Side-by-side comparison

Compare investment strategies

Absolute Return Low Volatility Strategy 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.

8.6%

—

14.4%Best

3.6%

17.6%

0.2%Best

0.70

20.28Best

-31.5%

-0.0%Best

Minimum investment

$100

—

Each source uses its own scale

2(1-5 risk tolerance (AInvest))

—

Holdings

—

80%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.

Absolute Return Low Volatility StrategyBacktestup 71.8%
S&P 500 ETFup 84.5%

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)

—

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, inflation-hedging

—

Section on AInvest's ETF portfolio page

Popular

—

Tags (AInvest)

defensive, income

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

—

AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Returns

Best and worst calendar year (AInvest)

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

—

Return, backtest period (annualized) (backtest)

13.86%

—

Return, last 30 days (backtest)

1.85%

—

Return, last 365 days (backtest)

8.61%

—

Return, last 90 days (backtest)

0.86%

—

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

—

3.61%

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

—

0.76%

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

—

0.32%

Return, whole backtest (annualized) (backtest)

14.38%

—

Return, whole backtest (cumulative) (backtest)

185.78%

—

Return, year to date (backtest)

8.89%

—

Risk metrics

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

—

45148.96

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-24.78%

—

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

—

-0.00%

Maximum drawdown, whole backtest (backtest)

-31.50%

—

Sharpe ratio, backtest period (backtest)

0.55

—

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

—

20.28

Sharpe ratio, whole backtest (backtest)

0.70

—

Sortino ratio, whole backtest (backtest)

0.97

—

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

—

0.18%

Volatility, whole backtest (backtest)

17.64%

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

moderate-conservative

—

Risk tolerance 1-5 (AInvest)

—

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