Lemoney
Portfolios

All Weather

by ElderLemon · shared 16 Sept 2026 · Published by Ray Dalio, via Tony Robbins, 18 Nov 2014 · source

Open in the Lab

Weights

TLTiShares 20+ Year Treasury Bond ETF40.0%VTIVanguard Total Stock Market ETF30.0%IEFiShares 7-10 Year Treasury Bond ETF15.0%GLDSPDR Gold Shares7.5%DBCInvesco DB Commodity Index Tracking Fund7.5%
  • TLTiShares 20+ Year Treasury Bond ETF40.0%
  • VTIVanguard Total Stock Market ETF30.0%
  • IEFiShares 7-10 Year Treasury Bond ETF15.0%
  • GLDSPDR Gold Shares7.5%
  • DBCInvesco DB Commodity Index Tracking Fund7.5%

Performance

CAGR
+6.7%
Final value
$39k
Max drawdown
−23.1%
Volatility
7.9%
Sharpe
0.87
Sortino
1.30

Correlation

weekly returns
VTITLTIEFGLDDBC
VTI·−0.25−0.210.090.40
TLT−0.25·0.900.15−0.28
IEF−0.210.90·0.22−0.22
GLD0.090.150.22·0.37
DBC0.40−0.28−0.220.37·

Growth of $10K

Long only · Fixed weights · annually · 2006-02-17 to 2026-10-09
$10k$20k200920122015201820212024$39k
$38,700Oct 9, 2026
−11%−22%200920122015201820212024−21.8% · 2023-10
−1.9%Oct 9, 2026

Annual returns

* partial
through 2026-10-09