Side-by-side comparison

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AI Small/Mid-Cap Inverse-Volatility Basket vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

ai beneficiaries, inverse-volatility weighting, small/mid-cap, thematic equity, weekly rebalance

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Risk metrics

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

0.47

51.98

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

-33.03%

-2.67%

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

0.58

4.29

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

35.47%

22.88%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

weekly

none

Returns

Return, out-of-sample period (annualized) (out-of-sample)

15.36%

138.64%

Return, out-of-sample period (cumulative) (out-of-sample)

13.93%

3.87%

Return, trailing 1 month (out-of-sample)

2.64%

8.12%

Return, trailing 1 year (out-of-sample)

0.00%

Return, trailing 3 months (out-of-sample)

1.00%

0.00%

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