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60/40 VTI and SHV Benchmark vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

60/40 allocation, benchmark, buy and hold, short-term treasuries, static allocation, us stocks

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

1.08

45148.96

Maximum drawdown, out-of-sample period (out-of-sample)

-11.65%

-0.00%

Sharpe ratio, out-of-sample period (out-of-sample)

1.24

20.28

Standard deviation, out-of-sample period (out-of-sample)

9.99%

0.18%

Construction

Rebalance corridor width

30.00%

—

Rebalance frequency

none

daily

Returns

Return, out-of-sample period (annualized) (out-of-sample)

12.57%

3.61%

Return, out-of-sample period (cumulative) (out-of-sample)

26.91%

0.76%

Return, trailing 1 month (out-of-sample)

1.38%

0.32%

Return, trailing 1 year (out-of-sample)

11.97%

0.00%

Return, trailing 3 months (out-of-sample)

2.33%

0.00%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources