Side-by-side comparison

Compare investment strategies

Municipal Cash Plus vs Leveraged Tech Trend with KMLM Diversifier (Wash Sale)

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.

12.4%

55.9%Best

14.7%Best

1.1%

26.0%

18.8%Best

0.55Best

0.15

-40.9%

-4.5%Best

Minimum investment

$100

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Each source uses its own scale

1(1-5 risk tolerance (AInvest))

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Holdings

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80%Best

40%

Every published figureShow 39 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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leveraged etfs, managed futures, risk-on/risk-off, tactical allocation, tax-loss harvesting, trend-following, volatility targeting

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

short-term-savings, monthly-income-dividend-cash-flow

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Section on AInvest's ETF portfolio page

Cash Alternative

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Tags (AInvest)

defensive, tax aware

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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)

14.00%

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Return, last 30 days (backtest)

2.87%

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Return, last 365 days (backtest)

12.36%

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Return, last 90 days (backtest)

3.88%

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

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1.06%

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

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0.11%

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

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-0.13%

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

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55.89%

Return, trailing 3 months (out-of-sample)

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15.05%

Return, whole backtest (annualized) (backtest)

14.66%

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Return, whole backtest (cumulative) (backtest)

191.42%

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Return, year to date (backtest)

25.98%

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Risk metrics

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

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0.24

Maximum drawdown period (AInvest)

peak: 2021-10 · months: 14 · trough: 2022-12

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Maximum drawdown, backtest period (backtest)

-36.95%

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

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-4.46%

Maximum drawdown, whole backtest (backtest)

-40.88%

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Sharpe ratio, backtest period (backtest)

0.39

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

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0.15

Sharpe ratio, whole backtest (backtest)

0.55

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Sortino ratio, whole backtest (backtest)

0.78

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

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18.78%

Volatility, whole backtest (backtest)

25.96%

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Cost & access

Minimum investment

$100

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Construction

Rebalance frequency

monthly

daily

Risk score

Risk tolerance (AInvest)

conservative

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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