AInvest · investment strategy
by AInvest
It is a globally diversified equity portfolio using factor tilts and minimum-variance principles to manage portfolio volatility.
Description from AInvest
of the return and risk figures:calculated by us from AInvest’s daily returns (its own figures are under Backtest)
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.
7 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.
· : 0.41 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.11 (90%: 0.07 to 0.19)
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.
1.5% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 95% · 2026-10-01
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-01
Strategies that share its Conservative risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Interactive Advisors
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.
1 missing
The text the rules are quoted from, with where it came from.
It is a globally diversified equity portfolio using factor tilts and minimum-variance principles to manage portfolio volatility.
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) | long-term-wealth-accumulation, retirement-planning | 2026-10-28 | |
| Section on AInvest's ETF portfolio page | Multi-Factor | 2026-10-28 | |
| Tags (AInvest) | defensive, global | 2026-10-28 |
| Rebalance frequency | monthly | 2026-10-28 |
| Minimum investment | $100 | 2026-10-28 |
| Equity region weights (AInvest) | Asia: 0.2% · Europe: 0.5% · Latin America: 0.1% · North America: 99.2% | 2026-10-28 | |
| Equity sector weights (AInvest) | Energy: 1.3% · Utilities: 30.5% · Healthcare: 27.5% · Technology: 11.4% · Industrials: 2.0% · Real Estate: 0.9% · Basic Materials: 0.4% · Consumer Cyclical: 2.0% · Consumer Defensive: 17.8% · Financial Services: 4.6% · Communication Services: 1.7% | 2026-10-28 |
| Best and worst calendar year (AInvest) | best: [object Object] · worst: [object Object] | 2026-10-28 | |
| Return, backtest period (annualized) (backtest) | 8.38% | 2026-10-28 | |
| Return, last 30 days (backtest) | 3.99% | 2026-10-26 | |
| Return, last 365 days (backtest) | 5.70% | 2026-10-26 | |
| Return, last 90 days (backtest) | 0.16% | 2026-10-26 | |
| Return, whole backtest (annualized) (backtest) | 9.15% | 2026-10-26 | |
| Return, whole backtest (cumulative) (backtest) | 98.24% | 2026-10-26 | |
| Return, year to date (backtest) | 6.18% | 2026-10-26 |
| Maximum drawdown period (AInvest) | peak: 2020-01 · months: 2 · trough: 2020-03 | 2026-10-28 | |
| Maximum drawdown, backtest period (backtest) | -21.25% | 2026-10-28 | |
| Maximum drawdown, whole backtest (backtest) | -32.28% | 2026-10-26 | |
| Sharpe ratio, backtest period (backtest) | 0.25 | 2026-10-28 | |
| Sharpe ratio, whole backtest (backtest) | 0.48 | 2026-10-26 | |
| Sortino ratio, whole backtest (backtest) | 0.66 | 2026-10-26 | |
| Volatility, whole backtest (backtest) | 14.78% | 2026-10-26 |
| Risk tolerance (AInvest) | moderate-conservative | 2026-10-28 | |
| Risk tolerance 1-5 (AInvest) | 2 | 2026-10-28 |
| AInvest cost score (0-100) | 60 | 2026-10-28 | |
| AInvest diversification score (0-100) | 55 | 2026-10-28 | |
| AInvest momentum score (0-100) | 90 | 2026-10-28 | |
| AInvest overall score (0-100) | 66 | 2026-10-28 | |
| AInvest return score (0-100) | 45 | 2026-10-28 | |
| AInvest risk score (0-100) | 90 | 2026-10-28 |
Quantbase
SoFi Wealth · SoFi