Side-by-side comparison

Compare investment strategies

Static Low-Vol Stocks with Gold, Yen and Inverse Hedges 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)

currency hedges, daily rebalance, defensive quality, global, hedged equity, inverse/leveraged etfs, low-volatility, multi-asset, static allocation

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)

6.03

45148.96

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

-2.44%

-0.00%

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

2.61

20.28

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

5.33%

0.18%

Construction

Rebalance frequency

daily

Returns

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

14.70%

3.61%

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

10.60%

0.76%

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

2.14%

0.32%

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

0.00%

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

3.73%

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