All Weather Portfolio
buy-and-hold
all-weather
multi-asset
conservative
monthly
Ray Dalio's All Weather Portfolio — regime-balanced across five asset classes with fixed weights: 30% US equities (VTI), 40% long bonds (TLT), 15% intermediate bonds (BIV), 7.5% gold (GLD), and 7.5% commodities (DBC). Built to weather any m… Read more
Jan 1, 2007 — present
·
$10,000 initial
·
updated Jun 13
·
Live
Performance Summary
Total P&L
+$26.2K
Annualised Return
+6.85%
Sharpe Ratio
0.86
Max Drawdown
−23.66%
Nov '21 – Oct '22
Simple Return
+262.89%
Win Rate
93.8%
Profit Factor
95.87
Volatility (Ann.)
8.09%
Period
1 Jan 2007 – Present
Initial Capital
$10K
Final Value
$36.2K
Total Return
+262.89%
Drift Tolerance
5.0%
Rebalance Frequency
Monthly
Equity PerformanceAll Time – Present
vs INDEX:SP:GSPCAlpha +3.8%Beta 0.33Outperformed 37.61% of months
Strategy
Monthly Returns% · green = positive · red = negative
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +0.13% | +1.60% | -0.41% | +1.77% | -0.28% | -1.11% | +0.69% | +1.32% | +2.82% | +2.67% | +0.88% | +0.69% | +11.2% |
| 2008 | +0.72% | +0.79% | -0.05% | +0.45% | +0.09% | +0.45% | -1.17% | +0.25% | -3.05% | -9.14% | +5.06% | +8.49% | +1.9% |
| 2009 | -7.75% | -4.04% | +4.03% | +0.29% | +2.14% | -0.03% | +3.53% | +2.17% | +3.04% | -1.19% | +4.05% | -2.78% | +2.7% |
| 2010 | -0.31% | +1.53% | +1.16% | +2.95% | -0.60% | +1.14% | +1.51% | +2.73% | +2.55% | +0.12% | -0.40% | +1.01% | +14.2% |
| 2011 | -0.70% | +2.58% | +0.36% | +3.14% | +0.79% | -1.97% | +2.20% | +3.27% | +1.64% | +2.59% | +0.67% | +0.76% | +16.3% |
| 2012 | +2.58% | +0.22% | -0.88% | +1.84% | +1.02% | +0.88% | +2.20% | +0.86% | +0.22% | -1.07% | +0.86% | -0.82% | +8.1% |
| 2013 | +0.42% | +0.45% | +1.30% | +1.70% | -2.43% | -2.94% | +1.47% | -1.22% | +1.25% | +2.07% | -0.55% | -0.11% | +1.3% |
| 2014 | +1.54% | +2.43% | +0.20% | +0.99% | +1.80% | +1.20% | -0.82% | +3.40% | -2.17% | +1.75% | +1.51% | +0.64% | +13.1% |
| 2015 | +3.62% | -1.24% | -0.27% | -0.90% | -0.76% | -2.29% | +1.40% | -2.08% | -0.20% | +2.30% | -0.84% | -1.15% | -2.5% |
| 2016 | +0.77% | +1.95% | +2.29% | +0.56% | +0.56% | +3.93% | +1.93% | -0.57% | -0.36% | -2.80% | -2.80% | +0.59% | +6.0% |
| 2017 | +1.19% | +2.09% | -0.40% | +1.08% | +1.11% | +0.46% | +0.74% | +1.71% | -0.26% | +0.76% | +1.24% | +1.29% | +11.5% |
| 2018 | +0.49% | -2.69% | +0.60% | -0.65% | +1.77% | +0.21% | +0.34% | +1.65% | -0.92% | -3.82% | +0.92% | -0.66% | -2.9% |
| 2019 | +3.36% | +0.70% | +2.68% | +0.56% | +0.42% | +3.27% | +0.52% | +4.07% | -0.73% | +0.45% | +0.88% | +0.05% | +17.3% |
| 2020 | +3.03% | -0.07% | -2.28% | +4.61% | +1.84% | +1.42% | +4.43% | +0.67% | -1.43% | -2.34% | +5.13% | +1.94% | +17.9% |
| 2021 | -1.40% | -0.63% | -1.17% | +3.70% | +0.97% | +2.61% | +2.41% | +0.59% | -2.35% | +3.83% | -0.50% | +1.35% | +9.6% |
| 2022 | -2.96% | -0.78% | -0.56% | -6.47% | -0.48% | -4.28% | +4.01% | -3.77% | -7.69% | +0.64% | +5.47% | -3.27% | -19.1% |
| 2023 | +6.06% | -3.75% | +3.42% | +0.53% | -1.82% | +2.18% | +1.09% | -1.91% | -5.11% | -2.98% | +7.37% | +5.38% | +10.0% |
| 2024 | -0.48% | +0.62% | +2.23% | -3.77% | +2.82% | +1.73% | +2.32% | +1.59% | +1.93% | -2.24% | +2.65% | -3.46% | +5.7% |
| 2025 | +1.92% | +1.93% | -1.56% | -0.99% | +0.72% | +3.32% | +0.49% | +1.28% | +3.65% | +1.76% | +0.82% | -0.83% | +13.1% |
| 2026 | +2.39% | +2.79% | -3.11% | +3.24% | +1.09% | -1.35% | — | — | — | — | — | — | +5.0% |
Holdings
ETF:NYSE_ARCA:VTI$11,357
31.4%+$10,018 (+747.8%)
ETF:NYSE_ARCA:DBC$3,426
9.5%+$1,902 (+124.8%)
ETF:NYSE_ARCA:GLD$3,092
8.5%+$2,594 (+520.4%)
ETF:NYSE_ARCA:BIV$3,977
11.0%+$1,547 (+63.6%)
ETF:NASDAQ:TLT$14,238
39.4%+$891 (+6.7%)
5 positions · $36,090
Insights
Insights generation not implemented yet