Commodities Broad Basket (DBC)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Nov 12, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -1.03% | -0.91% | -1.46% | -2.37% | 2.22% | 34.43% | 9.71% | 80.16% |
| Commodities Broad Basket (DBC) | 0.23% | -1.78% | -7.18% | 3.03% | 38.57% | 44.52% | 66.24% | 153.74% |
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 | 80.16% | 6.29% | 6.08% | -39.28% | 0.37 | 0.50 | 0.16 | 0.08 |
| Commodities Broad Basket (DBC) | 153.74% | 10.97% | 9.79% | -59.82% | 0.44 | 0.58 | 0.18 | 0.16 |