Composer · investment strategy
by Composer Technologies · via Composer
Simple five‑ETF mix: 40% global stocks (VT), 20% global bonds (BNDW), 40% alternatives split equally among a style‑premia fund (FLSP), broad commodities (SDCI), and gold (FGDL). Aims for diversification with minimal funds.
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.
Targets: 40% VT (owns thousands of stocks worldwide), 20% BNDW (investment‑grade bonds from around the world), 40% alts split equally: FLSP (multi‑strategy fund seeking returns not tied to markets), SDCI (broad commodities like energy, metals, agriculture), FGDL (physical gold). Buy‑and‑hold with no set rebalancing; weights are goals you can nudge back toward over time.
Simple five‑ETF mix: 40% global stocks (VT), 20% global bonds (BNDW), 40% alternatives split equally among a style‑premia fund (FLSP), broad commodities (SDCI), and gold (FGDL). Aims for diversification with minimal funds.
Out-of-sample: a diversified 5-ETF mix with stronger risk-adjusted performance vs the S&P — Sharpe 1.49 vs 1.39, Calmar 2.96, max drawdown 4.86% vs 8.89%. Annualized return 14.39% vs SPY's 18.63%— but notably smoother, with better downside protection.
The building blocks. Utilizing as few instruments as possible.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | buy-and-hold, diversification, global asset allocation, multi-asset, stocks-bonds-alternatives | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.02% | ||
| Return, trailing 1 month (out-of-sample) | -0.68% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.24% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.96 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.86% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.37% |
Composer Technologies · Composer
Composer Technologies · Composer
