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SoFi ETF Model Portfolios for Hong Kong Affiliate vs Beta Breaker BTAL Risk-Off with Top-4 Momentum

Every published figureShow 13 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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btal signal, daily rebalance, leveraged & inverse etfs, momentum + mean reversion, multi-asset, regime switching, risk-on/risk-off

Asset classes / instruments

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equities

Risk metrics

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

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23.98

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

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-2.49%

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

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3.46

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

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14.10%

Construction

Rebalance frequency

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daily

Rebalancing (methodology text)

Rebalancing advice at least quarterly

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Returns

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

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59.79%

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

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10.36%

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

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3.10%

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