All Weather Portfolio (Ray Dalio)

Passive Portfolios Low

About Strategy

A retail adaptation of Ray Dalio's risk-parity concept from Bridgewater. Designed to perform well across all economic environments through structured risk profiling.

Performance Metrics (2016�2026)

CAGR (10-Year)7.2%
Max Drawdown-11.9%
Sharpe Ratio0.60
Volatility (StdDev)7.8%
Best Year+16.8%
Worst Year-6.2%
Strategy TypePassive Portfolio
Risk ProfileLow

Asset Allocation

The All Weather Portfolio splits capital across five asset classes: 30% Global Equities (VT), 40% Long-Term Treasury Bonds (TLT), 15% Intermediate-Term Bonds (IEF), 7.5% Gold (GLD), and 7.5% Commodities (PDBC). The heavy bond weighting is intentional � bonds are less volatile than stocks, so 40% in long bonds provides roughly equal risk contribution to 30% in equities.

Execution Rules

  1. Purchase assets in these weights: 30% Equities, 40% Long-Term Treasuries, 15% Intermediate Treasuries, 7.5% Gold, 7.5% Commodities.
  2. Rebalance annually to return all assets to target configurations.
  3. Long bonds compensate for equity crashes, while gold and commodities offset unexpected spikes in inflation.

ETF Proxies Used in Our Backtest

  • Vanguard Total World Stock ETF (VT) � 30% global equities
  • iShares 20+ Year Treasury Bond ETF (TLT) � 40% long-term bonds
  • iShares 7-10 Year Treasury Bond ETF (IEF) � 15% intermediate bonds
  • SPDR Gold Shares (GLD) � 7.5% gold
  • Invesco Optimum Yield Diversified Commodity ETF (PDBC) � 7.5% commodities
Go to Compare

All Weather Allocation


Recommended Allocation

Calculating...
30%

Enter performance inputs above to calculate weights.

History & Background of the All Weather Portfolio

The All Weather Portfolio is a retail-friendly adaptation of the investment philosophy pioneered by Ray Dalio, the founder of Bridgewater Associates � the world's largest hedge fund managing over $150 billion in assets. The original "All Weather" strategy was created in 1996 as an internal Bridgewater fund designed to deliver consistent returns regardless of the prevailing economic environment.

The public version of this portfolio was popularized by Tony Robbins in his 2014 book "Money: Master the Game," where Dalio shared a simplified version for individual investors. The core philosophy is built on the concept of risk parity � rather than allocating equal dollar amounts to each asset class, the portfolio allocates equal risk. Since stocks are roughly 3x more volatile than bonds, bonds receive a proportionally larger dollar allocation (40%) to balance their risk contribution against equities (30%).

The genius of the approach lies in its four-quadrant framework: the portfolio is designed to hold assets that thrive in each of four economic regimes � rising growth, falling growth, rising inflation, and falling inflation. Equities perform well during growth periods, bonds excel when growth slows, and gold and commodities protect against inflationary surprises.

When to Use All Weather: Pros & Cons

Strengths

  • Extremely low maintenance � set and forget with annual rebalancing
  • Historically low max drawdown (-11.9%) compared to pure equity portfolios
  • True diversification across growth, deflation, and inflation regimes
  • Backed by institutional-grade research from Bridgewater Associates
  • Suitable for risk-averse investors and retirees

Limitations

  • Heavy bond allocation (55%) underperforms in rising rate environments (as seen 2022)
  • Lower CAGR (7.2%) than tactical or equity-heavy strategies
  • Commodities exposure adds complexity and tracking costs
  • Simplified retail version lacks the dynamic leverage used by Bridgewater
  • Gold and commodity ETFs may have higher expense ratios

Ideal for: Conservative investors prioritizing capital preservation, retirees who cannot afford large drawdowns, and anyone seeking a truly passive, all-weather approach. Pairs well with a small tactical satellite allocation for enhanced returns.

Learn More & Guides

All Weather vs. 60/40 Comparison

Deep dive comparison between Ray Dalio's All Weather asset allocation and the classic 60/40 benchmark.

Tax-Efficient UCITS ETFs Guide

Learn how to implement quantitative models in Europe using Accumulating UCITS ETFs for tax optimization.

Related Strategies

Permanent Portfolio (PP)

Harry Browne's 4x25% allocation � simpler equal-weight approach to all-weather investing. CAGR: 6.8%

Classic 60/40 Portfolio

The institutional benchmark � simpler but with higher drawdowns. CAGR: 8.2%

Golden Butterfly

Enhanced Permanent Portfolio with small-cap value tilt. CAGR: 8.5%

Deep Dive

Want to master stable portfolio construction? Read our definitive Risk Parity & All Weather Guide to understand the core rules, historical performance, and exact ETF implementations.

MK
Marcin Kowalski Quantitative Researcher

Marcin Kowalski designs and backtests rules-based quantitative strategies. He holds an MS in Quantitative Finance and leads research for systematic asset allocation at StrategyIndex.io.

Backtest Methodology

Backtests are based on historical monthly Total Return data (dividends reinvested) of proxy index ETFs. We assume zero transaction slippage, annual/monthly rebalancing frequency, and no leverage. All calculations are executed systematically without human discretion.

Data Sources & Integrity

Historical figures are sourced from Yahoo Finance API, Tiingo Cloud API, and FRED Federal Reserve Database.

Last Data Update: June 30, 2026
Educational Purpose Only & Disclaimer

All content and calculation tools on StrategyIndex.io are intended solely for educational, research, and informational purposes. They do not constitute financial advice, tax planning, investment recommendations, or legal counsel. Hypothetical backtesting results have inherent limitations and do not represent actual trading. Past performance is never an indicator or guarantee of future returns. Asset allocation models are subject to market volatility, tracking errors, and strategy breakdown. Consult a certified financial planner before making any investment decisions.