Short-Term US Treasuries (SHY)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Aug 17, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.29% | -0.08% | 1.28% | 1.18% | 11.56% | 34.47% | 15.03% | 71.52% |
| Short-Term US Treasuries (SHY) | 0.00% | 0.18% | 0.36% | 0.55% | 2.52% | 12.51% | 8.97% | 17.53% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 6.06% | 9.93% | -19.30% | 8.17% | 16.46% | 18.27% | -3.02% | 11.75% | 6.67% | |
| Short-Term US Treasuries (SHY) | 3.91% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | 0.26% | 0.82% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 71.52% | 5.80% | 5.56% | -37.38% | 0.32 | 0.42 | 0.16 | 0.08 |
| Short-Term US Treasuries (SHY) | 17.53% | 1.63% | 1.63% | -6.16% | -0.87 | -1.27 | 0.27 | 0.02 |