Side-by-side comparison

Compare investment strategies

Small Cap Quality Factor US Stocks vs Global Small-Value Stocks, 200-Day SPY Treasury Switch

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Live, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

19.6%Best

14.0%

7.3%

21.3%Best

14.4%

12.1%Best

1.12

1.65Best

-7.9%Best

-8.7%

Fee

0.20%

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Minimum investment

$100

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Each source uses its own scale

3(1-5 (Interactive Advisors))

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Inception

2016-12-22

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82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Small Cap Quality Factor US StocksLiveup 54.5%
S&P 500 ETFup 79.9%

No published history to chart: Global Small-Value Stocks, 200-Day SPY Treasury Switch.

Every published figureShow 46 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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global stocks, risk on/off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following

Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

STOCKS

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ESG / responsible flag

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Smart beta flag

Yes

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Theme keywords (Interactive Advisors)

Mid-cap, Quality selection, Small-cap

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Returns

Annualized return since inception (Lighthorse, daily, live)

7.27%

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Return since inception (annualized) (live account)

7.30%

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Return since inception (cumulative) (live account)

100.40%

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Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

3.22%

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Return, last 30 days (live account)

-0.80%

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Return, last 365 days (Lighthorse, daily, live)

21.24%

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Return, last 365 days (live account)

19.60%

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Return, last 5 years (cumulative) (live account)

27.80%

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Return, last 90 days (live account)

1.50%

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

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21.26%

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

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31.81%

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

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-0.91%

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

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14.01%

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

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1.41%

Return, year to date (live account)

17.70%

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Market-relative

Benchmark (methodology text)

Rather than simply tracking a traditional market-cap-weighted index, this portfolio applies a disciplined, factor-driven selection process to identify businesses with attractive quality traits, such as sound earnings and efficient operations.

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Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

0.72

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

—

2.43

Maximum drawdown since inception (Lighthorse, daily, live)

-42.08%

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Maximum drawdown, last 365 days (Lighthorse, daily, live)

-7.92%

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Maximum drawdown, last 365 days (live account)

-7.90%

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

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-8.75%

Sharpe ratio since inception (Lighthorse, daily, live)

0.31

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Sharpe ratio, last 365 days (Lighthorse, daily, live)

1.15

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Sharpe ratio, last 365 days (live account)

1.12

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

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1.65

Sortino ratio, last 365 days (Lighthorse, daily, live)

1.79

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Sortino ratio, last 365 days (live account)

1.78

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

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12.15%

Value-at-risk 95% 1-week, last 365 days (live account)

-3.30%

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Volatility since inception (Lighthorse, daily, live)

21.20%

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Volatility, last 365 days (Lighthorse, daily, live)

13.75%

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Volatility, last 365 days (live account)

14.40%

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Cost & access

Management / advisory fee

0.20%

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Minimum investment

$100

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Disclosure

Metrics calculated through

2026-10-09

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Construction

Rebalance frequency

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daily

Rebalancing (methodology text)

rebalancing, follows clearly defined criteria applied quarterly; rebalanced quarterly

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Risk score

Risk label (Interactive Advisors)

Growth plus

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Risk score 1-5 (Interactive Advisors)

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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