Side-by-side comparison

Compare investment strategies

Space, AI Data and Battery Stocks Buy and Hold vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

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)

ai and semiconductors, buy-and-hold, concentrated, defense, energy storage, space and satellites, thematic

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Risk metrics

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

0.54

51.98

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

-36.71%

-2.67%

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

0.60

4.29

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

52.09%

22.88%

Construction

Rebalance corridor width

3.50%

10.00%

Rebalance frequency

none

Returns

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

19.72%

138.64%

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

11.54%

3.87%

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

2.91%

8.12%

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

0.00%

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

2.97%

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