Long-Term US Treasuries (TLT)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Nov 13, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.34% | -1.31% | -1.59% | -2.70% | 3.01% | 31.60% | 9.34% | 77.59% |
| Long-Term US Treasuries (TLT) | -0.43% | -3.10% | -0.42% | -2.07% | -7.37% | -0.23% | -35.86% | -13.70% |
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 | 77.59% | 6.15% | 5.93% | -38.94% | 0.36 | 0.48 | 0.16 | 0.08 |
| Long-Term US Treasuries (TLT) | -13.70% | -0.39% | -1.47% | -74.37% | -0.23 | -0.35 | -0.01 | 0.27 |