Composer · investment strategy
by Composer Technologies · via Composer
A static, hedged, multi‑asset portfolio aiming for low ups‑and‑downs and solid growth by pairing durable companies with gold, the yen, and inverse ETFs that gain in selloffs. Rebalanced daily to keep the mix constant.
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 fixed mix of many stocks plus gold and currencies. No timing rules—just daily rebalancing back to set weights. It blends steady, high‑quality businesses (healthcare, semiconductors, staples, utilities, insurers, defense, energy) with positions that often rise when markets fall (inverse stock ETFs, long Japanese yen, VIX, short euro, short long‑term bonds). Goal: smoother returns.
A static, hedged, multi‑asset portfolio aiming for low ups‑and‑downs and solid growth by pairing durable companies with gold, the yen, and inverse ETFs that gain in selloffs. Rebalanced daily to keep the mix constant.
Why invest: out-of-sample Sharpe 2.61 vs S&P 1.36, drawdowns 2.4% vs 8.9%, Calmar ~6.0, and positive alpha. A hedged, low-beta mix delivers smoother, more resilient, risk-adjusted returns than the S&P.
This is a fully static group of stocks, alternatives, and assets that is designed to exhibit as low as possible volatility without needing any rules or conditional triggers while seeing positive return that is better than 10% per year. The individual stocks selected here are selected and weighted specifically to minimize correlation to the grouping as a whole. Obviously - these things are subject to change, but the grouping was built in 2022 (was not built in composer originally) and this has continued to do well.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | currency hedges, daily rebalance, defensive quality, global, hedged equity, inverse/leveraged etfs, low-volatility, multi-asset, static allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.60% | ||
| Return, trailing 1 month (out-of-sample) | 2.14% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.73% |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.03 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 5.33% |
SoFi Wealth · SoFi
Composer Technologies · Composer
