Commodities Broad Basket (DBC)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Jan 14, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.20% | 0.75% | 1.62% | 1.09% | 13.32% | 20.04% | 8.08% | 58.02% |
| Commodities Broad Basket (DBC) | 0.09% | 3.54% | 2.36% | 5.65% | 4.84% | -5.65% | 52.88% | 93.87% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 5.10% | 9.93% | -19.34% | 7.98% | 16.13% | 18.37% | -2.89% | 11.64% | 6.64% | |
| Commodities Broad Basket (DBC) | 2.15% | -6.26% | 19.32% | 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 | 58.02% | 4.96% | 4.69% | -39.54% | 0.23 | 0.30 | 0.13 | 0.10 |
| Commodities Broad Basket (DBC) | 93.87% | 8.21% | 6.86% | -85.95% | 0.29 | 0.39 | 0.10 | 0.19 |
Total Return
No Taxes, No Rebalancing.