Side-by-side comparison

Compare investment strategies

Women-Led US Companies Momentum with Volatility Weighting vs Ocean Life SRI Portfolio (Water & Marine Stewardship)

At a glance

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

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

20.7%Best

19.7%

28.3%Best

12.8%

23.3%

14.1%Best

1.19Best

1.15

-25.4%

-9.1%Best

Fee

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0.20%

Minimum investment

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$100

Each source uses its own scale

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3(1-5 (Interactive Advisors))

Inception

2024-11-26

2020-07-17

Holdings

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80%

82%Best

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.

Ocean Life SRI Portfolio (Water & Marine Stewardship)Liveup 62.6%
S&P 500 ETFup 79.9%

No published history to chart: Women-Led US Companies Momentum with Volatility Weighting.

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

Number of holdings

Rebalance schedule

Weighting scheme

Data provider / source: ESG (general) · provider not named

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Event handling / exception

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Exclude screen: Pollution control

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Include screen: Ocean & marine life

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Position cap

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Trading signal: Momentum

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Universe / index

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Weight by score: Ocean & marine life

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Every published figureShow 77 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

equities, multi-sector, risk-managed, volatility targeting, weekly rebalance, women-led companies

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Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

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STOCKS

Curated collections (Interactive Advisors)

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Better planet, Top performing socially responsible portfolios

ESG / responsible flag

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Yes

Smart beta flag

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Theme keywords (Interactive Advisors)

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Ecosystem conservation, Marine life conservation, Pollution control

Market-relative

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

0.09

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Benchmark (methodology text)

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Broad market investable ETF benchmark without an ESG focus

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

1.15

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

0.83

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Returns

Annualized return since inception (Lighthorse, daily, live)

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12.92%

Backtest length

2,838

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Out-of-sample length

473

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Return since inception (annualized) (live account)

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12.80%

Return since inception (cumulative) (live account)

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111.70%

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

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6.79%

Return, backtest period (annualized) (backtest)

25.61%

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Return, backtest period (cumulative) (backtest)

1205%

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Return, last 30 days (live account)

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0.80%

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

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22.32%

Return, last 365 days (live account)

—

19.70%

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

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59.00%

Return, last 90 days (live account)

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1.20%

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

28.32%

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

58.90%

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

-0.74%

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

4.47%

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

-0.11%

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Return, trailing 1 year (backtest)

21.56%

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

20.66%

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

1.21%

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

5.65%

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Return, year to date (live account)

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15.90%

SPY annualized return over the backtest window (backtest)

14.13%

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Trading activity

Annualized turnover, backtest period (backtest)

8.39

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

8.85

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Daily win rate, backtest period (backtest)

54.58%

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

54.33%

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Backtest

Backtest final value (from $10,000)

$130k

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Backtest regulatory fees

$96

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Backtest slippage cost

$732

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Risk metrics

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

—

0.82

Calmar ratio, backtest period (backtest)

0.55

—

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

1.12

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Maximum drawdown since inception (Lighthorse, daily, live)

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-20.56%

Maximum drawdown, backtest period (backtest)

-46.77%

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

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-9.13%

Maximum drawdown, last 365 days (live account)

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-9.10%

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

-25.36%

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Sharpe ratio since inception (Lighthorse, daily, live)

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0.64

Sharpe ratio, backtest period (backtest)

1.04

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

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1.22

Sharpe ratio, last 365 days (live account)

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1.15

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

1.19

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Sortino ratio, backtest period (backtest)

1.51

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

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1.87

Sortino ratio, last 365 days (live account)

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1.98

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

1.77

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Standard deviation, backtest period (backtest)

24.88%

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

23.31%

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

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-3.30%

Volatility since inception (Lighthorse, daily, live)

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15.54%

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

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13.63%

Volatility, last 365 days (live account)

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14.10%

Quality

Community review status

ACTIVE

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Holdings

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

0.10

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Construction

Logic complexity (node count)

—

Rebalance frequency

weekly

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Rebalancing (methodology text)

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Annually

Cost & access

Management / advisory fee

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0.20%

Minimum investment

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$100

Disclosure

Metrics calculated through

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2026-10-09

Popularity

Remixes (copies)

—

Watchers

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Risk score

Risk label (Interactive Advisors)

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Growth plus

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