Side-by-side comparison

Compare investment strategies

Ray Dalio All Weather Replica 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)

asset allocation, buy-and-hold, diversified, inflation hedge, long-only, multi-asset etf, risk parity

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)

0.15

45148.96

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

-21.47%

-0.00%

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

0.38

20.28

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

10.03%

0.18%

Construction

Rebalance frequency

yearly

daily

Returns

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

3.33%

3.61%

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

16.37%

0.76%

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

-1.55%

0.32%

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

5.47%

0.00%

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

-0.20%

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