Composer · investment strategy
by Composer Technologies · via Composer
Simple 60/40 portfolio: broad U.S. stocks via VTI for growth plus very short‑term U.S. Treasuries via SHV for stability and income. Buy‑and‑hold with no automatic rebalancing, so weights can drift over time.
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.
Invests 60% in VTI—a Vanguard fund owning almost the entire U.S. stock market (Apple, Microsoft, Tesla, and thousands more across tech, health care, finance, etc.)—and 40% in SHV—an iShares fund holding very short‑term U.S. Treasury bills for stability and income. It doesn’t auto‑rebalance, so the mix can drift. Stocks power growth; T‑bills cushion downturns with low price swings and yields tied to short‑term rates.
Simple 60/40 portfolio: broad U.S. stocks via VTI for growth plus very short‑term U.S. Treasuries via SHV for stability and income. Buy‑and‑hold with no automatic rebalancing, so weights can drift over time.
Simple, static 60/40 mix of VTI and SHV. In out-of-sample tests, it delivers higher risk-adjusted returns (Sharpe ~1.24 vs SPY ~1.10) and much smaller drawdowns (~12% vs ~19%), offering steadier growth and downside protection versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | 60/40 allocation, benchmark, buy and hold, short-term treasuries, static allocation, us stocks | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 30.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.91% | ||
| Return, trailing 1 month (out-of-sample) | 1.38% | ||
| Return, trailing 1 year (out-of-sample) | 11.97% | ||
| Return, trailing 3 months (out-of-sample) | 2.33% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.65% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.99% |
SoFi Wealth · SoFi
Composer Technologies · Composer
