Side-by-side comparison

Compare investment strategies

Ray Dalio All Weather Portfolio vs 100% SGOV Treasury Bill Cash Holder

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Composite, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

-1.9%

0.0%Best

—

3.6%

7.3%

0.2%Best

0.56

20.28Best

-11.2%

-0.0%Best

Fee

1.00%

—

Each source uses its own scale

2.09(0-5 (Quantbase))

—

Inception

2021-09-19

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Holdings

—

82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Ray Dalio All Weather PortfolioCompositeup 22.1%
S&P 500 ETFup 78.3%

No published history to chart: 100% SGOV Treasury Bill Cash Holder.

Every published figureShow 37 attributes

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

Classification

AI categories (Composer)

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

Asset classes / instruments

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equities

Returns

Annual return (Quantbase data field) (basis not stated)

3.83%

—

Backtest end date (Quantbase data field)

2022-11-01

—

Return since chart start (cumulative) (client composite)

19.51%

—

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

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3.61%

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

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0.76%

Return, rolling 1 year (client composite)

-1.94%

—

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

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0.32%

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

—

0.00%

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

—

0.00%

Cost & access

Brokerage / custodian

Alpaca

—

Management / advisory fee

1.00%

—

Risk metrics

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

—

45148.96

Daily volatility over the chart range (client composite)

0.46%

—

Max drawdown (Quantbase data field) (basis not stated)

-8.34%

—

Max drawdown over the chart range (client composite)

-11.18%

—

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

—

-0.00%

Monthly volatility over the chart range (client composite)

2.88%

—

Sharpe ratio (Quantbase data field) (basis not stated)

4.72

—

Sharpe ratio from daily returns over the chart range (client composite)

0.56

—

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

—

20.28

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

—

0.18%

Volatility (Quantbase data field) (basis not stated)

0.02%

—

Volatility over the chart range, annualized from daily (×√252) (client composite)

7.30%

—

Market-relative

Correlation to SPY (full history) (client composite)

0.48

—

Correlation to SPY (Quantbase data field) (basis not stated)

0.48

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

—

Experience minimum: options

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Construction

Last rebalance date

2026-08-08

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Rebalance frequency

quarterly

daily

Disclosure

Metrics calculated through

2026-10-04

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Risk score

Qualitative risk score (Quantbase data field)

1.50

—

Risk score 0-5 (Quantbase)

2.09

—

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