Side-by-side comparison

Compare investment strategies

ERX, Refiners and Gold Miners Inverse-Volatility Mix vs Monte Balanced Equities Fund with Thematic Overlay vs Small Cap Value Quantitative US Stocks

3 strategies

ERX, Refiners and Gold Miners Inverse-Volatility Mix

Composer Technologies · Composer

Monte Balanced Equities Fund with Thematic Overlay

Quantbase

Small Cap Value Quantitative US Stocks

Interactive Advisors

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). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

0.0%

20.1%

21.7%Best

138.6%Best

—

9.0%

22.9%

16.0%Best

16.2%

4.29Best

1.41

1.17

-2.7%Best

-12.3%

-9.1%

Fee

—

1.00%

0.20%Best

Minimum investment

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$100

Each source uses its own scale

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2.46(0-5 (Quantbase))

3(1-5 (Interactive Advisors))

Inception

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2025-05-15

2016-12-22

Holdings

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40%

73%

82%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 41.8%
Small Cap Value Quantitative US StocksLiveup 33.6%
S&P 500 ETFup 28.5%

No published history to chart: ERX, Refiners and Gold Miners Inverse-Volatility Mix.

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

Include screen: Value

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Event handling / exception

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Include screen

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Include screen: Dividends / yield

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Include screen: Growth

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Number of holdings

—

Rebalance schedule

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Risk control

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Universe / index

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Weight by score: Valuation ratios

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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.

Not published

as of 2026-10-08

Asset mix

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Stocks 66% · Other 34%

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Top 5 holdings

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EQT4.0%
PWR4.0%
GEV4.0%
XOM4.0%
PKE4.0%
of 35 positions

Russell 2000 ETF≈31%
Financials ETF≈26%
Consumer Staples ETF≈21%

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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18.0%

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Leveraged or inverse funds held

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0.0%

—

Costs, access & sources

Rebalance

none

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Manager

—

IA Smart Beta

Source

Composer ↗

Quantbase ↗

Interactive Advisors ↗

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Form ADV brochure ↗

Every published figureShow 76 attributes

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

Classification

AI categories (Composer)

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

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Asset classes / instruments

equities

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equities

Composition (ETFs / Stocks / Mixed)

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STOCKS

Curated collections (Interactive Advisors)

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Portfolios with the best risk adjusted returns, Undervalued companies

ESG / responsible flag

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Smart beta flag

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Yes

Theme keywords (Interactive Advisors)

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Small-cap, Value driven

Returns

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

—

28.58%

—

Annualized return since inception (Lighthorse, daily, composite)

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28.54%

—

Annualized return since inception (Lighthorse, daily, live)

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8.94%

Backtest end date (Quantbase data field)

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2025-05-15

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Return since chart start (cumulative) (client composite)

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41.79%

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Return since inception (annualized) (live account)

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9.00%

Return since inception (cumulative) (live account)

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131.90%

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

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6.54%

Return, last 30 days (live account)

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-3.50%

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

—

21.74%

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

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24.57%

Return, last 365 days (live account)

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21.70%

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

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50.90%

Return, last 90 days (live account)

—

-0.80%

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

138.64%

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

3.87%

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Return, rolling 1 year (client composite)

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20.08%

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

8.12%

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

0.00%

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

0.00%

—

Return, year to date (live account)

—

17.90%

Risk metrics

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

—

0.81

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

51.98

—

Daily volatility over the chart range (client composite)

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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%

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Maximum drawdown since inception (Lighthorse, daily, live)

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-46.80%

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

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-12.27%

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

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-9.07%

Maximum drawdown, last 365 days (live account)

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-9.10%

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

-2.67%

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Monthly volatility over the chart range (client composite)

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5.07%

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

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1.41

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Sharpe ratio since inception (Lighthorse, daily, composite)

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1.19

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Sharpe ratio since inception (Lighthorse, daily, live)

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0.36

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

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0.85

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

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1.20

Sharpe ratio, last 365 days (live account)

—

1.17

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

4.29

—

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

—

1.22

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

—

1.90

Sortino ratio, last 365 days (live account)

—

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

22.88%

—

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

—

-3.80%

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

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16.03%

—

Volatility since inception (Lighthorse, daily, composite)

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18.96%

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Volatility since inception (Lighthorse, daily, live)

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23.58%

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

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20.55%

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

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15.57%

Volatility, last 365 days (live account)

—

16.20%

Cost & access

Brokerage / custodian

—

Alpaca

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Management / advisory fee

—

1.00%

0.20%

Minimum investment

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$100

Market-relative

Correlation to SPY (full history) (client composite)

—

0.72

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

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0.72

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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

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Rebalance corridor width

10.00%

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Rebalance frequency

none

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Rebalancing (methodology text)

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Quarterly

Disclosure

Metrics calculated through

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2026-10-05

2026-10-09

Risk score

Qualitative risk score (Quantbase data field)

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Risk label (Interactive Advisors)

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Growth plus

Risk score 0-5 (Quantbase)

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2.46

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Risk score 1-5 (Interactive Advisors)

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