Composer · investment strategy
by Composer Technologies · via Composer
Ray Dalio–inspired All Weather: a simple, set-and-rebalance mix of US stocks, Treasuries, commodities, and gold designed to hold up across different economic climates.
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.
Hold a fixed mix meant to handle any economy: 30% VTI (total US stocks), 55% US Treasuries (40% TLT long-term + 15% IEF mid-term), and 15% inflation fighters (7.5% DBC broad commodities, 7.5% GLD gold). No timing. Rebalance once a year back to these targets.
Ray Dalio–inspired All Weather: a simple, set-and-rebalance mix of US stocks, Treasuries, commodities, and gold designed to hold up across different economic climates.
All-Weather diversification: a fixed stock/bond/commodity/gold mix designed to endure cycles. Out-of-sample results show smoother risk, lower drawdowns, and competitive risk-adjusted results versus the S&P 500, with inflation hedging and simple annual rebalancing.
From the legendary investor and founder of Bridgewater, Ray Dalio. The All Weather portfolio was modeled after Bridgewater’s risk-parity All Weather Fund. This portfolio is made up of assets that do well in different economic seasons and is intended to weather any storm. This strategy was developed by Ray Dalio and adapted into a symphony 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) | asset allocation, buy-and-hold, diversified, inflation hedge, long-only, multi-asset etf, risk parity | ||
| Asset classes / instruments | equities |
| Rebalance frequency | yearly |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.37% | ||
| Return, trailing 1 month (out-of-sample) | -1.55% | ||
| Return, trailing 1 year (out-of-sample) | 5.47% | ||
| Return, trailing 3 months (out-of-sample) | -0.20% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.15 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.47% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.03% |
SoFi Wealth · SoFi
Composer Technologies · Composer
