Bridgewater All Weather Portfolio
0.15%April 22 | MyPlanIQ portfolio symbol P_39540
This is based on Pennsylvania Public School Employees' Retirement System's document on using Bridgewater all weather portfolio as part of its cash position.
Bridgewater's all weather portfolio has the following allocations:
Based on the above, we use equal weight for each section and derive the following table:
| Growth + | Growth - | Inflation + | Inflation - | Total | ||
| Equities | 6.25% | 12.50% | 18.75% | VTSMX | ||
| EM Debt Spreads | 6.25% | 8.33% | 14.58% | PEBIX | ||
| Commodities | 6.25% | 8.33% | 14.58% | GLD | ||
| Corporate Spreads | 6.25% | 6.25% | VWEHX | |||
| Nominal Bonds | 12.50% | 12.50% | 25.00% | VBMFX | ||
| TIPS | 12.50% | 8.33% | 20.83% | VIPSX | ||
| 100.00% |
Buy and Hold (Annually Reblance)
Stocks VTSMX 18.75%
EmergingMktDebt PEBIX 14.58%
Commodities GLD 14.58%
CorporateSpread VWEHX 6.25%
NominalBonds VBMFX 25%
InflationProtectedBonds VIPSX 20.84%
Simulated from 7/18/2000