Short-Term US Treasuries (SHY)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Oct 26, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.34% | 1.09% | 2.24% | 1.21% | 4.55% | 42.60% | 13.93% | 80.02% |
| Short-Term US Treasuries (SHY) | -0.02% | 0.21% | 0.75% | 0.34% | 1.31% | 11.78% | 9.36% | 17.56% |
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 | 80.02% | 6.29% | 6.08% | -38.58% | 0.37 | 0.50 | 0.16 | 0.08 |
| Short-Term US Treasuries (SHY) | 17.56% | 1.64% | 1.64% | -6.16% | -0.86 | -1.25 | 0.27 | 0.02 |