Surmount · investment strategy
by Quantbase · via Surmount
Invests in defensive stocks across sectors like consumer staples, healthcare, and utilities — companies that stay strong when the economy slows. Designed for stability, this strategy aims to protect capital and deliver steady returns during downturns.
Description from Surmount
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.
“Invests in defensive stocks across sectors like consumer staples, healthcare, and utilities”
31 positions as of 2026-10-20
by the source.
Top 25 of 31 shown.
Fitted to 120 returns (model) from 2025-11-05 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.92 · Holdings take precedence for verdicts.
Beta to the S&P 500: 0.09 (90%: -0.08 to 0.23)
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.
0.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-20
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 87% · 2026-10-20
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.
2 missing
The text the rules are quoted from, with where it came from.
Invests in defensive stocks across sectors like consumer staples, healthcare, and utilities — companies that stay strong when the economy slows. Designed for stability, this strategy aims to protect capital and deliver steady returns during downturns.
Invests in recession-resistant stocks
Invests in defensive stocks across sectors like consumer staples, healthcare, and utilities — companies that stay strong when the economy slows. Designed for stability, this strategy aims to protect capital and deliver steady returns during downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | equity | 2026-10-20 |
| Minimum investment | $100 | 2026-10-20 |
| Industry weights (Surmount) | Healthcare: 14.1% · Industrials: 1.6% · Real Estate: 16.4% · Consumer Cyclical: 6.2% · Consumer Defensive: 60.2% · Financial Services: 1.5% | 2026-10-20 |
| Investors following (Surmount) | 14 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 3.76% | ||
| Return, 1 year (Surmount tracking) (model tracking) | 4.38% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | -0.92% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 7.15% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 20.16% |
| Maximum drawdown (Surmount tracking) (model tracking) | -18.69% |
| Risk score (Surmount) | 2.59 | 2026-10-20 |
