Side-by-side comparison

Compare investment strategies

Minimum Variance Global 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.

5.7%

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9.1%Best

3.6%

14.8%

0.2%Best

0.48

20.28Best

-32.3%

-0.0%Best

Minimum investment

$100

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Each source uses its own scale

2(1-5 risk tolerance (AInvest))

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Holdings

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90%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)

long-term-wealth-accumulation, retirement-planning

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Section on AInvest's ETF portfolio page

Multi-Factor

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Tags (AInvest)

defensive, global

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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)

8.38%

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Return, last 30 days (backtest)

3.99%

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Return, last 365 days (backtest)

5.70%

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Return, last 90 days (backtest)

0.16%

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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)

9.15%

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Return, whole backtest (cumulative) (backtest)

98.24%

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Return, year to date (backtest)

6.18%

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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: 2020-01 · months: 2 · trough: 2020-03

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Maximum drawdown, backtest period (backtest)

-21.25%

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

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-0.00%

Maximum drawdown, whole backtest (backtest)

-32.28%

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Sharpe ratio, backtest period (backtest)

0.25

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

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20.28

Sharpe ratio, whole backtest (backtest)

0.48

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Sortino ratio, whole backtest (backtest)

0.66

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

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0.18%

Volatility, whole backtest (backtest)

14.78%

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Cost & access

Minimum investment

$100

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Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

moderate-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