Composer · investment strategy
by Composer Technologies · via Composer
A simple buy-and-hold: 100% in Berkshire Hathaway Class B (Warren Buffett’s company), rebalanced daily to stay fully invested. Broad business exposure via one stock, no timing or indicators.
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 Fundamental research 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 puts 100% of your money into BRKU, which here represents Berkshire Hathaway Class B shares (ticker BRK.B). It then “rebalances” every day to keep that single holding at 100%. There are no market timing signals—just always fully invested in Berkshire.
A simple buy-and-hold: 100% in Berkshire Hathaway Class B (Warren Buffett’s company), rebalanced daily to stay fully invested. Broad business exposure via one stock, no timing or indicators.
Own Berkshire Hathaway 100% with a simple daily rebalance. Out-of-sample, it shows ~35.8% annualized return vs ~9.8% for the S&P 500, higher risk-adjusted Sharpe (1.25 vs 0.80) and strong Calmar (2.88), with meaningful upside and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | berkshire hathaway, buy-and-hold, conglomerate exposure, daily rebalance, single-stock | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.40% | ||
| Return, trailing 1 month (out-of-sample) | 2.44% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.64% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.88 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.80% |
Collective2
Quantbase · Surmount
