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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.

Expense Ratio

Rank 43 of 53

0.19%
0.00%0.94%
Dividend Yield

Rank 44 of 53

1.06%
0.00%2.83%
10Y Annualized Return

Rank 43 of 53

7.75%
4.75%39.53%
Sharpe Ratio

Rank 45 of 53

1.20
0.432.39
Maximum Drawdown

Rank 6 of 53

-13.99%
-38.24%-10.21%

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 $27,687 for a total return of roughly 176.87%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Ray Dalio All Weather Portfolio
Benchmark (S&P 500)
Portfolio components

Ray Dalio All Weather PortfolioReturns

As of Nov 27, 2021, the Ray Dalio All Weather Portfolio returned 6.91% Year-To-Date and 7.75% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark0.43%9.37%22.33%26.59%15.74%14.46%
Ray Dalio All Weather Portfolio1.11%6.73%6.91%8.99%10.52%7.75%
VTI
Vanguard Total Stock Market ETF
0.12%9.07%22.41%27.57%17.66%16.64%
DBC
Invesco DB Commodity Index Tracking Fund
-7.91%7.34%36.26%42.56%6.56%-2.66%
GLD
SPDR Gold Trust
-0.49%-6.11%-6.45%-1.57%8.19%0.01%
IEF
iShares 7-10 Year Treasury Bond ETF
1.06%1.25%-3.18%-3.19%3.52%2.76%
TLT
iShares 20+ Year Treasury Bond ETF
3.87%9.41%-3.32%-3.70%6.77%4.73%

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

The chart below displays rolling 12-month Sharpe Ratio.


Ray Dalio All Weather Portfolio
Benchmark (S&P 500)
Portfolio components

Ray Dalio All Weather PortfolioDividends

Ray Dalio All Weather Portfolio granted a 1.06% dividend yield in the last twelve months, as of Nov 27, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.06%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

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


Ray Dalio All Weather Portfolio
Benchmark (S&P 500)
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 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, 202135May 7, 202160
-3.83%Nov 5, 20109Nov 17, 201068Feb 25, 201177
-3.22%Sep 5, 20197Sep 13, 201952Nov 26, 201959

Ray Dalio All Weather PortfolioVolatility Chart

Current Ray Dalio All Weather Portfolio volatility is 12.48%. 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.


Ray Dalio All Weather Portfolio
Benchmark (S&P 500)
Portfolio components

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