Composer · investment strategy
by Composer Technologies · via Composer
A weekly rebalanced basket of small- and mid-sized AI‑linked companies, sized so steadier stocks (over the last month) get larger weights and choppier names get smaller ones—aiming to capture AI growth while dialing down portfolio swings.
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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
It holds a set of smaller companies tied to AI: automation software, cybersecurity, voice AI, fintech risk tools, chip/data‑center suppliers, and AI‑driven drug discovery. Each week it checks the past 20 trading days: calmer stocks get bigger weights, jumpier ones get smaller. Then it rebalances.
A weekly rebalanced basket of small- and mid-sized AI‑linked companies, sized so steadier stocks (over the last month) get larger weights and choppier names get smaller ones—aiming to capture AI growth while dialing down portfolio swings.
AI alpha in small/mid caps with weekly rebalancing and inverse-vol weighting. OOS: 15.36% annual return vs S&P 17.09%; drawdown 33% vs 8.9%; Sharpe 0.58 vs 1.30. Diversifies AI exposure with higher volatility for potential longer-term upside.
Companies that are likely to benefit from AI adoption
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | ai beneficiaries, inverse-volatility weighting, small/mid-cap, thematic equity, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.36% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.93% | ||
| Return, trailing 1 month (out-of-sample) | 2.64% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.03% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.47% |
Collective2
Composer Technologies · Composer
