Side-by-side comparison

Compare investment strategies

Robinhood Strategies Core Factor Model Portfolios vs Defensive Sector/Bond Switch with SPY-QQQ Offense

Every published figureShow 16 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/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

—

equities

Market-relative

Benchmark (methodology text)

Each portfolio's returns compared to "its relevant benchmark" (not named)

—

Risk metrics

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

—

14.66

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

—

-0.77%

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

—

3.90

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

—

2.89%

Cost & access

Management / advisory fee

0.25%

—

Minimum investment

$50

—

Construction

Rebalance frequency

—

daily

Rebalancing (methodology text)

As necessary to restore target allocations; continuous software monitoring of tracking error

—

Returns

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

—

11.23%

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