Ray Dalio All Weather Portfolio
Bridgewater's risk-balanced mix designed to weather any economic environment.
US Total Market Backfill (estimated to 1926)1926-07-31 → 2026-06-30Estimated from 1926 to VTI's 2001 inception using the US total-market return (Ken French Data Library), minus the fund's expense ratio, then chain-linked to the real VTI fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before VTI's 2001 inception, from the US total-market return (Ken French Data Library).
Long-Term Treasury Backfill (20+yr, estimated to 1953)1953-05-31 → 2026-06-30Estimated from 1953 to TLT's 2002 inception using the 20-year Treasury yield (FRED), modeled as a constant-maturity bond, minus the fund's expense ratio, then chain-linked to the real TLT fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before TLT's 2002 inception, from the 20-year Treasury yield (FRED), modeled as a constant-maturity bond.
Intermediate Treasury Backfill (7-10yr, estimated to 1953)1953-05-31 → 2026-06-30Estimated from 1953 to IEF's 2002 inception using the 10-year Treasury yield (FRED), modeled as a constant-maturity bond, minus the fund's expense ratio, then chain-linked to the real IEF fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before IEF's 2002 inception, from the 10-year Treasury yield (FRED), modeled as a constant-maturity bond.
Gold Backfill (estimated to 1968)1968-01-31 → 2026-06-30Estimated from 1968 to GLD's 2004 inception using the gold spot price (World Bank); gold was a fixed official price before the 1968 free market, minus the fund's expense ratio, then chain-linked to the real GLD fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before GLD's 2004 inception, from the gold spot price (World Bank); gold was a fixed official price before the 1968 free market.
Invesco DB Commodity Index Tracking Fund2006-03-31 → 2026-06-30click to change
%
Total 100%
Data window Ray Dalio All Weather Portfolio: 2006-03-31 → 2026-06-30 · start: DBC
Dashed = estimated before the fund existed (reconstructed from its tracked index): GOLDX from 1968-01-31 · IEFX from 1953-05-31 · UST20X from 1953-05-31 · USTOTX from 1926-07-31
Portfolio growth
Ray Dalio All Weather Portfolio
CAGR6.69%
Max Drawdown-22.76%
Volatility8.33%
Sharpe0.63
Final balance$37,321
Total return273.21%
Drawdown
Annual returns
More statistics
| Ray Dalio All Weather Portfolio | |
|---|---|
| Total Return | 273.21% |
| Sortino | 0.82 |
| Best Year | 17.89% |
| Worst Year | -20.02% |
| Positive Months | 63.93% |
| Annualized Return (mean) | 6.84% |