Composer · investment strategy
by Composer Technologies · via Composer
An active, value‑tilted U.S. stock mix with a large inflation‑beneficiaries sleeve, plus small allocations to leverage and income. Designed to favor cheaper, real‑economy businesses. Rebalanced quarterly.
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.
A quarterly rebalanced mix of six active stock funds:<br>- 25% MVPA: buys cheaper, out‑of‑favor U.S. companies (Miller Value).<br>- 25% INFL: businesses that benefit when energy/metals prices rise.<br>- 25% FUND: concentrated value picks (Sprott Focus).<br>- 15% GSPY: S&P 500, tilted to cheaper stocks to try to beat it.<br>- 5% MVPL: similar to Miller Value, with some leverage (amplifies moves).<br>- 5% HIGH: seeks extra income using options.
An active, value‑tilted U.S. stock mix with a large inflation‑beneficiaries sleeve, plus small allocations to leverage and income. Designed to favor cheaper, real‑economy businesses. Rebalanced quarterly.
Out-of-sample, this value tilt with inflation bias delivers lower beta, similar max drawdown, and solid risk-adjusted exposure vs. the S&P. Diversified sleeves offer inflation upside, income, and modest leverage for potential excess return.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | active management, income, inflation beneficiaries, multi‑manager, quarterly rebalance, us stocks, value tilt | ||
| Asset classes / instruments | equities |
| Rebalance frequency | quarterly |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.18% | ||
| Return, trailing 1 month (out-of-sample) | -4.24% | ||
| Return, trailing 1 year (out-of-sample) | 16.16% | ||
| Return, trailing 3 months (out-of-sample) | 3.01% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.02% |
Collective2
Quantbase · Surmount
