US High Yield Bonds (HYG)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Jul 24, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.03% | -0.55% | -0.76% | -1.38% | 10.27% | 25.83% | 12.59% | 70.72% |
| US High Yield Bonds (HYG) | 0.00% | -0.53% | -0.29% | -0.58% | 3.90% | 25.15% | 18.22% | 56.49% |
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% | |
| US High Yield Bonds (HYG) | 7.97% | 11.53% | -11.00% | 3.74% | 4.46% | 14.08% | -2.02% | 6.07% | 13.42% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 70.72% | 5.75% | 5.51% | -37.56% | 0.31 | 0.42 | 0.15 | 0.08 |
| US High Yield Bonds (HYG) | 56.49% | 4.83% | 4.59% | -27.41% | 0.22 | 0.27 | 0.18 | 0.04 |