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Schwab SMP-ETF Balanced Portfolio vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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

Asset classes / instruments

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equities

Risk metrics

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

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14.66

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

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-0.77%

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

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3.90

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

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2.89%

Cost & access

Minimum investment

$25k

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Construction

Rebalance frequency

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daily

Rebalancing (methodology text)

'Annual rebalance' referenced: newly eligible Schwab ETF replaces third-party ETF at next annual rebalance (Blend)

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Returns

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

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11.23%

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

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0.81%

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

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0.00%

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

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0.00%

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

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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