Skip to Content
Symphonies
David Swensen (Leveraged)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A Yale-inspired, globally diversified mix of stocks, real estate, and bonds built with leveraged ETFs. Targets fixed weights and rebalances quarterly. Seeks higher long-run growth, with much larger short-term swings.
NutHow it works
Your money is split into six ETFs at set weights: 30% UPRO (3x S&P 500), 15% EFO (2x developed markets ex‑US), 5% EDC (3x emerging markets), 20% DRN (3x US real estate), 15% TIP (inflation‑protected Treasuries), 15% TYD (3x 7–10y Treasuries). Rebalanced quarterly to targets. Leverage seeks higher returns but also magnifies losses and volatility.
CheckmarkValue prop
Global, Yale-inspired leveraged mix for diversification and inflation hedges. OOS: 14.1% annual return, 28.9% max drawdown, Sharpe 0.61 vs S&P 1.11. A complementary diversification to an S&P core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.031.640.810.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
886.86%15.02%1.36%5.73%0.9
David Swensen (Leveraged)
1,745.14%19.5%1.27%5.53%0.73
Initial Investment
$10,000.00
Final Value
$184,513.95
Regulatory Fees
$10.77
Total Slippage
$58.09
Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, leveraged, swensen/yale model, global stocks, real estate, bonds, rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"David Swensen (Leveraged)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"David Swensen (Leveraged)" is currently allocated toDRN, EDC, EFO, TIP, TYDandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "David Swensen (Leveraged)" has returned 14.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "David Swensen (Leveraged)" is 28.91%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "David Swensen (Leveraged)", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.