Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Ray Dalio's All-Weather Portfolio
Details
The All-Weather Portfolio was developed by Ray Dalio, the founder of Bridgewater Associates.
This is a simplified version based on the All Seasons Portfolio outlined in Tony Robbins’ Book: MONEY Master the Game: 7 Simple Steps to Financial Freedom
Asset Allocation & Recommended ETFs
Performance Metrics
Annual Return
9.1%
Sharpe Ratio
0.56
10 Year Annual Return
5.0%
Volatility (annualized)
8.2%
Max Drawdown
-21.2%
Positive Periods
66.7%
Dot Com Annual Return
4.2%
Great Financial Crisis Return
5.3%
Trade Frequency
Static
How to Invest in the All-Weather Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
