Side-by-side comparison

Compare investment strategies

Interactive Advisors Risk-Targeted ETF Asset Allocation vs Defensive/Offensive SPY-QQQ Switch with RSI Sleeve

Every published figureShow 15 attributes

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

Classification

AI categories (Composer)

—

bonds, defensive equities, managed futures, risk management, sector rotation, tactical asset allocation, trend following

Asset classes / instruments

—

equities

Risk metrics

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

—

15.10

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

—

-0.75%

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

—

3.64

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

—

3.10%

Cost & access

Management / advisory fee

0.20%

—

Minimum investment

$100

—

Construction

Rebalance frequency

—

daily

Rebalancing (methodology text)

Quarterly to target weights

—

Returns

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

—

11.26%

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

—

0.81%

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

—

0.00%

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

—

0.00%

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

—

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