All Weather (Dalio) — Fixed Allocation Portfolio
Designed for all economic seasons: 30% stocks, 55% bonds, 15% commodities. The retail version of Bridgewater's risk-parity approach.
Backtest Performance (1991-11-29 to 2026-04-07)
| Metric | All Weather (Dalio) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 7.7% |
| Maximum Drawdown | -22.5% |
| Sharpe Ratio | 1.02 |
| Sortino Ratio | 1.44 |
| Annualized Volatility | 7.6% |
| Calmar Ratio | 0.34 |
| Total Return | 1195.4% |
| Backtest Period | 34.5 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- conservative
- Variants
- 1
- Author
- Ray Dalio
Categories
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