Quantbase · investment strategy
by Quantbase
A classic fund built to weather all markets, splitting the fund’s risk exposure between 4 types of economic environments
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“40% VGLT, 30% VTI, 15% IEF, 7.5% IAU, 7.5% DBC”
“splitting the fund’s risk exposure between 4 types of economic environments”
5 positions as of 2026-08-08 · 5 snapshots on file
by the source.
Fitted to 78 returns (composite) from 2023-10-09 to 2026-09-23. An estimate, not holdings: it can't name stocks.
· : 0.76 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.44 (90%: 0.37 to 0.54)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
1.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 2.8% (DBC 8% × 0.37), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-08-08
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-08-08
Strategies that share its Conservative risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
2 missing
The text the rules are quoted from, with where it came from.
The All Weather Fund is base on ideas by Bridgewater founder Ray Dalio. It is generally considered a low-risk fund, due to its large exposure to bonds, as well as exposure to asset classes that are uncorrelated with equities. Its goal is to weather all market environments - higher inflation than expected (rising prices), lower than expected inflation (or increasing deflation), higher than expected economic growth, and lower than expected economic growth.
This portfolio emphasizes broad-market diversification, and especially protection from risk in traditionally volatile asset classes like stocks (crypto isn't even near this portfolio) -- it's a great addition to pare down the volatility of an otherwise-risky selection of portfolios; When compared to the US market (S&P 500), this portfolio has lower annual returns, but it has a higher Sharpe Ratio, aka a higher risk-adjusted return. This can be significant in case you want high stable returns but aren't willing/able to stomach losses like the S&P 500 or more volatile portfolios will give you in downturns; The COVID pandemic and Great Recessions were almost a blip for this portfolio -- it lost about 13% in 2008 when the S&P had lost almost 4x that.
Underperforms S&P in annual return. The larger bond allocation means it underperforms during periods of high growth. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
A classic fund built to weather all markets, splitting the fund’s risk exposure between 4 types of economic environments
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-08-08 | 2026-10-04 | |
| Rebalance frequency | quarterly | 2026-10-04 |
| Brokerage / custodian | Alpaca | 2026-10-04 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-04 | 2026-10-04 |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: All Weather Portfolio (Dalio-Style) · covers: 1 · source_key: quantbase_surmount|19 · original_name: All Weather Portfolio |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.48 | 2026-10-04 | |
| Correlation to SPY (full history) (client composite) | 0.48 | 2026-10-04 |
| Annual return (Quantbase data field) (basis not stated) | 3.83% | 2026-10-04 | |
| Backtest end date (Quantbase data field) | 2022-11-01 | 2026-10-04 | |
| Return since chart start (cumulative) (client composite) | 19.51% | 2026-10-04 | |
| Return, rolling 1 year (client composite) | -1.94% | 2026-10-04 |
| Daily volatility over the chart range (client composite) | 0.46% | 2026-10-04 | |
| Max drawdown (Quantbase data field) (basis not stated) | -8.34% | 2026-10-04 | |
| Max drawdown over the chart range (client composite) | -11.18% | 2026-10-04 | |
| Monthly volatility over the chart range (client composite) | 2.88% | 2026-10-04 | |
| Sharpe ratio (Quantbase data field) (basis not stated) | 4.72 | 2026-10-04 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.56 | 2026-10-04 | |
| Volatility (Quantbase data field) (basis not stated) | 0.02% | 2026-10-04 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 7.30% | 2026-10-04 |
| Qualitative risk score (Quantbase data field) | 1.50 | 2026-10-04 | |
| Risk score 0-5 (Quantbase) | 2.09 | 2026-10-04 |
| Experience minimum: bonds | 0 | 2026-10-04 | |
| Experience minimum: crypto | 0 | 2026-10-04 | |
| Experience minimum: equity | 0 | 2026-10-04 | |
| Experience minimum: leverage | 0 | 2026-10-04 | |
| Experience minimum: options | 0 | 2026-10-04 |
SoFi Wealth · SoFi
Composer Technologies · Composer
