Quantbase · investment strategy
by Quantbase
An annually-rebalancing strategy consisting of US defense, energy, and commodity securities.
Description from Quantbase
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.
“assets linked to global defense, energy, and conflict resilience”
“This strategy rebalances annually.”
“consisting of US defense, energy, and commodity securities”
“Fixed-weight portfolio”
No published holdings for this strategy.
Fitted to 120 returns (composite) from 2024-06-18 to 2026-10-01. An estimate, not holdings: it can't name stocks.
· : 0.73 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.11 (90%: 1.04 to 1.21)
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.
Composer Technologies · Composer
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.
4 missing
The text the rules are quoted from, with where it came from.
Fixed-weight portfolio of assets linked to global defense, energy, and conflict resilience
The world is entering an era of geopolitical instability as the post World War II order devolves. This strategy invests in companies and commodities that could benefit from a structurally more adversarial world. More defense spending, more energy volatility, and more currency instability. This strategy rebalances annually.
This portfolio was co-created with our partner, RoundlyX , a venture-backed firm making round-ups into digital and real assets easy.;Most publicly-traded gun manufacturers are small on the market cap scale, and don't influence sector or broad market ETFs.;Some ETF managers, especially those running ESG (environmental, social and governance) funds, regularly screen our controversial companies like those in the firearms/civilian defense space.
A portion of the companies in this fund are small-cap, and therefore may have higher volatility than the S&P 500. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
An annually-rebalancing strategy consisting of US defense, energy, and commodity securities.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-10-01 | 2026-10-04 | |
| Rebalance frequency | quarterly | 2026-10-04 |
| Brokerage / custodian | Alpaca | 2026-10-04 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-04 | 2026-10-04 |
| Partner (Quantbase data field) | roundlyx | 2026-10-04 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: RoundlyX Global Arms Race and Conflict Fund · covers: 1 · source_key: quantbase_surmount|7 · original_name: RoundlyX Global Arms Race and Conflict Fund |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.59 | 2026-10-04 | |
| Correlation to SPY (full history) (client composite) | 0.59 | 2026-10-04 |
| Annual return (Quantbase data field) (basis not stated) | 13.38% | 2026-10-04 | |
| Backtest end date (Quantbase data field) | 2023-04-01 | 2026-10-04 | |
| Return since chart start (cumulative) (client composite) | 47.86% | 2026-10-04 | |
| Return, rolling 1 year (client composite) | -8.08% | 2026-10-04 |
| Daily volatility over the chart range (client composite) | 1.02% | 2026-10-04 | |
| Max drawdown over the chart range (client composite) | -22.68% | 2026-10-04 | |
| Monthly volatility over the chart range (client composite) | 5.10% | 2026-10-04 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.67 | 2026-10-04 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 16.19% | 2026-10-04 |
| Qualitative risk score (Quantbase data field) | 3 | 2026-10-04 | |
| Risk score 0-5 (Quantbase) | 3.31 | 2026-10-04 |
| Experience minimum: bonds | 0 | 2026-10-04 | |
| Experience minimum: crypto | 0 | 2026-10-04 | |
| Experience minimum: equity | 0 | 2026-10-04 | |
| Experience minimum: leverage | 0 | 2026-10-04 | |
| Experience minimum: options | 0 | 2026-10-04 |
Collective2
Composer Technologies · Composer
