verifiedCurated Strategy
· 56 yr backtestBuy and Hold

Ray Dalio's All-Weather Portfolio

Real CAGR9.0%
Max Drawdown-21.2%
Sharpe Ratio0.55

The Ray Dalio All Weather Portfolio is a simplified, publicly accessible version of the risk parity approach used by Bridgewater Associates, the world's largest hedge fund. Ray Dalio developed the original All Weather concept internally in the 1990s, but the portfolio became widely known after Tony Robbins described it in his 2014 book Money: Master the Game following an interview with Dalio. Unlike Bridgewater's institutional version -- which uses leverage -- the retail version is an unlevered, static allocation designed to hold up across all economic environments.

Investment Philosophy

Dalio's framework organizes economic environments by two dimensions: whether growth is rising or falling, and whether inflation is rising or falling. Each quadrant favors different asset classes -- stocks do well in rising growth and low inflation; gold and commodities in rising inflation; long-term bonds in falling inflation; and inflation-linked bonds in stagflation. The All Weather portfolio holds exposure across all four quadrants, weighted not by dollar amount but by risk contribution -- a concept known as risk parity. In the unlevered retail version, this logic produces a large bond allocation, because bonds must be held in greater size than stocks to contribute equivalent risk.

Who It's For

This portfolio suits investors who want broad coverage across economic scenarios and are comfortable accepting a bond-heavy allocation in exchange for lower volatility than an equity-concentrated portfolio. It is appropriate for moderate to conservative investors, or those who want a low-maintenance core allocation that does not require tactical adjustments. For investors who want more equity exposure within an all-weather framework, see the Permanent Portfolio and Golden Butterfly.

Pros

  • Designed to perform acceptably in all economic environments, not just equity bull markets
  • Lower historical drawdowns than equity-heavy portfolios during recessions and financial crises
  • Simple, low-maintenance structure that requires only annual rebalancing
  • Strong conceptual foundation backed by decades of institutional research

Cons

  • Heavy bond allocation means the portfolio lags significantly during extended equity bull markets
  • The retail version cannot replicate the leverage used in Bridgewater's institutional model, limiting return potential
  • The stock-bond diversification benefit broke down during the high-inflation period of 2022
  • Gold and commodities can have extended periods of poor nominal returns
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Target Allocation

Static
Long-Term Treasury Bond(TLT)40%
US Large-Cap Blend(SPY)30%
Intermediate-Term Treasury Bond(IEF)15%
Gold(GLD)7.5%
Broad Commodities(DBC)7.5%

Performance Snapshot

trending_upReal CAGR
9.03%
balanceSharpe Ratio
0.550
trending_downMax Drawdown
-21.16%
show_chartSortino Ratio
0.080
arrow_upwardBest Year
+32.8%
arrow_downwardWorst Year
-18.8%
update10-Year CAGR
6.06%
warningUlcer Index
3.95
analyticsUlcer Perf. Index
1.150
account_balanceGFC CAGR
+5.3%
computerDot-com CAGR
+4.2%
syncTrade Frequency
Static
shieldRisk Level
2/5 — Conservative
calendar_monthMin. Timeline
5 years
historyBacktest Period
56 years

Rolling Returns

PeriodLowAverageHigh
1 Year-19.7%+9.4%+43.1%
3 Year-3.1%+9.0%+25.0%
5 Year+2.1%+9.1%+21.5%
10 Year+4.0%+9.3%+15.3%
Compare to:

Growth of $10,000

Ray Dalio's All-Weather Portfolio
Sharpe Ratio0.55
Best Year+32.8%
Worst Year-18.8%
Final Value$1,306,239

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

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