Composer · investment strategy
by Composer Technologies · via Composer
An 80% RSP + 20% SPY mix. It keeps S&P 500 exposure but reduces reliance on a few big tech names. Rebalanced once a year. Tends to help when the broader market participates; can lag when mega-caps drive most gains. Best as a small tilt.
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 Strategic asset allocation label, from other sources first, strongest risk-adjusted return first.
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.
Put 80% in RSP—the S&P 500 where every company gets roughly the same small slice—and 20% in SPY—the version where the biggest companies dominate. Once a year, move money to restore 80/20 if it drifted.<br>Helps when many stocks rise; lags when a few giants lead.
An 80% RSP + 20% SPY mix. It keeps S&P 500 exposure but reduces reliance on a few big tech names. Rebalanced once a year. Tends to help when the broader market participates; can lag when mega-caps drive most gains. Best as a small tilt.
Broad S&P exposure with reduced mega-cap risk. Out-of-sample: lower beta (0.74), smaller drawdowns (7.8%), and Calmar ~1.48—delivering steadier, risk-adjusted gains versus SPY for diversification-focused investors.
Strategic allocation holding 80% RSP to only 20% SPY. Has not performed well in the long run but is a good short term play on diversifying away from the Large Growth Tech stocks that have dominated the market for the last several years while maintaining some exposure to the S&P 500 overall. Rebalances only once per year. More of a defensive play, recommended for only a small allocation of a portfolio.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | annual rebalance, diversification, equal-weight tilt, long-only, s&p 500, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | yearly |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.58% | ||
| Return, trailing 1 month (out-of-sample) | 0.19% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.91% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.37% |
Interactive Advisors
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