Long-Term US Treasuries (TLT)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Feb 27, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.33% | 0.94% | 2.46% | 2.26% | 11.55% | 27.69% | 12.87% | 55.93% |
| Long-Term US Treasuries (TLT) | 0.61% | 1.58% | 4.24% | 0.68% | -0.54% | -10.71% | -36.54% | -29.28% |
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 | 55.93% | 4.83% | 4.55% | -38.66% | 0.21 | 0.28 | 0.12 | 0.10 |
| Long-Term US Treasuries (TLT) | -29.28% | -2.36% | -3.41% | -69.14% | -0.36 | -0.54 | -0.03 | 0.29 |
Total Return
No Taxes, No Rebalancing.