Side-by-side comparison

Compare investment strategies

AlphaFactory Protective Momentum/Value Stocks with Gold vs 100% SGOV Treasury Bill Cash Holder

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Model, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

2.0%Best

0.0%

18.8%Best

3.6%

—

0.2%

—

20.28

-25.8%

-0.0%Best

Minimum investment

$100

—

Each source uses its own scale

2.42(Surmount risk score)

—

Inception

2025-06-30

—

Holdings

—

82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

AlphaFactory Protective Momentum/Value Stocks with GoldModelup 12.0%
S&P 500 ETFup 22.1%

No published history to chart: 100% SGOV Treasury Bill Cash Holder.

Every published figureShow 22 attributes

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

Classification

AI categories (Composer)

—

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equity

equities

Returns

Annual return (Surmount tracking) (model tracking)

18.83%

—

Return, 1 year (Surmount tracking) (model tracking)

2.05%

—

Return, 3 months (Surmount tracking) (model tracking)

6.19%

—

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

—

3.61%

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

—

0.76%

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

—

0.32%

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

—

0.00%

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

—

0.00%

Return, year to date (Surmount tracking) (model tracking)

-1.65%

—

Total return (Surmount tracking) (model tracking)

136.14%

—

Risk metrics

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

—

45148.96

Maximum drawdown (Surmount tracking) (model tracking)

-25.78%

—

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

—

-0.00%

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

—

20.28

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

—

0.18%

Holdings

Industry weights (Surmount)

Technology: 43.8% · Financial Services: 56.2%

—

Popularity

Investors following (Surmount)

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

—

daily

Risk score

Risk score (Surmount)

2.42

—

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