Bridgewater All Weather Portfolio Risk Parity
0.00%April 22 | MyPlanIQ portfolio symbol P_44684
The allocations are derived from the following target risk allocations:
| Growth + | Growth - | Inflation + | Inflation - | Total Risk Allocations | Fund | |
| 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% | |
| Tgt Risk Allocation | Fund | Std Dev (Risk) | Actual Allocation % | |
| Equities | 18.75% | VTSMX | 0.21 | 6.23% |
| EM Debt Spreads | 14.58% | PEBIX | 0.07 | 14.80% |
| Commodities | 14.58% | GLD | 0.21 | 4.84% |
| Corporate Spreads | 6.25% | VWEHX | 0.05 | 9.06% |
| Nominal Bonds | 25.00% | VBMFX | 0.04 | 42.30% |
| TIPS | 20.83% | VIPSX | 0.07 | 22.77% |
| Total Risk | 14.07 | 100.00% |
See Bridgewater All Weather Portfolio for more information.
Buy and Hold (Quarterly Rebalance)
Equities VTSMX 6.2%
EMDebt PEBIX 14.8%
Commodiites GLD 4.84%
CorporateDebt VWEHX 9.06%
NominalBonds VBMFX 42.3%
TIPS VIPSX 22.8%
Simulated from 7/18/2000