Side-by-side comparison

Compare investment strategies

Treasury Bill Ladder 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.

10.3%

—

17.6%Best

3.6%

27.1%

0.2%Best

0.63

20.28Best

-49.4%

-0.0%Best

Minimum investment

$100

—

Each source uses its own scale

1(1-5 risk tolerance (AInvest))

—

Holdings

—

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)

—

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

—

Section on AInvest's ETF portfolio page

Cash Alternative

—

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)

17.29%

—

Return, last 30 days (backtest)

1.09%

—

Return, last 365 days (backtest)

10.33%

—

Return, last 90 days (backtest)

3.02%

—

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)

17.58%

—

Return, whole backtest (cumulative) (backtest)

254.68%

—

Return, year to date (backtest)

14.67%

—

Risk metrics

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

—

45148.96

Maximum drawdown period (AInvest)

peak: 2021-10 · months: 11 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-41.21%

—

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

—

-0.00%

Maximum drawdown, whole backtest (backtest)

-49.42%

—

Sharpe ratio, backtest period (backtest)

0.48

—

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

—

20.28

Sharpe ratio, whole backtest (backtest)

0.63

—

Sortino ratio, whole backtest (backtest)

0.90

—

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

—

0.18%

Volatility, whole backtest (backtest)

27.06%

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

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