Side-by-side comparison

Compare investment strategies

80/20 Aggressive Growth Portfolio vs Domestic Leveraged Sector Trend Rotation

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.

8.9%

—

14.3%

67.1%Best

21.6%

11.6%Best

0.60

4.69Best

-41.3%

-1.3%Best

Minimum investment

$100

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Each source uses its own scale

5(1-5 risk tolerance (AInvest))

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Holdings

—

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.

80/20 Aggressive Growth PortfolioBacktestup 77.8%
S&P 500 ETFup 84.5%

No published history to chart: Domestic Leveraged Sector Trend Rotation.

Every published figureShow 38 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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crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

long-term-wealth-accumulation, active-trading-tactical-allocation

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Section on AInvest's ETF portfolio page

Popular

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Tags (AInvest)

aggressive, growth

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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)

13.53%

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Return, last 30 days (backtest)

2.48%

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Return, last 365 days (backtest)

8.88%

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Return, last 90 days (backtest)

0.35%

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

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67.14%

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

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4.80%

Return, trailing 1 month (out-of-sample)

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4.80%

Return, whole backtest (annualized) (backtest)

14.28%

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Return, whole backtest (cumulative) (backtest)

183.97%

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Return, year to date (backtest)

10.03%

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Risk metrics

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

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53.07

Maximum drawdown period (AInvest)

peak: 2019-12 · months: 3 · trough: 2020-03

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Maximum drawdown, backtest period (backtest)

-30.50%

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

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-1.27%

Maximum drawdown, whole backtest (backtest)

-41.30%

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Sharpe ratio, backtest period (backtest)

0.40

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

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4.69

Sharpe ratio, whole backtest (backtest)

0.60

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Sortino ratio, whole backtest (backtest)

0.86

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

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11.60%

Volatility, whole backtest (backtest)

21.56%

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Cost & access

Minimum investment

$100

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Construction

Rebalance corridor width

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1.00%

Rebalance frequency

monthly

none

Risk score

Risk tolerance (AInvest)

aggressive

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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