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
Historical Returns
The return data shown below all have the same latest date: 12/11/2024.
AR inception is since 07/18/2000.
AR inception is since 07/18/2000.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr Ar | 15Yr Ar | 20Yr Ar |
|---|---|---|---|---|---|---|---|
| Bridgewater All Weather Portfolio Risk Parity | 9.65% | 12.48% | 1.33% | 3.26% | 3.39% | 4.04% | 4.53% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 29.06% | 33.28% | 10.77% | 15.89% | 13.51% | 14.07% | 10.49% |
| VBINX (VANGUARD BALANCED INDEX FUND INVESTOR SHARES) | 17.32% | 18.81% | 4.17% | 8.44% | 8.11% | 9.09% | 7.53% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | Bridgewater A...sk Parity | -0.02 | 12.48 | 1.33 | 3.26 | 3.39 | 4.04 | 4.53 | 5.39 | 9.65 | 9.10 | -13.10 | 2.68 | 9.84 | 12.17 | -2.75 | 3.88 | 6.75 | -1.31 | 4.77 | -3.25 | 8.34 | 8.30 | 9.53 | 15.62 | -4.78 | 8.37 | 6.20 | 4.85 | 7.46 | 12.54 | 7.75 | 8.46 | 3.41 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | -0.01 | 33.28 | 10.77 | 15.89 | 13.51 | 14.07 | 10.49 | 7.96 | 29.06 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| VBINX (VANGUA...R SHARES) | -0.29 | 18.81 | 4.17 | 8.44 | 8.11 | 9.09 | 7.53 | 6.68 | 17.32 | 14.70 | -16.98 | 13.62 | 16.26 | 21.67 | -2.97 | 13.75 | 8.64 | 0.36 | 9.81 | 17.96 | 11.33 | 4.14 | 13.13 | 20.09 | -22.21 | 6.17 | 11.03 | 4.65 | 10.58 | 19.86 | -9.55 | -3.03 | -0.32 | 15.30 | 19.18 | 21.05 | 12.97 | 28.14 | -1.55 | 11.55 | 3.69 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | Bridgewater A...sk Parity | NA | 120.85 | -42.21 | 13.90 | 39.05 | NA | NA | 94.27 | 56.69 | 79.26 | -185.22 | 76.15 | 153.30 | 382.99 | -161.93 | 129.94 | 190.71 | -39.06 | 184.24 | -83.57 | 346.82 | 228.44 | 265.35 | 341.78 | -86.17 | 160.04 | 81.12 | 82.11 | 159.39 | 300.41 | 191.43 | 152.32 | 49.36 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 236.27 | 42.43 | 62.90 | 65.56 | NA | NA | 46.15 | 198.60 | 168.50 | -81.42 | 217.48 | 53.11 | 239.69 | -34.37 | 316.32 | 88.64 | 7.76 | 118.55 | 290.33 | 124.85 | 8.24 | 82.04 | 97.09 | -92.28 | 15.05 | 123.84 | 25.29 | 88.29 | 163.16 | -89.66 | -67.65 | -59.22 | 98.26 | 123.57 | 162.11 | 163.05 | 432.60 | -17.93 | 91.08 | 58.43 | 191.72 | -53.33 | 173.14 | 59.74 | -0.19 | 30.84 | 149.03 | -23.73 | 80.36 | 64.68 | -126.79 | 119.12 | -383.89 | |
| VBINX (VANGUA...R SHARES) | NA | 157.36 | 4.93 | 45.16 | 58.93 | NA | NA | 60.93 | 148.87 | 111.33 | -114.84 | 163.87 | 77.41 | 285.34 | -43.90 | 329.21 | 107.95 | 3.85 | 147.07 | 261.51 | 154.65 | 30.31 | 123.20 | 121.00 | -98.17 | 34.78 | 117.15 | 38.04 | 137.91 | 204.46 | -76.83 | -43.65 | -30.73 | 108.09 | 137.09 | 174.84 | 120.29 | 454.07 | -66.00 | 157.21 | 574.16 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | Bridgewater A...sk Parity | NA | 4.86 | 6.35 | 5.87 | 4.66 | NA | NA | 4.22 | 4.71 | 6.11 | 7.82 | 3.49 | 6.26 | 2.81 | 2.51 | 2.50 | 3.43 | 3.42 | 2.58 | 3.93 | 2.39 | 3.62 | 3.56 | 4.54 | 6.62 | 3.36 | 3.61 | 3.26 | 4.09 | 3.94 | 3.47 | 4.02 | 3.03 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 12.24 | 17.51 | 21.36 | 17.89 | NA | NA | 18.03 | 12.38 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| VBINX (VANGUA...R SHARES) | NA | 8.65 | 11.80 | 13.47 | 11.00 | NA | NA | 10.96 | 8.22 | 9.47 | 16.05 | 8.30 | 20.61 | 7.10 | 9.80 | 4.00 | 7.81 | 8.67 | 6.66 | 6.86 | 7.35 | 13.57 | 10.59 | 16.52 | 23.49 | 9.17 | 6.65 | 6.52 | 6.99 | 9.38 | 13.87 | 12.48 | 14.34 | 11.17 | 11.57 | 9.98 | 7.81 | 5.35 | 6.83 | 6.00 | 4.65 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | Bridgewater A...sk Parity | NA | 2.12 | 17.32 | 17.80 | 17.80 | NA | NA | 17.80 | 2.12 | 5.25 | 17.32 | 3.10 | 11.18 | 1.65 | 4.09 | 1.60 | 3.82 | 4.15 | 2.37 | 6.90 | 1.04 | 2.37 | 3.34 | 3.85 | 14.98 | 2.54 | 2.52 | 2.72 | 5.63 | 5.04 | 3.65 | 2.11 | 1.76 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 8.45 | 24.59 | 33.83 | 33.83 | NA | NA | 55.25 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| VBINX (VANGUA...R SHARES) | NA | 4.70 | 21.61 | 22.78 | 22.78 | NA | NA | 35.97 | 4.70 | 8.27 | 21.37 | 3.67 | 22.78 | 3.26 | 11.95 | 1.35 | 5.99 | 7.27 | 4.07 | 4.70 | 5.28 | 10.87 | 8.83 | 17.50 | 31.87 | 5.50 | 4.77 | 4.03 | 4.98 | 7.07 | 18.14 | 15.94 | 9.94 | 7.19 | 12.20 | 6.83 | 5.51 | 1.82 | 7.21 | 2.78 | 0.87 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | Bridgewater A...sk Parity | NA | 3.88 | 3.66 | 3.25 | 2.85 | NA | NA | 4.19 | 1.13 | 3.50 | 3.76 | 2.94 | 2.38 | 3.13 | 2.01 | 0.63 | 3.60 | 2.67 | 3.51 | 3.38 | 3.81 | 4.05 | 3.75 | 4.37 | 5.11 | 5.61 | 5.28 | 5.30 | 5.22 | 6.25 | 5.01 | 6.65 | 3.43 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VBINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
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Rolling Returns
From 07/18/2000 to 12/11/2024, the worst annualized return of 3-year rolling returns is -2.34%.
From 07/18/2000 to 12/11/2024, the worst annualized return of 5-year rolling returns is 0.62%.
From 07/18/2000 to 12/11/2024, the worst annualized return of 10-year rolling returns is 1.41%.