Bridgewater All Weather Portfolio Risk Parity
0.31%March 31 | MyPlanIQ portfolio symbol P_44684

The allocations are derived from the following target risk allocations: 

 Growth +Growth -Inflation +Inflation -Total Risk AllocationsFund
Equities6.25%  12.50%18.75%VTSMX
EM Debt Spreads6.25% 8.33% 14.58%PEBIX
Commodities6.25% 8.33% 14.58%GLD
Corporate Spreads6.25%   6.25%VWEHX
Nominal Bonds 12.50% 12.50%25.00%VBMFX
TIPS 12.50%8.33% 20.83%VIPSX
     100.00% 

 Tgt Risk AllocationFundStd Dev (Risk)Actual Allocation %
Equities18.75%VTSMX 0.216.23%
EM Debt Spreads14.58%PEBIX 0.0714.80%
Commodities14.58%GLD 0.214.84%
Corporate Spreads6.25%VWEHX 0.059.06%
Nominal Bonds25.00%VBMFX 0.0442.30%
TIPS20.83%VIPSX 0.0722.77%
  Total Risk14.07100.00%

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: 03/31/2025.
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 2.24% 7.12% 2.67% 3.70% 3.17% 3.87% 4.53%
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) -4.31% 8.32% 8.91% 18.53% 12.39% 13.02% 10.12%
VBINX (VANGUARD BALANCED INDEX FUND INVESTOR SHARES) -3.75% 1.41% 2.21% 7.96% 6.41% 7.80% 6.86%

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Rolling Returns

From 07/18/2000 to 03/31/2025, the worst annualized return of 3-year rolling returns is -2.34%.

From 07/18/2000 to 03/31/2025, the worst annualized return of 5-year rolling returns is 0.62%.

From 07/18/2000 to 03/31/2025, the worst annualized return of 10-year rolling returns is 1.41%.

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