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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
Dividend Yield

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

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.

Ray Dalio All Weather Portfolio0.37%-2.30%0.92%10.43%8.64%8.15%
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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.

Dividend yield

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.

To Bottom
To Recover
-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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