Side-by-side comparison

Compare investment strategies

WS Value Investing Stock Strategy vs Monte Balanced Equities Fund with Thematic Overlay

At a glance

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

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

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20.1%

32.8%

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16.0%

0.86

1.41Best

-35.5%

-12.3%Best

Fee

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1.00%

Each source uses its own scale

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2.46(0-5 (Quantbase))

Inception

2023-04-04

2025-05-15

Holdings

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67%

73%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.

WS Value Investing Stock StrategyHypoup 38.2%
Monte Balanced Equities Fund with Thematic OverlayCompositeup 41.8%
S&P 500 ETFup 28.5%

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

Include screen

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Include screen: Dividends / yield

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Include screen: Growth

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Include screen: Quality / profitability

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Include screen: Value

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Number of holdings

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Position cap

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Score / metric threshold: Valuation ratios

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Trading signal: Valuation ratios

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Universe / index

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Weighting scheme

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Every published figureShow 57 attributes

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

Market-relative

Alpha vs S&P 500, strategy life (hypothetical model account)

0.02

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Beta vs S&P 500, strategy life (hypothetical model account)

1.34

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Correlation to S&P 500, strategy life (hypothetical model account)

0.62

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Correlation to SPY (full history) (client composite)

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0.72

Correlation to SPY (Quantbase data field) (basis not stated)

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0.72

Returns

Annual return (Quantbase data field) (basis not stated)

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28.58%

Annual return compounded, strategy life (hypothetical model account)

32.80%

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Annualized return since inception (Lighthorse, daily, composite)

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28.54%

Annualized return since inception (Lighthorse, daily, hypothetical)

32.65%

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Backtest end date (Quantbase data field)

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2025-05-15

Return since chart start (cumulative) (client composite)

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41.79%

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

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21.74%

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

12.96%

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Return, rolling 1 year (client composite)

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20.08%

Classification

Asset classes / instruments

stocks

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Leaderboard views (Collective2)

new_highs

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Trading activity

Average leverage

1.60

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Maximum daily leverage

2.93

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Number of trades

232

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Percent of trades profitable

57.33%

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Profit factor

3.10

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Cost & access

Brokerage / custodian

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Alpaca

Management / advisory fee

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1.00%

Subscription price per month

$50

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Suggested minimum capital

$100k

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Risk metrics

Daily volatility over the chart range (client composite)

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1.01%

Max drawdown over the chart range (client composite)

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-12.27%

Maximum drawdown since inception (Lighthorse, daily, composite)

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-12.27%

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-34.73%

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

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-12.27%

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

-34.73%

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Maximum drawdown, strategy life (hypothetical model account)

-35.55%

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Monthly volatility over the chart range (client composite)

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5.07%

Sharpe ratio from daily returns over the chart range (client composite)

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1.41

Sharpe ratio since inception (Lighthorse, daily, composite)

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1.19

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.87

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

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0.85

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

0.40

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Sharpe ratio, strategy life (hypothetical model account)

0.86

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

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1.22

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

0.64

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Sortino ratio, strategy life (hypothetical model account)

1.37

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Volatility over the chart range, annualized from daily (×√252) (client composite)

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16.03%

Volatility since inception (Lighthorse, daily, composite)

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18.96%

Volatility since inception (Lighthorse, daily, hypothetical)

32.75%

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

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20.55%

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

39.63%

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

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2026-10-08

Disclosure

Metrics calculated through

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2026-10-05

Risk score

Qualitative risk score (Quantbase data field)

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Risk score 0-5 (Quantbase)

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2.46

Identity

Strategy age

1,295

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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