Quantbase · investment strategy
by Quantbase
Bottom-up approach creating a balanced portfolio spanning growth, value, and income-generating equities, with a top-down thematic overlay targeting industries expected to outperform over a 3 – 5 year horizon.
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.
“balanced portfolio spanning growth, value, and income-generating equities”
“top-down thematic overlay targeting industries expected to outperform over 3-5 years”
“top-down thematic overlay targeting industries expected to outperform over a 3 – 5 year horizon”
35 positions as of 2026-10-08 · 4 snapshots on file
by the source.
Top 25 of 35 shown.
Fitted to 252 returns (composite) from 2025-10-17 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.80 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.19 (90%: 1.11 to 1.30)
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.
18.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-08
0.0% of weight in (SPY: 0%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-08
Strategies that share its Fundamental research 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.
3 missing
The text the rules are quoted from, with where it came from.
Balanced across growth, value and income equities with top-down thematic overlay targeting industries expected to outperform over 3-5 years
Bottom-up approach creating a balanced portfolio spanning growth, value, and income-generating equities, with a top-down thematic overlay targeting industries expected to outperform over a 3 – 5 year horizon.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-10-08 | 2026-10-05 |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| 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: Balanced Equities Fund with Thematic Overlay · covers: 1 · source_key: quantbase_surmount|21 · original_name: Balanced Equities Fund |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.72 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.72 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 28.58% | 2026-10-05 | |
| Annualized return since inception (Lighthorse, daily, composite) | 28.54% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2025-05-15 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 41.79% | 2026-10-05 | |
| Return, last 365 days (Lighthorse, daily, composite) | 21.74% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 20.08% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.01% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -12.27% | 2026-10-05 | |
| Maximum drawdown since inception (Lighthorse, daily, composite) | -12.27% | 2026-10-05 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, composite) | -12.27% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 5.07% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 1.41 | 2026-10-05 | |
| Sharpe ratio since inception (Lighthorse, daily, composite) | 1.19 | 2026-10-05 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, composite) | 0.85 | 2026-10-05 | |
| Sortino ratio, last 365 days (Lighthorse, daily, composite) | 1.22 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 16.03% | 2026-10-05 | |
| Volatility since inception (Lighthorse, daily, composite) | 18.96% | 2026-10-05 | |
| Volatility, last 365 days (Lighthorse, daily, composite) | 20.55% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 3 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 2.46 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
Collective2
Quantbase · Surmount
