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Schwab Intelligent Portfolios (Robo) vs Leveraged Tech Trend with KMLM Diversifier (Wash Sale)

Every published figureShow 14 attributes

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

Classification

AI categories (Composer)

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leveraged etfs, managed futures, risk-on/risk-off, tactical allocation, tax-loss harvesting, trend-following, volatility targeting

Asset classes / instruments

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equities

Risk metrics

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

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0.24

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

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-4.46%

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

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0.15

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

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18.78%

Cost & access

Minimum investment

$5,000

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Construction

Rebalance frequency

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daily

Rebalancing (methodology text)

Rebalancing Algorithms review daily; rebalance when ETF allocation deviates from recommended allocation by more than an amount in CS&Co.'s parameters; also on profile/restriction changes, deposits, withdrawals; orders reviewed by CSIM before execution

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Returns

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

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1.06%

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

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0.11%

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

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-0.13%

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

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55.89%

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

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15.05%

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