Side-by-side comparison

Compare investment strategies

Defense Technology vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

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.

19.1%

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12.4%

138.6%Best

32.6%

22.9%Best

0.44

4.29Best

-73.9%

-2.7%Best

Minimum investment

$100

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Each source uses its own scale

4(1-5 risk tolerance (AInvest))

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Holdings

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90%Best

40%

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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commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

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

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Section on AInvest's ETF portfolio page

Thematic

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Tags (AInvest)

balanced, thematic

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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)

11.84%

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Return, last 30 days (backtest)

1.18%

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Return, last 365 days (backtest)

19.14%

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Return, last 90 days (backtest)

-2.12%

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

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138.64%

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

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3.87%

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

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8.12%

Return, whole backtest (annualized) (backtest)

12.37%

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Return, whole backtest (cumulative) (backtest)

148.79%

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Return, year to date (backtest)

23.62%

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Risk metrics

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

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51.98

Maximum drawdown period (AInvest)

peak: 2021-01 · months: 50 · trough: 2025-03

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Maximum drawdown, backtest period (backtest)

-67.70%

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

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-2.67%

Maximum drawdown, whole backtest (backtest)

-73.92%

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Sharpe ratio, backtest period (backtest)

0.21

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

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4.29

Sharpe ratio, whole backtest (backtest)

0.44

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Sortino ratio, whole backtest (backtest)

0.62

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

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22.88%

Volatility, whole backtest (backtest)

32.65%

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Cost & access

Minimum investment

$100

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Construction

Rebalance corridor width

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10.00%

Rebalance frequency

monthly

none

Risk score

Risk tolerance (AInvest)

moderate-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