Side-by-side comparison

Compare investment strategies

Ethical Leadership SRI Portfolio (Corporate Governance) vs Women-Led US Companies Momentum with Volatility Weighting

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.

15.5%

20.7%Best

17.2%

28.3%Best

17.0%Best

23.3%

0.70

1.19Best

-9.8%Best

-25.4%

Fee

0.20%

—

Minimum investment

$100

—

Each source uses its own scale

3(1-5 (Interactive Advisors))

—

Inception

2020-07-17

2024-11-26

Holdings

—

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.

Ethical Leadership SRI Portfolio (Corporate Governance)Liveup 71.0%
S&P 500 ETFup 79.9%

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

—

Event handling / exception

—

Exclude screen: Corporate governance & ethics

—

Position cap

—

Trading signal: Momentum

—

Universe / index

—

Weight by score: Corporate governance & ethics

—

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)

—

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

Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

STOCKS

—

Curated collections (Interactive Advisors)

Responsible management

—

ESG / responsible flag

Yes

—

Smart beta flag

—

Theme keywords (Interactive Advisors)

Conflict resolution, Good corporate governance

—

Market-relative

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

—

0.09

Benchmark (methodology text)

Broad market investable ETF benchmark without an ESG focus

—

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

—

1.15

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

—

0.83

Returns

Annualized return since inception (Lighthorse, daily, live)

17.03%

—

Backtest length

—

2,838

Out-of-sample length

—

473

Return since inception (annualized) (live account)

17.20%

—

Return since inception (cumulative) (live account)

168.30%

—

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

1.96%

—

Return, backtest period (annualized) (backtest)

—

25.61%

Return, backtest period (cumulative) (backtest)

—

1205%

Return, last 30 days (live account)

0.30%

—

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

17.49%

—

Return, last 365 days (live account)

15.50%

—

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

67.30%

—

Return, last 90 days (live account)

1.20%

—

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

—

28.32%

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

—

58.90%

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

—

-0.74%

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

—

4.47%

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

—

-0.11%

Return, trailing 1 year (backtest)

—

21.56%

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

—

20.66%

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

—

1.21%

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

—

5.65%

Return, year to date (live account)

16.80%

—

SPY annualized return over the backtest window (backtest)

—

14.13%

Trading activity

Annualized turnover, backtest period (backtest)

—

8.39

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

—

8.85

Daily win rate, backtest period (backtest)

—

54.58%

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

—

54.33%

Backtest

Backtest final value (from $10,000)

—

$130k

Backtest regulatory fees

—

$96

Backtest slippage cost

—

$732

Risk metrics

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

1.07

—

Calmar ratio, backtest period (backtest)

—

0.55

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

—

1.12

Maximum drawdown since inception (Lighthorse, daily, live)

-19.26%

—

Maximum drawdown, backtest period (backtest)

—

-46.77%

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

-9.83%

—

Maximum drawdown, last 365 days (live account)

-9.80%

—

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

—

-25.36%

Sharpe ratio since inception (Lighthorse, daily, live)

0.78

—

Sharpe ratio, backtest period (backtest)

—

1.04

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

0.81

—

Sharpe ratio, last 365 days (live account)

0.70

—

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

—

1.19

Sortino ratio, backtest period (backtest)

—

1.51

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

1.22

—

Sortino ratio, last 365 days (live account)

1.14

—

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

—

1.77

Standard deviation, backtest period (backtest)

—

24.88%

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

—

23.31%

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

-3.90%

—

Volatility since inception (Lighthorse, daily, live)

17.63%

—

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

16.30%

—

Volatility, last 365 days (live account)

17.00%

—

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.10

Construction

Logic complexity (node count)

—

Rebalance frequency

—

weekly

Rebalancing (methodology text)

rebalanced on a quarterly

—

Cost & access

Management / advisory fee

0.20%

—

Minimum investment

$100

—

Disclosure

Metrics calculated through

2026-10-09

—

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk label (Interactive Advisors)

Growth plus

—

Risk score 1-5 (Interactive Advisors)

—

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