Surmount · investment strategy
by Quantbase · via 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.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
“selects the top 20 recipients of government contracts”
“This portfolio is rebalanced at the start of every month.”
“weighted by the values of the announced contracts”
21 positions as of 2026-10-20
by the source.
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. : 78% · 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.
3 missing
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
The Top Gov Contract Recipients Strategy selects the top 20 recipients of government contracts, weighted by the values of the announced contracts. Each company's government contracts are measured with an exponential moving average to favor more recent contracts, while still weighing historical contracts. This portfolio is rebalanced at the start of every month.
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) | Utilities: 0.1% · Healthcare: 20.8% · Technology: 22.2% · Industrials: 54.9% · Real Estate: 0.0% · Basic Materials: 0.0% · Consumer Cyclical: 0.5% · Consumer Defensive: 0.2% · Financial Services: 1.3% · Communication Services: 0.0% | 2026-10-20 |
| Investors following (Surmount) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 4.48% | ||
| Total return (Surmount tracking) (model tracking) | 24.11% |
| Maximum drawdown (Surmount tracking) (model tracking) | -30.08% |
| Risk score (Surmount) | 2.92 | 2026-10-20 |
