Side-by-side comparison

Compare investment strategies

iShares Core Allocation ETF 40/30/20/10 Mix vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

60/40, balanced, daily rebalancing, etfs, fund-of-funds, global allocation, multi-asset, passive

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Risk metrics

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

1.64

14.66

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

-6.70%

-0.77%

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

1.19

3.90

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

9.17%

2.89%

Construction

Rebalance frequency

daily

Returns

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

11.01%

11.23%

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

12.08%

0.81%

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

-0.46%

0.00%

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

9.93%

0.00%

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

0.34%

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