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60/40 Balanced Allocation Portfolio vs Defensive Sector/Bond Switch with SPY-QQQ Offense

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Backtest, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

13.0%

—

8.0%

11.2%Best

22.8%

2.9%Best

0.33

3.90Best

-38.9%

-0.8%Best

Minimum investment

$100

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Each source uses its own scale

3(1-5 risk tolerance (AInvest))

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Holdings

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90%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

60/40 Balanced Allocation PortfolioBacktestup 59.7%
S&P 500 ETFup 84.5%

No published history to chart: Defensive Sector/Bond Switch with SPY-QQQ Offense.

Every published figureShow 36 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

retirement-planning, long-term-wealth-accumulation

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Section on AInvest's ETF portfolio page

Popular

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Tags (AInvest)

balanced, core

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Scores

AInvest cost score (0-100)

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AInvest diversification score (0-100)

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AInvest momentum score (0-100)

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AInvest overall score (0-100)

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AInvest return score (0-100)

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AInvest risk score (0-100)

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Returns

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

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Return, backtest period (annualized) (backtest)

7.50%

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Return, last 30 days (backtest)

1.30%

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Return, last 365 days (backtest)

12.99%

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Return, last 90 days (backtest)

1.16%

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Return, out-of-sample period (annualized) (out-of-sample)

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11.23%

Return, out-of-sample period (cumulative) (out-of-sample)

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0.81%

Return, whole backtest (annualized) (backtest)

7.98%

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Return, whole backtest (cumulative) (backtest)

82.22%

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Return, year to date (backtest)

4.94%

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Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

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14.66

Maximum drawdown period (AInvest)

peak: 2021-08 · months: 26 · trough: 2023-10

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Maximum drawdown, backtest period (backtest)

-30.58%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-0.77%

Maximum drawdown, whole backtest (backtest)

-38.85%

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Sharpe ratio, backtest period (backtest)

0.13

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Sharpe ratio, out-of-sample period (out-of-sample)

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3.90

Sharpe ratio, whole backtest (backtest)

0.33

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Sortino ratio, whole backtest (backtest)

0.47

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Standard deviation, out-of-sample period (out-of-sample)

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2.89%

Volatility, whole backtest (backtest)

22.85%

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Cost & access

Minimum investment

$100

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Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

moderate

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Risk tolerance 1-5 (AInvest)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources