Interactive Advisors · investment strategy
by Interactive Advisors
The aim of the Atlas Global Balanced Strategy (the Strategy) is to outperform strategies which are balanced approximately 60% in global equities and 40% in fixed income. The 60/40 allocation is prevalent among institutional and individual investors. Sixty percent of the allocation of the Strategy will be the Atlas Global Defensive Equity Strategy. The remaining forty percent of the strategy will be yield-oriented asset classes which have lower investment risk than equities.
Description from Interactive Advisors
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.
Each rule is quoted word for word from the strategy's own documents.
“For the remaining 40%”
“the 60% of the fund in global equities”
“Three to five choices are selected for the yield-oriented part of the portfolio”
“Investments made for the Strategy must rank highly on both dimensions”
“Portfolios are rebalanced monthly”
“These categories include investment grade fixed income, high yield of various maturities and credit quality, local and hard currency emerging market debt, preferred stock, bank loans and inflation-protected securities”
“Equity securities (exchange-listed, certain OTC, ADRs) and ETFs”
“with the weights set to optimize the expected return/risk ratio of the overall Strategy”
No published holdings for this strategy.
Fitted to 252 returns (live) from 2025-10-30 to 2026-10-16. An estimate, not holdings: it can't name stocks.
· : 0.88 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.58 (90%: 0.55 to 0.64)
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.
Composer Technologies · Composer
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.
3 missing
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
0.25%-0.75% annual; IA retains 0.25%, remainder paid to the Portfolio Manager; fee negotiated between IA and the manager
Equity securities (exchange-listed, certain OTC, ADRs) and ETFs; Portfolio Managers cannot use leverage/margin
To be selected, managers are screened (e.g. AUM, own money in the strategy), fill in a questionnaire on portfolio construction, risk control and strategy guidelines, share historical trade data, and pass a live test period during which clients cannot invest. Managers license their trade data and have no discretion over client accounts. IA receives no compensation from managers and does not pay them for referrals.
Risk score 1-5 assigned by IA; reevaluated at least annually
Not available (TLH only for the Asset Allocation Portfolio)
The aim of the Atlas Global Balanced Strategy (the Strategy) is to outperform strategies which are balanced approximately 60% in global equities and 40% in fixed income. The 60/40 allocation is prevalent among institutional and individual investors. Sixty percent of the allocation of the Strategy will be the Atlas Global Defensive Equity Strategy. The remaining forty percent of the strategy will be yield-oriented asset classes which have lower investment risk than equities.
Atlas Capital Advisors Inc is an independent, fee-only investment advisor dedicated to providing unbiased advice to our clients. Our specialty is designing and managing sophisticated, tax-sensitive portfolios based on a systematic, disciplined, unemotional, and academically rigorous investment process. We serve affluent individuals, families, trusts, nonprofits and privately held businesses. Ken Frier is the Chief Investment Officer. Prior to joining Atlas, he held the same role at Walt Disney, Hewlett-Packard, Stanford and the UAW. Jonathan Tunney is the founder. He is the architect of the Atlas Capital enhanced indexing system. Get invested STEP 1 Fill out the application It's easy and only takes a few minutes. STEP 2 Explore our portfolios Or choose one based on your preferences STEP 3 Make your 1 st investment Our technology ensures it is suited for you Sign up today! Disclosures Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings. This portfolio was launched on Interactive Advisors on October 27, 2021, when clients were able to start investing in it. All performance information on this page is actual performance of the Portfolio Manager’s account and presented “net of fees”. The actual performance chart is provided for informational purposes only, and should not be used as the basis for making an investment decision. Actual client returns will differ . All Portfolio Manager information including personal data, profiles, and strategies has been provided by the Portfolio Manager. Interactive Advisors makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Interactive Advisors. All performance information on this page is based on the performance of the Portfolio Manager’s account, using the manager’s own funds. Performance of the Portfolio Manager's account is calculated by Interactive Advisors on a daily time-weighted basis, including cash, dividends and earnings distributions and reflects the deduction of broker commissions (when commissions were charged). Manager returns include trades and positions that fail Interactive Advisors' trading rules, as a result, actual client returns will differ. Interactive Advisors’ advisory fees are simulated and applied retroactively to present the portfolio return “net-of-fees”. In addition to Interactive Advisors’ management fees, clients will also be charged management fees and other expenses (custodian fees, brokerage commissions, and legal and accounting fees) by ETF issuers if the portfolio contains ETFs.
Capital growth with a similar risk profile to broad equity markets. Investing in equities and prepared to accept fluctuation in portfolio value.
The approach utilized by Atlas Capital Advisors LLC (the Manager) for the 60% of the fund in global equities is described in Atlas Capital: Global Defensive Equity Investment Portfolio (https://interactiveadvisors.com/atlas-capital?portfolio=global-defensive-equity). This aim of this part of the portfolio is to outperform the capitalization-weighted global equity index. For the remaining 40%, the Manager uses a proprietary framework to evaluate expected returns relative to risk for a large set of yield-oriented investment categories. These categories include investment grade fixed income, high yield of various maturities and credit quality, local and hard currency emerging market debt, preferred stock, bank loans and inflation-protected securities. The aim of this part of the portfolio is to outperform the Bloomberg Barclays U.S. Aggregate Bond Index. The Strategy uses a consistent, systematic approach with a foundation in academic and Manager proprietary research. The benchmark for the overall Strategy is 60% FTSE Global All Cap Net Tax (US Regulated Investment Company) Index and 40% Bloomberg Barclays U.S. Aggregate Bond Index. The sections which follow describe the research and approach underlying the 40% of the fund in yield-oriented investments. (1) Evaluate expected return: - For yield-oriented investments, the Manager estimates the future investment return by adjusting the current yield for downgrades, defaults, carry, capital appreciation and other factors. (2) Evaluate sentiment - Current investor sentiment is assessed based upon the recent price history, whether the price trend is positive or negative. (3) Evaluate risk: - The uncertainty of the expected return is calculated based upon historical uncertainty. (4) Identify most favorable choices - Potential choices are ranked on two criteria – the return/risk ratio and sentiment - Investments made for the Strategy must rank highly on both dimensions (5) Portfolio optimization - Three to five choices are selected for the yield-oriented part of the portfolio, with the weights set to optimize the expected return/risk ratio of the overall Strategy.
None
The Portfolio Manager utilizes academic, investment industry and proprietary research regarding allocation strategies among fixed income choices. The primary attributes considered are expected return, sentiment, and risk.
Portfolios are rebalanced monthly, using the process described above.
Every value on file, each labelled with its calculation basis and as-of date.
| Composition (ETFs / Stocks / Mixed) | ETFS | 2026-10-09 | |
| ESG / responsible flag | No | 2026-10-09 | |
| Smart beta flag | No | 2026-10-09 | |
| Theme keywords (Interactive Advisors) | Balanced, Global equity | 2026-10-09 |
| Rebalancing (methodology text) | rebalanced monthly | 2026-10-09 |
| Management / advisory fee | 0.75% | 2026-10-09 | |
| Minimum investment | $20k | 2026-10-09 |
| Metrics calculated through | 2026-10-09 | 2026-10-09 |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1024287 · name: Interactive Advisors Third-Party Manager Co-Trading · covers: 20 · source_key: interactive_advisors|0 · original_name: Manager Portfolios |
| Benchmark (methodology text) | This aim of this part of the portfolio is to outperform the capitalization-weighted global equity index. The benchmark for the overall Strategy is 60% FTSE Global All Cap Net Tax (US Regulated Investment Company) Index and 40% Bloomberg Barclays U. | 2026-10-09 |
| Annualized return since inception (Lighthorse, daily, live) | 5.19% | 2026-10-16 | |
| Calendar-year returns (live account) | 2022: -10.9% · 2023: 9.9% · 2024: 10.1% · 2025: 12.7% | 2026-10-09 | |
| Return since inception (annualized) (live account) | 5.40% | 2026-10-09 | |
| Return since inception (cumulative) (live account) | 29.60% | 2026-10-09 | |
| Return vs the source's benchmark, last 365 days (Lighthorse, daily, live) | 1.75% | 2026-10-16 | |
| Return, last 30 days (live account) | -1.10% | 2026-10-09 | |
| Return, last 365 days (Lighthorse, daily, live) | 7.98% | 2026-10-16 | |
| Return, last 365 days (live account) | 8.30% | 2026-10-09 | |
| Return, last 90 days (live account) | -0.10% | 2026-10-09 | |
| Return, year to date (live account) | 6.90% | 2026-10-09 |
| Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live) | 0.85 | 2026-10-16 | |
| Maximum drawdown since inception (Lighthorse, daily, live) | -15.79% | 2026-10-16 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, live) | -5.94% | 2026-10-16 | |
| Maximum drawdown, last 365 days (live account) | -5.90% | 2026-10-09 | |
| Sharpe ratio since inception (Lighthorse, daily, live) | 0.16 | 2026-10-16 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, live) | 0.50 | 2026-10-16 | |
| Sharpe ratio, last 365 days (live account) | 0.54 | 2026-10-09 | |
| Sortino ratio, last 365 days (Lighthorse, daily, live) | 0.73 | 2026-10-16 | |
| Sortino ratio, last 365 days (live account) | 0.81 | 2026-10-09 | |
| Value-at-risk 95% 1-week, last 365 days (live account) | -1.90% | 2026-10-09 | |
| Volatility since inception (Lighthorse, daily, live) | 8.60% | 2026-10-16 | |
| Volatility, last 365 days (Lighthorse, daily, live) | 8.03% | 2026-10-16 | |
| Volatility, last 365 days (live account) | 8.20% | 2026-10-09 |
| Risk label (Interactive Advisors) | Growth | 2026-10-09 | |
| Risk score 1-5 (Interactive Advisors) | 2 | 2026-10-09 | |
| Risk score description | Capital growth with a similar risk profile to broad equity markets. Investing in equities and prepared to accept fluctuation in portfolio value. | 2026-10-09 |
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