Historical performance and safe withdrawal rate analysis for the All-Weather Portfolio. See asset allocation, risk metrics, and success rates across different withdrawal strategies and retirement horizons.
Ray Dalio's All-Weather strategy: 30% US Stocks, 40% Long-Term Bonds, 15% Intermediate Bonds, 7.5% Gold, 7.5% Commodities. Designed to perform across inflation, deflation, growth, and recession.
Source: Bridgewater Associates
Worst year: -10.1%
Sharpe: 0.66
| Metric | Value |
|---|---|
| CAGR (Annual Return) | 5.9% |
| Volatility (Std Dev) | 6.5% |
| Maximum Drawdown | -14.7% |
| Sharpe Ratio | 0.66 |
| Best Year | 16% |
| Worst Year | -10.1% |
| Withdrawal Rate | 30-Year Success | 40-Year Success |
|---|---|---|
| Conservative (3%) | 95% | 87% |
| Moderate (3.5%) | 87% | 79% |
| Standard (4%) | 71% | 63% |
| Aggressive (5%) | 47% | 39% |
Conservative (3%)
Moderate (3.5%)
Standard (4%)
Aggressive (5%)
Calculation Assumptions
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