Side-by-side comparison

Compare investment strategies

Global Large-Cap Semiconductor and AI Stock Mix vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 13 attributes

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

Classification

AI categories (Composer)

daily rebalance, equal-weight core, large-cap global stocks, low-volatility weighting, momentum, multi-sleeve, semiconductor/ai-heavy

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

Asset classes / instruments

equities

Risk metrics

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

3.81

51.98

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

-18.87%

-2.67%

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

1.49

4.29

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

42.75%

22.88%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Returns

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

71.96%

138.64%

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

26.42%

3.87%

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

1.65%

8.12%

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

0.00%

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

-2.44%

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