Long-Term US Treasuries (TLT)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Aug 25, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.51% | 1.43% | 2.49% | 0.86% | 12.47% | 34.97% | 15.89% | 75.18% |
| Long-Term US Treasuries (TLT) | 1.10% | 2.22% | -0.52% | -1.39% | 0.18% | -1.32% | -33.62% | -20.57% |
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% | |
| Long-Term US Treasuries (TLT) | -8.06% | 2.78% | -31.24% | -4.61% | 18.15% | 14.12% | -1.61% | 9.17% | 1.17% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 75.18% | 6.01% | 5.79% | -37.11% | 0.34 | 0.46 | 0.16 | 0.08 |
| Long-Term US Treasuries (TLT) | -20.57% | -1.21% | -2.28% | -65.89% | -0.28 | -0.42 | -0.02 | 0.27 |