Commodities Broad Basket (DBC)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Mar 18, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.80% | -0.94% | -0.96% | 2.56% | 13.72% | 30.23% | 23.11% | 84.18% |
| Commodities Broad Basket (DBC) | 1.77% | 4.05% | 20.90% | 33.24% | 36.98% | 47.17% | 99.51% | 154.43% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 6.06% | 9.93% | -19.30% | 8.17% | 16.46% | 18.27% | -3.02% | 11.75% | 6.67% | |
| Commodities Broad Basket (DBC) | 2.15% | -6.26% | 19.34% | 41.36% | -7.84% | 11.83% | -11.64% | 4.86% | 18.56% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 84.18% | 6.51% | 6.31% | -41.02% | 0.40 | 0.54 | 0.16 | 0.08 |
| Commodities Broad Basket (DBC) | 154.43% | 10.93% | 9.81% | -63.34% | 0.45 | 0.59 | 0.17 | 0.16 |