Composer · investment strategy
by Composer Technologies · via Composer
A simple, diversified benchmark: 50% global stocks, 30% broad U.S. bonds, 20% gold. Uses well-known ETFs and quarterly rebalancing to stay on target. Moderate risk; aims for balanced growth with a downside cushion.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
Own a steady 50/30/20 mix: 50% stocks split equally across VT (world stocks), VTI (U.S. stocks), and VEU (non‑U.S. stocks); 30% bonds via BND (broad U.S. bonds); 20% gold via GLD. Using VT plus VTI+VEU overlaps, but it roughly sets stocks ~half U.S., half international. Every 3 months, rebalance back to these targets—trim what went up, add to what fell. No leverage or trading signals.
A simple, diversified benchmark: 50% global stocks, 30% broad U.S. bonds, 20% gold. Uses well-known ETFs and quarterly rebalancing to stay on target. Moderate risk; aims for balanced growth with a downside cushion.
Out-of-sample, this 50/30/20 global mix with gold offers higher risk-adjusted returns (oos Sharpe ~1.29) vs S&P, plus far smaller drawdowns (~8.4% vs 18.8%) and lower beta (~0.51) - a smoother path to growth.
Basic Tangency Portfolio benchmark to follow. 1. Capital Market Line (CML) and the Tangency Portfolio The Capital Market Line (CML) represents all the portfolios that can be formed by combining a risk-free asset (e.g., U.S. Treasury bonds) with the market portfolio (often used as a proxy for the tangency portfolio). The tangency portfolio is where the CML touches the Efficient Frontier, and it has the highest Sharpe ratio (i.e., the best return per unit of risk). When you're on the CML, your portfolio is considered optimal because it offers the highest expected return for the amount of risk you're taking. You should aim to be on the CML or above—above is only achievable if you're leveraging (borrowing to invest more).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | core bonds, global equities, gold hedge, multi-asset, quarterly rebalance, strategic allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.09% | ||
| Return, trailing 1 month (out-of-sample) | -1.61% | ||
| Return, trailing 1 year (out-of-sample) | 9.77% | ||
| Return, trailing 3 months (out-of-sample) | 0.40% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.71 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.42% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.92% |
SoFi Wealth · SoFi
Composer Technologies · Composer
