All Weather Portfolio Dashboard

Returns Through Time

Year to Date Returns

ETF

Return

VTI

-25.10%

BLV

-28.15%

BIV

-15.13%

GSG

21.62%

IAU

-7.97%

TOTAL RETURN

-20.03%

Last Updated
09-29-2022

Description

The all weather portfolio, originally conceived by Ray Dalio of Bridgewater Associates, is designed to capture an economy’s growth with minimal volatility by investing in assets that perform well in various conditions, measured by growth and inflation. It is composed of stocks, bonds, gold, and commodities, with allocations of 30% to stocks, 40% to long term bonds, 15% to intermediate term bonds, and 7.5% to gold and commodities respectively. Each asset performs well in at least one regime of the (growth-inflation) economic state space and is weighted such that returns are optimized without requiring leverage. In the last 25 years, the portfolio has generated an approximate 7.75% annual, nominal return. In its worst performing year, 2008, the portfolio lost about 12% of its value. When compared to other common portfolios over equivalent time periods, the all weather gives investors similar returns with significantly lower risk. There are a number of terrific sites that provide more detailed and ongoing measures of performance including lazyportfolioetf.com and portfoliocharts.com.

Allocation