Side-by-side comparison

Compare investment strategies

S&P Minimum Drawdown with Gold, Dollar and Treasuries vs Ray Dalio All Weather Portfolio

At a glance

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

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

32.9%Best

-1.9%

16.0%

—

12.0%

7.3%Best

1.30Best

0.56

-15.4%

-11.2%Best

Fee

—

1.00%

Each source uses its own scale

—

2.09(0-5 (Quantbase))

Inception

2023-08-13

2021-09-19

Holdings

60%

82%Best

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: S&P Minimum Drawdown with Gold, Dollar and Treasuries.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-08-08

Asset mix

ETFs 100%

Top 5 holdings

SHY30.0%
SSO25.0%
UUP10.1%
BSV10.0%
VOO10.0%
of 8 positions

VGLT40.0%
VTI30.0%
IEF15.0%
DBC7.5%
IAU7.5%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	S&P Minimum Drawdown with Gold, Dollar and Treasuries	Ray Dalio All Weather Portfolio
S&P Minimum Drawdown with Gold, Dollar and Treasuries		0%
Ray Dalio All Weather Portfolio	0%

Every published figureShow 67 attributes

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

Classification

AI categories (Composer)

buy-the-dip, daily rebalanced, drawdown control, hedged, leveraged etfs, multi-asset, risk-managed, tactical allocation, trend-following

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Asset classes / instruments

equities

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.07

—

Beta vs SPY, out-of-sample (out-of-sample)

0.56

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.80

—

Correlation to SPY (full history) (client composite)

—

0.48

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

—

0.48

Returns

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

—

3.83%

Backtest end date (Quantbase data field)

—

2022-11-01

Backtest length

3,514

—

Out-of-sample length

1,167

—

Return since chart start (cumulative) (client composite)

—

19.51%

Return, backtest period (annualized) (backtest)

13.26%

—

Return, backtest period (cumulative) (backtest)

467.87%

—

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

16.03%

—

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

99.18%

—

Return, rolling 1 year (client composite)

—

-1.94%

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

0.54%

—

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

-0.17%

—

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

0.56%

—

Return, trailing 1 year (backtest)

32.86%

—

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

32.87%

—

Return, trailing 2 weeks (out-of-sample)

-0.28%

—

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

8.53%

—

SPY annualized return over the backtest window (backtest)

14.73%

—

Trading activity

Annualized turnover, backtest period (backtest)

7.82

—

Annualized turnover, out-of-sample period (out-of-sample)

9.91

—

Daily win rate, backtest period (backtest)

56.83%

—

Daily win rate, out-of-sample period (out-of-sample)

56.13%

—

Backtest

Backtest final value (from $10,000)

$57k

—

Backtest regulatory fees

$178

—

Backtest slippage cost

$585

—

Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, backtest period (backtest)

0.86

—

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

1.04

—

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, backtest period (backtest)

-15.45%

—

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

-15.44%

—

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, backtest period (backtest)

1.20

—

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

1.30

—

Sortino ratio, backtest period (backtest)

1.75

—

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

1.98

—

Standard deviation, backtest period (backtest)

10.87%

—

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

12.01%

—

Volatility (Quantbase data field) (basis not stated)

—

0.02%

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

—

7.30%

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.19

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Suitability

Experience minimum: bonds

—

Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

—

Experience minimum: options

—

Construction

Last rebalance date

—

2026-08-08

Logic complexity (node count)

—

Rebalance frequency

daily

quarterly

Disclosure

Metrics calculated through

—

2026-10-04

Risk score

Qualitative risk score (Quantbase data field)

—

1.50

Risk rating (Composer data field)

Aggressive

—

Risk score 0-5 (Quantbase)

—

2.09

Popularity

Remixes (copies)

438

—

Watchers

431

—

S&P Minimum Drawdown with Gold, Dollar and Treasuries

Ray Dalio All Weather Portfolio

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources