HomePortfoliosLeveraged Ray Dalio’s "All-Weather" portfolio

Leveraged Ray Dalio’s "All-Weather" portfolio

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+25.21%
Annualized Return+16.13%
Volatility+11.49%
Sharpe Ratio1.23
Max Drawdown+15.74%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Precious Metals 15.0%Commodities 15.0%
Holdings Details
A diversified ETF portfolio blending 70% global equities with 30% in gold and broad commodities for balanced, long-term growth.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
70.0%0.25%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
15.0%0.12%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
15.0%0.19%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,520.91
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -4.5% • Best year: 2025 (+13.5%) • Worst year: 2024 (+1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.3%-2.5%+4.5%+2.0%-------+9.0%
2025+4.8%-0.8%-4.5%-2.9%+3.0%-0.2%+3.3%+0.1%+3.8%+5.8%+0.7%+0.1%+13.5%
2024----------+3.1%-1.9%+1.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.74% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+25.21%
Annualized Return
+16.13%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+11.49%
Max Drawdown
+15.74%
Positive Months
68%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.23
Risk-free rate: 2.0%
Sortino Ratio
1.12
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
1.02
Return/Max Drawdown
Ulcer Index
4.36
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,520.91
Backtest Period
2024-11-12 to 2026-05-15
1.5 years
Rebalancing
annual
Base Currency
EUR