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Gold, TIPS, Long Bonds and Low-Volatility Stocks 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)

diversification, gold, inverse volatility, long-term bonds, low-volatility equities, monthly rebalance, multi-asset, risk-based allocation, tips

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)

0.21

45148.96

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

-17.53%

-0.00%

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

0.53

20.28

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

7.42%

0.18%

Construction

Rebalance frequency

monthly

daily

Returns

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

3.71%

3.61%

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

18.39%

0.76%

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

-1.79%

0.32%

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

-0.58%

0.00%

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

-1.79%

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