BABYLON CAPITAL · PORTFOLIO COMPARISON

Build your portfolio

Allocate capital to US equities, bonds and your choice of CTA index (IASG or SG Trend). Explore their historical performance together in a hypothetical portfolio.

IASG and SG Trend are independent benchmark indices, not Babylon Capital’s own historical performance. All blended portfolios are hypothetical.

Allocate capital

Change the allocation. The other weights adjust automatically so that the total stays at 100%.

Choose CTA index

IASG: November 1984–October 2026.

Equities – S&P 500 (SPY)40 %

Bonds – AGG30 %

IASG CTA Index30 %

Total 100%

Comparison period

Allocation method

YOUR SELECTED PORTFOLIO

Combined performance

USD · historical portfolio comparison

Total return—

Average annual return—

Max drawdown—

Show curves

Index 100 at the beginning of the comparison. A series without complete coverage over the selected period is not shown as a separate curve.

Historical indices, not an actual portfolio. SPY and AGG include reinvested distributions. Choose either IASG or SG Trend as the CTA benchmark; both are hosted locally. The selected portfolio is a hypothetical calculation, not Babylon Capital’s own performance.

Returns and risk

Key figures update when you change the period, allocation or rebalancing. Calculations use consecutive months shared by the chosen assets.

Detailed comparison

All table rows use the same comparison period as the selected portfolio. An individual index is shown only when the full period is available.

Data sources and methodology

CTA indices: Choose IASG CTA Index or SG Trend Index. IASG contains monthly returns and VAMI from November 1984 through October 2026. SG Trend contains index levels from January 2000 through August 2026 (first monthly return calculated for February 2000). Neither represents Babylon Capital’s own performance nor is directly investable. Comparisons use shared months only; the SG file does not yet cover September or October 2026.

SPY and AGG: local total-return histories hosted on Babylon Capital, including reinvested equity dividends and bond distributions. Both are USD series updated through October 2026.

Calculation: portfolio returns combine weighted monthly index returns. Choose monthly rebalancing or keep the starting weights. Returns exclude personal taxes, withholding taxes, commissions, FX charges and additional rebalancing costs. Sharpe ratio assumes a 0% risk-free rate.

Note: indices have different starting dates. The comparison’s first month can change when you alter allocations. Past performance does not guarantee future results.