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All Seasons Portfolio (Tony Robbins + Ray Dalio) Implementation

Read about the strategy here: All Seasons Portfolio

This is a passive investment strategy (requiring rebalancing once a year), low volatility strategy recommended by investing legend Ray Dalio.

This code here is an illustration of how this strategy could be implemented using indices. It also matches the numbers presented in the link (and more detailed performance stats in the book "Money Master the Game"). For example, as claimed in the link, this algorithm drops only 4% in 2008. I couldn't go back beyond 2007 as not all the indices were available before that time. The book goes back all the way to 1930s.

NOTE: This requires more error handling code (if orders don't fill during a day, for instance), before it can be used to invest - although this is simple enough to be run manually by an individual investor. This is my first piece of code with Quantopian, swear I will make this "production ready" in the future!

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 579f1c41dbaf580ff2621f47
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