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
| 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 | 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 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
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.
| 1M | YTD | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | 0.37% | -2.30% | 0.92% | 10.43% | 8.64% | 8.15% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
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.
| Period | TTM | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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, 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 |
| -5.71% | 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 | — | — | — |
| -3.83% | Nov 5, 2010 | 9 | Nov 17, 2010 | 68 | Feb 25, 2011 | 77 |
| -3.22% | Sep 5, 2019 | 7 | Sep 13, 2019 | 52 | Nov 26, 2019 | 59 |
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.