Side-by-side comparison

Compare investment strategies

Sustainable Moderate Allocation (Taxable) vs Women-Led US Companies Momentum with Volatility Weighting

At a glance

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

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

13.5%

20.7%Best

9.0%

28.3%Best

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23.3%

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1.19

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-25.4%

Fee

0.25%

—

Minimum investment

$50

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Each source uses its own scale

3(1-5 risk profile (SoFi))

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Inception

2024-12-01

2024-11-26

Holdings

73%

80%Best

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target: Bonds / Treasuries

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Allocation target: Equities

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Include screen: ESG (general) · BlackRock

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Number of holdings

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Rebalance schedule

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Trading signal: Momentum

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Universe / index

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Weighting scheme

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What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-04-01

as of 2026-10-19

Asset mix

ETFs 99% · Cash 1%

Stocks 100%

Top 5 holdings

LCTU20.0%
EUSB20.0%
DSI12.0%
EAGG10.0%
USXF10.0%
of 11 positions

NOC10.5%
CLX10.2%
ORCL10.2%
BBY10.1%
ACN10.1%
of 11 positions

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Sustainable Moderate Allocation (Taxable)	Women-Led US Companies Momentum with Volatility Weighting
Sustainable Moderate Allocation (Taxable)		0%
Women-Led US Companies Momentum with Volatility Weighting	0%

Every published figureShow 57 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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equities, multi-sector, risk-managed, volatility targeting, weekly rebalance, women-led companies

Asset classes / instruments

equity, fixed income

equities

ESG / responsible flag

Yes

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Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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0.09

Benchmark (methodology text)

Committee compares against "static benchmarks for each strategy" (not named)

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Benchmark return, 1 year

13.57%

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Benchmark return, since inception (annualized)

9.83%

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Benchmark return, year to date

-2.14%

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Beta vs SPY, out-of-sample (out-of-sample)

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1.15

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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0.83

Trading activity

Annualized turnover, backtest period (backtest)

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8.39

Annualized turnover, out-of-sample period (out-of-sample)

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8.85

Daily win rate, backtest period (backtest)

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54.58%

Daily win rate, out-of-sample period (out-of-sample)

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54.33%

Holdings

Asset-class allocation

cash: 1.0% · bonds: 36.0% · stocks: 63.0%

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Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.10

Equity allocation

63.00%

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Backtest

Backtest final value (from $10,000)

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$130k

Backtest regulatory fees

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$96

Backtest slippage cost

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$732

Returns

Backtest length

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2,838

Out-of-sample length

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473

Return, 1 year (client composite)

13.45%

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Return, backtest period (annualized) (backtest)

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25.61%

Return, backtest period (cumulative) (backtest)

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1205%

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

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28.32%

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

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58.90%

Return, since inception (annualized) (client composite)

8.99%

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

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-0.74%

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

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4.47%

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

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-0.11%

Return, trailing 1 year (backtest)

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21.56%

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

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20.66%

Return, trailing 2 weeks (out-of-sample)

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1.21%

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

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5.65%

Return, year to date (client composite)

-2.47%

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SPY annualized return over the backtest window (backtest)

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14.13%

Risk metrics

Calmar ratio, backtest period (backtest)

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0.55

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

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1.12

Maximum drawdown, backtest period (backtest)

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-46.77%

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

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-25.36%

Sharpe ratio, backtest period (backtest)

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1.04

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

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1.19

Sortino ratio, backtest period (backtest)

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1.51

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

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1.77

Standard deviation, backtest period (backtest)

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24.88%

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

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23.31%

Quality

Community review status

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ACTIVE

Construction

Logic complexity (node count)

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Rebalance frequency

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weekly

Rebalancing (methodology text)

Rebalances when a holding drifts about 5% from target (Form ADV)

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Cost & access

Management / advisory fee

0.25%

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Minimum investment

$50

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Popularity

Remixes (copies)

—

Watchers

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Risk score

Risk profile (SoFi)

Moderate

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Risk profile rank 1-5 (SoFi)

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Sustainable Moderate Allocation (Taxable)

Women-Led US Companies Momentum with Volatility Weighting

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources