What is the All Weather portfolio really made of?

The retail version of Ray Dalio’s All Weather: 30% stocks, 55% Treasuries, 7.5% gold and 7.5% commodities.

Measured on 2026-11-06

What it is made of

This table names the companies behind 33% of the money. The rest is held too, in positions this measurement could not name.

Where the risk sits

Since last week

Separate bets: 3.6 (a week earlier 3.6). Largest company: NVDA 1.9% (a week earlier NVDA 1.9%). Volatility over the whole window: 8.0% (a week earlier 8.0%).

PORTFOLIO: All Weather
2007-01-11 to 2026-11-06 · 4,988 trading days · USD

5 holdings.
Together they swing like 3.6 separate bets.

VTI: 30% of the money, 42% of the risk.
Volatility 8% · worst fall on record 23%.
Risk 9% → 7% over the last year, mostly because the holdings themselves got quieter.

Descriptive. No forecast, no advice. Every figure above is measured over the window named at the top.
folionomiq.com

What this does not say

• Every figure is measured on past daily prices over the window below. It is not a forecast of returns or losses.
• VTI before 2001-06-15 is measured on the daily moves of VTSMX, an older fund on the same index (CRSP US Total Market), from 1992-04-27. Those years describe the older fund, not VTI's own record. Older crises may still lie outside the window.
• These are model allocations as they are commonly described, not recommendations; the weights measured are the ones printed above.

Your own version

Change a weight, swap a fund, add what you hold: measured by the same engine, nothing saved on our side.

Other portfolios

Measured 2007-01-11 to 2026-11-06 over 4,987 trading days, in USD, from Yahoo Finance prices. Descriptive: this page reports what these holdings have done and how their risk is built. It does not forecast returns or losses and it is not advice. How every figure is measured. Terms and privacy: /terms. If a figure looks wrong: [email protected].