Composer · investment strategy
by Composer Technologies · via Composer
A low‑cost, globally diversified 11‑ETF portfolio: 45% stocks, 40% bonds, 15% real assets (gold, commodities, real estate). Built to smooth the ride across market cycles with infrequent, threshold‑based rebalancing. JPIB and USCI are performance picks.
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’s a buy‑and‑hold mix of 11 low‑cost ETFs spread across US/international stocks (45%), bonds (40%), and real assets—gold, commodities, and real estate (15%). Funds were picked mainly for low fees and broad coverage; JPIB and USCI were chosen for strong past performance. Rebalance only if weights drift ~2% from target.
A low‑cost, globally diversified 11‑ETF portfolio: 45% stocks, 40% bonds, 15% real assets (gold, commodities, real estate). Built to smooth the ride across market cycles with infrequent, threshold‑based rebalancing. JPIB and USCI are performance picks.
Global, low-cost ETF mix delivering superior risk-adjusted performance: out-of-sample Sharpe ~1.46 vs ~1.03, max drawdown ~8.6% vs ~18.8%, and Calmar ~1.61, offering smoother, more durable growth than the S&P 500.
Taken from Morningstar Diversification study in 2024. Each asset class is chosen separately based primarily on management fees and coverage. JPIB and USCI are selected on performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, diversified, etfs, global stocks, inflation hedge, multi-asset, real assets, strategic allocation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.00% | ||
| Return, trailing 1 month (out-of-sample) | -1.05% | ||
| Return, trailing 1 year (out-of-sample) | 10.42% | ||
| Return, trailing 3 months (out-of-sample) | 0.41% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.62% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.18% |
SoFi Wealth · SoFi
Composer Technologies · Composer
