Composer · investment strategy
by Composer Technologies · via Composer
A diversified, inflation-aware portfolio: roughly 43% in handpicked stocks plus gold, T‑Bills, managed futures, and hedging ETFs. It aims to hold up when inflation and rates rise, while staying different from a standard stock-only portfolio.
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 Fundamental research 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.
It’s a set-and-rebalance mix built for inflation resilience. About 43% is in selected stocks (energy, financials, tech, industrials, staples, utilities, materials). The rest is gold, T‑Bills, managed futures, and hedges (rate hedge, tail‑risk, anti‑beta, volatility carry). Once a year it’s reset to targets.
A diversified, inflation-aware portfolio: roughly 43% in handpicked stocks plus gold, T‑Bills, managed futures, and hedging ETFs. It aims to hold up when inflation and rates rise, while staying different from a standard stock-only portfolio.
Out-of-sample edge: 18.20% return vs 17.68% (S&P); Sharpe 1.61 vs 1.34; drawdown 6.4% vs 8.9%; beta ~0.49. A diversified, inflation-ready strategy with higher risk-adjusted gains and lower market risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | diversified equities, energy tilt, gold exposure, inflation hedge, low correlation, managed futures, market neutral, multi-asset, tail risk, volatility carry | ||
| Asset classes / instruments | equities |
| Rebalance frequency | yearly |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.87% | ||
| Return, trailing 1 month (out-of-sample) | 0.60% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.84 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.40% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.79% |
Collective2
Quantbase · Surmount
