Side-by-side comparison

Compare investment strategies

Rising Rates Volatility Switch Risk-Parity Mix vs Multi-Timeframe Risk Appetite Rotation with Crude Oil Logic

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)

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

cross-asset, etf, mean-reversion, multi-asset, risk-on/off, tactical-asset-allocation, trend-following, volatility-management

Asset classes / instruments

equities

Risk metrics

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

331.36

8.12

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

-0.01%

-2.56%

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

18.06

3.16

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

0.20%

6.16%

Construction

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

Returns

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

3.62%

20.78%

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

2.81%

3.90%

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

0.34%

3.22%

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

6.30%

0.00%

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

0.95%

2.05%

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