Composer · investment strategy
by Composer Technologies · via Composer
A global, multi‑asset portfolio: 40% equities tilted to dividends/buybacks plus a momentum sector overlay; 20% non‑traditional bonds; 40% alternatives (commodities, hedge‑fund styles, private‑capital themes, trend and crash hedges) to boost return and cut stock/bond reliance.
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 Income / dividends 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.
Builds a 3‑part mix: 40% stocks, 20% bonds, 40% diversifiers. Stocks favor companies that return cash (dividends/buybacks), add an innovation tilt, and a rotating top‑3 global sector sleeve (by recent performance). Bonds avoid plain gov’t debt, using inflation‑linked, green, asset‑backed and preferreds. Diversifiers include hedge‑fund style funds, private‑capital themes, commodities (incl. crypto), trend‑following and crash insurance.
A global, multi‑asset portfolio: 40% equities tilted to dividends/buybacks plus a momentum sector overlay; 20% non‑traditional bonds; 40% alternatives (commodities, hedge‑fund styles, private‑capital themes, trend and crash hedges) to boost return and cut stock/bond reliance.
Out-of-sample evidence: a diversified 3-part portfolio delivers better downside control (max draw ~3.23% vs S&P 3.38%) and strong risk-adjusted returns (Calmar ~2.77), with resilient upside across regimes.
Building up while limiting instruments on each sub-categories. Introducing: 1) equity geographic and market cap differentiator while emphasizing shareholder yield, 2) global sectoral equity, 3) diversified fixed income while de-emphasize government bonds and emphasize impact and non-traditional sub-categories, 4) diversified alternatives meant to enhance return and counteract correlation.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities, global multi-asset, impact bonds, long volatility, managed futures, private markets proxies, sector momentum, securitized credit, shareholder-yield equity | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.95% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.44% | ||
| Return, trailing 1 month (out-of-sample) | -2.41% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.10% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.77 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.88% |
Collective2
Composer Technologies · Composer
