Short-Term US Treasuries (SHY)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Oct 06, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.39% | 0.40% | -2.48% | -0.76% | 4.69% | 38.95% | 14.36% | 74.36% |
| Short-Term US Treasuries (SHY) | 0.06% | 0.26% | -0.35% | 0.03% | 1.29% | 11.69% | 8.56% | 17.05% |
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 | 74.36% | 5.96% | 5.74% | -38.58% | 0.34 | 0.45 | 0.15 | 0.08 |
| Short-Term US Treasuries (SHY) | 17.05% | 1.59% | 1.59% | -6.16% | -0.89 | -1.30 | 0.26 | 0.02 |