Long-Term US Treasuries (TLT)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Jan 16, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.33% | -0.01% | 0.85% | 0.71% | 11.08% | 20.00% | 7.65% | 57.96% |
| Long-Term US Treasuries (TLT) | -0.58% | -0.15% | 0.29% | -3.73% | 0.87% | -17.22% | -42.17% | -29.96% |
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% | |
| Long-Term US Treasuries (TLT) | -8.01% | 2.70% | -31.12% | -4.62% | 18.08% | 14.06% | -1.57% | 9.12% | 1.19% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 57.96% | 4.96% | 4.69% | -39.57% | 0.23 | 0.30 | 0.13 | 0.09 |
| Long-Term US Treasuries (TLT) | -29.96% | -2.45% | -3.51% | -70.84% | -0.36 | -0.54 | -0.03 | 0.29 |
Total Return
No Taxes, No Rebalancing.