Side-by-side comparison

Compare investment strategies

1-3 Year Treasury Defense 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 (Backtest, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

10.8%

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12.1%Best

3.6%

18.4%

0.2%Best

0.56

20.28Best

-37.6%

-0.0%Best

Minimum investment

$100

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Each source uses its own scale

1(1-5 risk tolerance (AInvest))

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Holdings

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80%Best

40%

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

equities, fixed income

equities

Investment purpose (AInvest)

short-term-savings, retirement-planning

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Section on AInvest's ETF portfolio page

Cash Alternative

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Tags (AInvest)

defensive, income

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Scores

AInvest cost score (0-100)

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AInvest diversification score (0-100)

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AInvest momentum score (0-100)

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AInvest overall score (0-100)

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AInvest return score (0-100)

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AInvest risk score (0-100)

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Returns

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

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Return, backtest period (annualized) (backtest)

11.31%

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Return, last 30 days (backtest)

3.10%

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Return, last 365 days (backtest)

10.80%

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Return, last 90 days (backtest)

0.44%

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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, trailing 1 month (out-of-sample)

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0.32%

Return, whole backtest (annualized) (backtest)

12.08%

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Return, whole backtest (cumulative) (backtest)

143.83%

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Return, year to date (backtest)

14.12%

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Risk metrics

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

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45148.96

Maximum drawdown period (AInvest)

peak: 2019-12 · months: 3 · trough: 2020-03

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Maximum drawdown, backtest period (backtest)

-26.14%

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

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-0.00%

Maximum drawdown, whole backtest (backtest)

-37.61%

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Sharpe ratio, backtest period (backtest)

0.35

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

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20.28

Sharpe ratio, whole backtest (backtest)

0.56

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Sortino ratio, whole backtest (backtest)

0.80

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

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0.18%

Volatility, whole backtest (backtest)

18.38%

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Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

conservative

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Risk tolerance 1-5 (AInvest)

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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