Side-by-side comparison

Compare investment strategies

Coinbase Asset Management Custom SMAs vs Weekly Top-3 ETF 6-Month Momentum Allocator

Every published figureShow 12 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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etfs, global macro, long-only, momentum, multi-asset, trend-following, weekly rebalance

Asset classes / instruments

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equities

Risk metrics

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

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10.46

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

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-5.82%

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

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3.11

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

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15.95%

Construction

Rebalance frequency

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weekly

Returns

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

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60.89%

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

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11.78%

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

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2.15%

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

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0.00%

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

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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