Side-by-side comparison

Compare investment strategies

Women-Led US Companies Momentum with Volatility Weighting vs Sustainable Aggressive Allocation (IRA)

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, Composite). 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

19.2%

28.3%Best

11.6%

23.3%

—

1.19

—

-25.4%

—

Fee

—

0.25%

Minimum investment

—

$50

Each source uses its own scale

—

5(1-5 risk profile (SoFi))

Inception

2024-11-26

2024-12-01

Holdings

80%Best

73%

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 2026-10-19

as of 2026-04-01

Asset mix

Stocks 100%

ETFs 99% · Cash 1%

Top 5 holdings

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

LCTU30.0%
DSI19.0%
USXF15.0%
ESGU11.0%
DMXF10.0%
of 8 positions

Overlap

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

	Women-Led US Companies Momentum with Volatility Weighting	Sustainable Aggressive Allocation (IRA)
Women-Led US Companies Momentum with Volatility Weighting		0%
Sustainable Aggressive Allocation (IRA)	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)

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

—

Asset classes / instruments

equities

equity, fixed income

ESG / responsible flag

—

Yes

Market-relative

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

0.09

—

Benchmark (methodology text)

—

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

Benchmark return, 1 year

—

19.72%

Benchmark return, since inception (annualized)

—

12.64%

Benchmark return, year to date

—

-3.52%

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

1.15

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

8.39

—

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

8.85

—

Daily win rate, backtest period (backtest)

54.58%

—

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

54.33%

—

Holdings

Asset-class allocation

—

cash: 1.0% · stocks: 99.0%

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

0.10

—

Equity allocation

—

99.00%

Backtest

Backtest final value (from $10,000)

$130k

—

Backtest regulatory fees

$96

—

Backtest slippage cost

$732

—

Returns

Backtest length

2,838

—

Out-of-sample length

473

—

Return, 1 year (client composite)

—

19.22%

Return, backtest period (annualized) (backtest)

25.61%

—

Return, backtest period (cumulative) (backtest)

1205%

—

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

28.32%

—

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

58.90%

—

Return, since inception (annualized) (client composite)

—

11.62%

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

-0.74%

—

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

4.47%

—

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

-0.11%

—

Return, trailing 1 year (backtest)

21.56%

—

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

20.66%

—

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

1.21%

—

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

5.65%

—

Return, year to date (client composite)

—

-3.61%

SPY annualized return over the backtest window (backtest)

14.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.55

—

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

1.12

—

Maximum drawdown, backtest period (backtest)

-46.77%

—

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

-25.36%

—

Sharpe ratio, backtest period (backtest)

1.04

—

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

1.19

—

Sortino ratio, backtest period (backtest)

1.51

—

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

1.77

—

Standard deviation, backtest period (backtest)

24.88%

—

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

23.31%

—

Quality

Community review status

ACTIVE

—

Construction

Logic complexity (node count)

—

Rebalance frequency

weekly

—

Rebalancing (methodology text)

—

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

Cost & access

Management / advisory fee

—

0.25%

Minimum investment

—

$50

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk profile (SoFi)

—

Aggressive

Risk profile rank 1-5 (SoFi)

—

Women-Led US Companies Momentum with Volatility Weighting

Sustainable Aggressive Allocation (IRA)

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