Side-by-side comparison

Compare investment strategies

Clean Air SRI Portfolio (Carbon & Pollution Leaders) vs Women-Led US Companies Momentum with Volatility Weighting

2 strategies

Clean Air SRI Portfolio (Carbon & Pollution Leaders)

Interactive Advisors

Women-Led US Companies Momentum with Volatility Weighting

Composer Technologies · Composer

At a glance

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

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

35.7%Best

20.7%

13.8%

28.3%Best

14.8%Best

23.3%

2.18Best

1.19

-9.7%Best

-25.4%

Fee

0.20%

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Minimum investment

$100

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Each source uses its own scale

3(1-5 (Interactive Advisors))

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Inception

2020-07-16

2024-11-26

Holdings

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82%Best

80%

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.

Clean Air SRI Portfolio (Carbon & Pollution Leaders)Liveup 84.4%
S&P 500 ETFup 79.2%

No published history to chart: Women-Led US Companies Momentum with Volatility Weighting.

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Number of holdings

Rebalance schedule

Weighting scheme

Data provider / source: ESG (general) · provider not named

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Event handling / exception

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Exclude screen: Pollution control

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Include screen: Carbon & emissions

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Position cap

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Trading signal: Momentum

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Universe / index

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Weight by score: Carbon & emissions

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What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-19

Asset mix

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Stocks 100%

Top 5 holdings

Health Care ETF≈32%
Financials ETF≈29%
Technology ETF≈15%

NOC10.5%
CLX10.2%
ORCL10.2%
BBY10.1%
ACN10.1%
of 11 positions

Do the holdings back the rules?

Tests fixed in advance: does what a strategy holds match what it says? Estimated verdicts come from returns where no holdings are published.

Fossil-fuel companies held

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10.0%

Leveraged or inverse funds held

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0.0%

Leveraged funds it may switch into

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Costs, access & sources

Rebalance

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weekly

Manager

IA SRI

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Source

Interactive Advisors ↗

Composer ↗

Form ADV brochure ↗

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Every published figureShow 77 attributes

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

Classification

AI categories (Composer)

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equities, multi-sector, risk-managed, volatility targeting, weekly rebalance, women-led companies

Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

STOCKS

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Curated collections (Interactive Advisors)

Better planet, Portfolios with the best risk adjusted returns, Top performing portfolios, Top performing socially responsible portfolios

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ESG / responsible flag

Yes

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Smart beta flag

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Theme keywords (Interactive Advisors)

Carbon focus, Emission control, Sustainable energy

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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0.09

Benchmark (methodology text)

Broad market investable ETF benchmark without an ESG focus

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Beta vs SPY, out-of-sample (out-of-sample)

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1.15

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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0.83

Returns

Annualized return since inception (Lighthorse, daily, live)

13.82%

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Backtest length

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2,838

Out-of-sample length

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473

Return since inception (annualized) (live account)

13.80%

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Return since inception (cumulative) (live account)

124.10%

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Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

20.55%

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Return, backtest period (annualized) (backtest)

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25.61%

Return, backtest period (cumulative) (backtest)

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1205%

Return, last 30 days (live account)

3.40%

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

36.56%

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Return, last 365 days (live account)

35.70%

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Return, last 5 years (cumulative) (live account)

69.00%

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Return, last 90 days (live account)

8.50%

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

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28.32%

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

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58.90%

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

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-0.74%

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

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4.47%

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

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-0.11%

Return, trailing 1 year (backtest)

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21.56%

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

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20.66%

Return, trailing 2 weeks (out-of-sample)

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1.21%

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

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5.65%

Return, year to date (live account)

27.30%

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SPY annualized return over the backtest window (backtest)

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14.13%

Trading activity

Annualized turnover, backtest period (backtest)

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8.39

Annualized turnover, out-of-sample period (out-of-sample)

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8.85

Daily win rate, backtest period (backtest)

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54.58%

Daily win rate, out-of-sample period (out-of-sample)

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54.33%

Backtest

Backtest final value (from $10,000)

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$130k

Backtest regulatory fees

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$96

Backtest slippage cost

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$732

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.72

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Calmar ratio, backtest period (backtest)

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0.55

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

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1.12

Maximum drawdown since inception (Lighthorse, daily, live)

-26.93%

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Maximum drawdown, backtest period (backtest)

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-46.77%

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

-9.74%

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Maximum drawdown, last 365 days (live account)

-9.70%

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

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-25.36%

Sharpe ratio since inception (Lighthorse, daily, live)

0.62

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Sharpe ratio, backtest period (backtest)

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1.04

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

1.89

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Sharpe ratio, last 365 days (live account)

2.18

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

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1.19

Sortino ratio, backtest period (backtest)

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1.51

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

2.93

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Sortino ratio, last 365 days (live account)

3.66

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

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1.77

Standard deviation, backtest period (backtest)

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24.88%

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

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23.31%

Value-at-risk 95% 1-week, last 365 days (live account)

-3.40%

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Volatility since inception (Lighthorse, daily, live)

17.76%

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

14.53%

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Volatility, last 365 days (live account)

14.80%

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Quality

Community review status

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ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.10

Construction

Logic complexity (node count)

—

Rebalance frequency

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weekly

Rebalancing (methodology text)

Annually

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Cost & access

Management / advisory fee

0.20%

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Minimum investment

$100

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Disclosure

Metrics calculated through

2026-10-09

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Popularity

Remixes (copies)

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Watchers

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Risk score

Risk label (Interactive Advisors)

Growth plus

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Risk score 1-5 (Interactive Advisors)

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