Side-by-side comparison

Compare investment strategies

Value Quality Rotation vs SPY vs RSP RSI Large-Cap Growth/Value 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.

4.1%

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18.8%

43.4%Best

22.4%

13.2%Best

0.76

2.82Best

-34.9%

-4.1%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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factor rotation, growth vs value, momentum signal, monthly rebalance, us equities

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

Multi-Factor

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Tags (AInvest)

balanced, tactical

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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)

19.02%

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Return, last 30 days (backtest)

-2.44%

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Return, last 365 days (backtest)

4.10%

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Return, last 90 days (backtest)

5.50%

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

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43.35%

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

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27.50%

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

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1.85%

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

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7.27%

Return, whole backtest (annualized) (backtest)

18.82%

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Return, whole backtest (cumulative) (backtest)

284.97%

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Return, year to date (backtest)

5.22%

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Risk metrics

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

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10.69

Maximum drawdown period (AInvest)

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

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Maximum drawdown, backtest period (backtest)

-31.42%

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

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-4.05%

Maximum drawdown, whole backtest (backtest)

-34.94%

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Sharpe ratio, backtest period (backtest)

0.73

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

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2.82

Sharpe ratio, whole backtest (backtest)

0.76

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Sortino ratio, whole backtest (backtest)

1.07

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

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13.16%

Volatility, whole backtest (backtest)

22.36%

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Cost & access

Minimum investment

$100

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Construction

Rebalance frequency

monthly

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