Composer · investment strategy
by Composer Technologies · via Composer
A monthly, risk-aware mix of gold, inflation‑linked bonds, long‑term bonds, and low‑volatility U.S. stocks. It shifts money away from the most volatile assets and toward the calmest, aiming for smoother, steadier returns.
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 Conservative risk label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
Quantbase
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 holds four ETFs: GLD (gold), TIP (inflation‑protected U.S. Treasury bonds), BLV (long‑term U.S. bonds), and USMV (U.S. stocks chosen for steadier behavior). Each month it checks how “bumpy” each was over the last ~1 month (26 trading days). The bumpier an ETF, the less it gets; the calmer, the more it gets. Volatility = how much prices have been jumping around. This aims to keep swings smaller while staying diversified.
A monthly, risk-aware mix of gold, inflation‑linked bonds, long‑term bonds, and low‑volatility U.S. stocks. It shifts money away from the most volatile assets and toward the calmest, aiming for smoother, steadier returns.
Risk-aware, diversified mix (GLD, TIP, BLV, USMV) with monthly rebalancing; out-of-sample drawdowns around 17.5% vs 22% for the S&P, delivering a calmer ride and steadier, inflation-conscious diversification.
Smooth and steady. Gold, bonds, and low-volatility stocks. This strategy aims for steady, low volatility returns by dynamically adjusting asset allocations depending on how volatile each has been. The more volatile an asset, the lower your exposure. This symphony was developed by Composer. By choosing to trade this strategy, you understand that the strategy employs ETFs, and that you understand the associated risks of trading, holding, and costs associated with ETFs, and also leveraged ETFs. Before investing in ANY strategy containing an ETF, please review the relevant ETF prospectus.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | diversification, gold, inverse volatility, long-term bonds, low-volatility equities, monthly rebalance, multi-asset, risk-based allocation, tips | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.39% | ||
| Return, trailing 1 month (out-of-sample) | -1.79% | ||
| Return, trailing 1 year (out-of-sample) | -0.58% | ||
| Return, trailing 3 months (out-of-sample) | -1.79% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.21 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.42% |
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