Bridgewater All Weather Portfolio Risk Parity
0.76%April 24 | MyPlanIQ portfolio symbol P_44684

  • Portfolio Overview
  • Asset Allocation and ETFs
  • Performance
  • Calculators
  • Rolling Returns
  • Drawdowns

Portfolio Overview


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



Asset Allocation


Symbol Category/Sector Target Weight
VTSMX
VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES
US Equity 6.2%
PEBIX
EMERGING MARKETS BOND FUND INSTITUTIONAL
Emerging Markets Bond 14.8%
GLD
SPDR Gold Shares
Commodities 4.84%
VWEHX
VANGUARD HIGH-YIELD CORPORATE FUND INVESTOR SHARES
Fixed Income 9.06%
VBMFX
VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES
Fixed Income 42.3%
VIPSX
VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES
Fixed Income 22.8%


Historical Performance


The return data shown below all have the same latest date: 04/24/2025.
AR inception is since 07/18/2000.
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
Bridgewater All Weather Portfolio Risk Parity 2.00% 8.41% 3.75% 3.03% 3.04% 3.79% 4.47% 5.36%
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) -6.41% 9.46% 10.01% 15.80% 11.87% 12.58% 10.08% 7.52%
VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) 0.13% 8.64% 5.88% 7.88% 5.61% 6.48% 5.94% 5.43%

Bridgewater All Weather Portfolio Risk Parity Return Calculator

Calculate Performance

Start date (MM/dd/yyyy)

End date   (MM/dd/yyyy)

Calculators


Dollar Cost Average Calculator for Bridgewater All Weather Portfolio Risk Parity

Starting Amount:
Investment Length (years):
Investment Symbol:
Regular Investment Amount ($):
DCA Frequency:
Share on

Retirement Spending Calculator for Bridgewater All Weather Portfolio Risk Parity

Starting Amount:
Period (Years):
Investment Portfolio or Fund:
Withdrawal Rate (%) :
%
Withdrawal Frequency:
Share on

Rolling Returns


From 07/18/2000 to 04/24/2025, the worst annualized return of 3-year rolling returns for Bridgewater All Weather Portfolio Risk Parity is -2.34%.

From 07/18/2000 to 04/24/2025, the worst annualized return of 5-year rolling returns for Bridgewater All Weather Portfolio Risk Parity is 0.62%.

From 07/18/2000 to 04/24/2025, the worst annualized return of 10-year rolling returns for Bridgewater All Weather Portfolio Risk Parity is 1.41%.


Maximum Drawdown

Bridgewater All Weather Portfolio Risk Parity Maximum Drawdown