AInvest · investment strategy
by AInvest
It is a defensive U.S. Treasury portfolio focused on one- to three-year maturities for capital preservation and predictable income.
Description from AInvest
of the return and risk figures:calculated by us from AInvest’s daily returns (its own figures are under Backtest)
Our checks found a problem with this data
Read its figures with care.
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
5 positions as of 2026-10-01
by the source.
Fitted to 252 returns (backtest) from 2025-10-24 to 2026-10-26. An estimate, not holdings: it can't name stocks.
· : 0.31 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.22 (90%: 0.13 to 0.35)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
1.7% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 92% · 2026-10-01
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-01
Strategies that share its Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
2 missing
The text the rules are quoted from, with where it came from.
It is a defensive U.S. Treasury portfolio focused on one- to three-year maturities for capital preservation and predictable income.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | equities, fixed income | 2026-10-28 | |
| Investment purpose (AInvest) | short-term-savings, retirement-planning | 2026-10-28 | |
| Section on AInvest's ETF portfolio page | Cash Alternative | 2026-10-28 | |
| Tags (AInvest) | defensive, income | 2026-10-28 |
| Rebalance frequency | monthly | 2026-10-28 |
| Minimum investment | $100 | 2026-10-28 |
| Data warnings (Light Horse consistency checks) | show[ "Holds 33% in stock funds, though it's described as a Treasury portfolio." ] | 2026-10-28 |
| Equity region weights (AInvest) | North America: 100.0% | 2026-10-28 | |
| Equity sector weights (AInvest) | Utilities: 25.0% · Healthcare: 35.0% · Consumer Cyclical: 0.6% · Consumer Defensive: 38.8% · Financial Services: 0.6% | 2026-10-28 |
| Best and worst calendar year (AInvest) | best: [object Object] · worst: [object Object] | 2026-10-28 | |
| Return, backtest period (annualized) (backtest) | 11.31% | 2026-10-28 | |
| Return, last 30 days (backtest) | 3.10% | 2026-10-26 | |
| Return, last 365 days (backtest) | 10.80% | 2026-10-26 | |
| Return, last 90 days (backtest) | 0.44% | 2026-10-26 | |
| Return, whole backtest (annualized) (backtest) | 12.08% | 2026-10-26 | |
| Return, whole backtest (cumulative) (backtest) | 143.83% | 2026-10-26 | |
| Return, year to date (backtest) | 14.12% | 2026-10-26 |
| Maximum drawdown period (AInvest) | peak: 2019-12 · months: 3 · trough: 2020-03 | 2026-10-28 | |
| Maximum drawdown, backtest period (backtest) | -26.14% | 2026-10-28 | |
| Maximum drawdown, whole backtest (backtest) | -37.61% | 2026-10-26 | |
| Sharpe ratio, backtest period (backtest) | 0.35 | 2026-10-28 | |
| Sharpe ratio, whole backtest (backtest) | 0.56 | 2026-10-26 | |
| Sortino ratio, whole backtest (backtest) | 0.80 | 2026-10-26 | |
| Volatility, whole backtest (backtest) | 18.38% | 2026-10-26 |
| Risk tolerance (AInvest) | conservative | 2026-10-28 | |
| Risk tolerance 1-5 (AInvest) | 1 | 2026-10-28 |
| AInvest cost score (0-100) | 75 | 2026-10-28 | |
| AInvest diversification score (0-100) | 40 | 2026-10-28 | |
| AInvest momentum score (0-100) | 60 | 2026-10-28 | |
| AInvest overall score (0-100) | 61 | 2026-10-28 | |
| AInvest return score (0-100) | 58 | 2026-10-28 | |
| AInvest risk score (0-100) | 71 | 2026-10-28 |
Composer Technologies · Composer
Composer Technologies · Composer