Composer · investment strategy
by Composer Technologies · via Composer
A simple, globally diversified mix designed to get the most return for the risk taken: about 65% stocks (U.S. sectors plus developed and emerging overseas), 30% bonds (Treasuries, corporates, global, core), and 5% commodities. Built to balance growth and stability.
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 Multi-asset label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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 picks a long-term mix of stocks, bonds, and commodities that historically delivered the best return for its level of risk, then holds that mix. Stocks are split across U.S. sectors and overseas markets. Bonds blend Treasuries and corporates, plus some foreign bonds. A small slice goes to commodities. Rebalance as needed.
A simple, globally diversified mix designed to get the most return for the risk taken: about 65% stocks (U.S. sectors plus developed and emerging overseas), 30% bonds (Treasuries, corporates, global, core), and 5% commodities. Built to balance growth and stability.
Out-of-sample, this strategy delivers stronger risk-adjusted performance than the S&P: Sharpe 1.20 vs 1.10, beta ~0.62, max drawdown 11% vs 18.8%, and Calmar 1.21. Lower downside and steadier growth with competitive returns.
The tangency portfolio offers the maximum return for a given level of risk. It represents the ideal combination of risk-free assets (like government bonds) and risky assets (stocks, bonds, etc.) for the best possible return per unit of risk. The tangency portfolio is the most efficient portfolio, balancing risk and return optimally. Diversification: The tangency portfolio is fully diversified. It incorporates a mix of assets that minimizes risk by spreading it across different investments, reducing the impact of any single asset's poor performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, diversified, efficient frontier, global multi-asset, strategic asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 33.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.86% | ||
| Return, trailing 1 month (out-of-sample) | -0.25% | ||
| Return, trailing 1 year (out-of-sample) | 14.70% | ||
| Return, trailing 3 months (out-of-sample) | 1.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.04% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.99% |
Composer Technologies · Composer
Composer Technologies · Composer
