Ray Dalio All Weather Portfolio

New York Stock Exchange
USD

The All Weather Portfolio was created by Ray Dalio, a billionaire hedge fund manager.

It is not meant to outperform the market, but rather meant to be used during difficult market conditions, or for investors who are risk-averse. The small drawdowns allow for a peace of mind for the investor, which makes the investor more likely to stick to the strategy.

It is rebalanced only once a year, making it very easy to follow.

1 February 1871  –  24 May 2024
Compare with
S&P 500 (US Large Cap) (SP500.X)

Performance

Annualized Return
6.26%
Ray Dalio All Weather Portfolio
9.03%
S&P 500 (US Large Cap)
Sharpe Ratio
1.42
Ray Dalio All Weather Portfolio
0.89
S&P 500 (US Large Cap)
Maximum Drawdown
-33.71%
Ray Dalio All Weather Portfolio
-81.76%
S&P 500 (US Large Cap)

Metrics

Metric Ray Dalio All Weather Portfolio S&P 500 (US Large Cap)
Initial Balance $10,000 $10,000
Final Balance $111,684,336 $5,792,560,197
Returns   [View more details]
Month-To-Date 3.71% 5.47%
Year-To-Date 2.7% 11.73%
3M 4.52% 6.81%
6M 8.95% 17.19%
Annual Return (3Y) -0.32% 9.7%
Annual Return (5Y) 4.95% 15.22%
Annual Return (All) 6.26% 9.03%
Risk   [View more details]
Annual Volatility 4.25% 10.09%
Max Drawdown -33.71% -81.76%
Sharpe Ratio 1.42 0.89
Sortino Ratio 2.09