Side-by-side comparison

Compare investment strategies

Defensive Asset Allocation with Single-Holding Rotation vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 12 attributes

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

Classification

AI categories (Composer)

bonds, global equities, momentum, monthly rebalance, risk-on/risk-off, tactical allocation, trend-following

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)

1.62

45148.96

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

-9.62%

-0.00%

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

1.15

20.28

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

13.45%

0.18%

Construction

Rebalance frequency

monthly

daily

Returns

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

15.63%

3.61%

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

26.29%

0.76%

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

-0.22%

0.32%

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

13.74%

0.00%

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

-3.81%

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