Side-by-side comparison

Compare investment strategies

Value Quality Rotation 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.

4.1%

—

18.8%

138.6%Best

22.4%Best

22.9%

0.76

4.29Best

-34.9%

-2.7%Best

Minimum investment

$100

—

Each source uses its own scale

4(1-5 risk tolerance (AInvest))

—

Holdings

—

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)

—

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

—

Section on AInvest's ETF portfolio page

Multi-Factor

—

Tags (AInvest)

balanced, tactical

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

—

AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Returns

Best and worst calendar year (AInvest)

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

—

Return, backtest period (annualized) (backtest)

19.02%

—

Return, last 30 days (backtest)

-2.44%

—

Return, last 365 days (backtest)

4.10%

—

Return, last 90 days (backtest)

5.50%

—

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

—

138.64%

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

—

3.87%

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

—

8.12%

Return, whole backtest (annualized) (backtest)

18.82%

—

Return, whole backtest (cumulative) (backtest)

284.97%

—

Return, year to date (backtest)

5.22%

—

Risk metrics

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

—

51.98

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-31.42%

—

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

—

-2.67%

Maximum drawdown, whole backtest (backtest)

-34.94%

—

Sharpe ratio, backtest period (backtest)

0.73

—

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

—

4.29

Sharpe ratio, whole backtest (backtest)

0.76

—

Sortino ratio, whole backtest (backtest)

1.07

—

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

—

22.88%

Volatility, whole backtest (backtest)

22.36%

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

monthly

none

Risk score

Risk tolerance (AInvest)

moderate-aggressive

—

Risk tolerance 1-5 (AInvest)

—

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