Side-by-side comparison

Compare investment strategies

Risk Sorter Airbag Portfolio with Market-Neutral Hedges vs Beta Breaker BTAL Risk-Off with Top-4 Momentum

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)

leveraged etfs, mean-reversion, multi-asset tactical allocation, risk control, sector rotation, trend & momentum, volatility hedging

btal signal, daily rebalance, leveraged & inverse etfs, momentum + mean reversion, multi-asset, regime switching, risk-on/risk-off

Asset classes / instruments

equities

Risk metrics

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

3.32

23.98

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

-3.26%

-2.49%

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

1.48

3.46

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

7.16%

14.10%

Construction

Rebalance frequency

daily

Returns

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

10.82%

59.79%

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

6.70%

10.36%

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

1.27%

3.10%

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

12.67%

0.00%

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

5.97%

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