Side-by-side comparison

Compare investment strategies

Annual Rebalance Growth Stock Basket vs Monte Balanced Equities Fund with Thematic Overlay

At a glance

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

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

13.5%

20.1%Best

14.1%

—

21.3%

16.0%Best

0.73

1.41Best

-21.6%

-12.3%Best

Fee

—

1.00%

Each source uses its own scale

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2.46(0-5 (Quantbase))

Inception

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2025-05-15

Holdings

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40%

73%Best

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.

Monte Balanced Equities Fund with Thematic OverlayCompositeup 42.4%
S&P 500 ETFup 30.4%

No published history to chart: Annual Rebalance Growth Stock Basket.

Every published figureShow 43 attributes

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

Classification

AI categories (Composer)

annual rebalance, concentrated, growth + defensive moats, includes leveraged etf, long-only equities, multi-sector

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Asset classes / instruments

equities

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Returns

Annual return (Quantbase data field) (basis not stated)

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28.58%

Annualized return since inception (Lighthorse, daily, composite)

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28.54%

Backtest end date (Quantbase data field)

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2025-05-15

Return since chart start (cumulative) (client composite)

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41.79%

Return, last 365 days (Lighthorse, daily, composite)

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21.74%

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

14.09%

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

30.91%

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Return, rolling 1 year (client composite)

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20.08%

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

0.63%

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

13.53%

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

-3.37%

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Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

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

0.65

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Daily volatility over the chart range (client composite)

—

1.01%

Max drawdown over the chart range (client composite)

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-12.27%

Maximum drawdown since inception (Lighthorse, daily, composite)

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-12.27%

Maximum drawdown, last 365 days (Lighthorse, daily, composite)

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-12.27%

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

-21.61%

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Monthly volatility over the chart range (client composite)

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5.07%

Sharpe ratio from daily returns over the chart range (client composite)

—

1.41

Sharpe ratio since inception (Lighthorse, daily, composite)

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1.19

Sharpe ratio, last 365 days (Lighthorse, daily, composite)

—

0.85

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

0.73

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Sortino ratio, last 365 days (Lighthorse, daily, composite)

—

1.22

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

21.30%

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Volatility over the chart range, annualized from daily (×√252) (client composite)

—

16.03%

Volatility since inception (Lighthorse, daily, composite)

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18.96%

Volatility, last 365 days (Lighthorse, daily, composite)

—

20.55%

Market-relative

Correlation to SPY (full history) (client composite)

—

0.72

Correlation to SPY (Quantbase data field) (basis not stated)

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0.72

Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

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2026-10-08

Rebalance frequency

yearly

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Disclosure

Metrics calculated through

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2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

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Risk score 0-5 (Quantbase)

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2.46

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