AInvest · investment strategy
by AInvest
It is a systematic equity portfolio targeting companies with attractive valuations, strong profitability, and durable revenue growth.
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.
9 positions as of 2026-10-26
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.
· : 0.29 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.71 (90%: 0.56 to 0.85)
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.
0.7% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-26
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-26
Strategies that share its Factor / smart beta label, from other sources first, strongest risk-adjusted return first.
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.
1 missing
The text the rules are quoted from, with where it came from.
It is a systematic equity portfolio targeting companies with attractive valuations, strong profitability, and durable revenue growth.
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) | active-trading-tactical-allocation, long-term-wealth-accumulation | 2026-10-28 | |
| Section on AInvest's ETF portfolio page | Multi-Factor | 2026-10-28 | |
| Tags (AInvest) | balanced, tactical | 2026-10-28 |
| Rebalance frequency | monthly | 2026-10-28 |
| Minimum investment | $100 | 2026-10-28 |
| Equity region weights (AInvest) | Asia: 0.9% · Europe: 0.6% · Australasia: 0.1% · Latin America: 0.1% · North America: 98.2% | 2026-10-28 | |
| Equity sector weights (AInvest) | Energy: 0.9% · Utilities: 0.5% · Healthcare: 5.3% · Technology: 48.3% · Industrials: 5.3% · Real Estate: 0.7% · Basic Materials: 0.5% · Consumer Cyclical: 14.8% · Consumer Defensive: 1.4% · Financial Services: 5.5% · Communication Services: 16.9% | 2026-10-28 |
| Best and worst calendar year (AInvest) | best: [object Object] · worst: [object Object] | 2026-10-28 | |
| Return, backtest period (annualized) (backtest) | 19.02% | 2026-10-28 | |
| Return, last 30 days (backtest) | -2.44% | 2026-10-26 | |
| Return, last 365 days (backtest) | 4.10% | 2026-10-26 | |
| Return, last 90 days (backtest) | 5.50% | 2026-10-26 | |
| Return, whole backtest (annualized) (backtest) | 18.82% | 2026-10-26 | |
| Return, whole backtest (cumulative) (backtest) | 284.97% | 2026-10-26 | |
| Return, year to date (backtest) | 5.22% | 2026-10-26 |
| Maximum drawdown period (AInvest) | peak: 2021-12 · months: 9 · trough: 2022-09 | 2026-10-28 | |
| Maximum drawdown, backtest period (backtest) | -31.42% | 2026-10-28 | |
| Maximum drawdown, whole backtest (backtest) | -34.94% | 2026-10-26 | |
| Sharpe ratio, backtest period (backtest) | 0.73 | 2026-10-28 | |
| Sharpe ratio, whole backtest (backtest) | 0.76 | 2026-10-26 | |
| Sortino ratio, whole backtest (backtest) | 1.07 | 2026-10-26 | |
| Volatility, whole backtest (backtest) | 22.36% | 2026-10-26 |
| Risk tolerance (AInvest) | moderate-aggressive | 2026-10-28 | |
| Risk tolerance 1-5 (AInvest) | 4 | 2026-10-28 |
| AInvest cost score (0-100) | 60 | 2026-10-28 | |
| AInvest diversification score (0-100) | 41 | 2026-10-28 | |
| AInvest momentum score (0-100) | 54 | 2026-10-28 | |
| AInvest overall score (0-100) | 66 | 2026-10-28 | |
| AInvest return score (0-100) | 83 | 2026-10-28 | |
| AInvest risk score (0-100) | 58 | 2026-10-28 |
Interactive Advisors
Composer Technologies · Composer