | Feb 8, 2018 | 137 | Aug 24, 2018 | 146 |
| -5.16% | Sep 3, 2020 | 41 | Oct 30, 2020 | 31 | Dec 15, 2020 | 72 |
| -5.02% | Feb 11, 2021 | 25 | Mar 18, 2021 | 35 | May 7, 2021 | 60 |
| -3.83% | Nov 5, 2010 | 9 | Nov 17, 2010 | 68 | Feb 25, 2011 | 77 |
Ray Dalio All Weather PortfolioVolatility Chart
Current Ray Dalio All Weather Portfolio volatility is 16.23%. 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.