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Symphonies
Tangency Portfolio 2 06/26/2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An optimized 65/30/5 portfolio aiming for the best risk-adjusted return: U.S. sector-focused stocks plus developed and emerging markets, balanced with Treasuries, corporate and international bonds, and a small commodities hedge.
NutHow it works
It’s a preset mix built to get the most return for each unit of risk (based on historical data). 65% stocks, 30% bonds, 5% commodities. Stocks: about 42% in U.S. sectors (big tilt to technology) and 23% overseas (Europe/Japan and emerging markets). Bonds: mainly 7–10yr U.S. Treasuries plus U.S. corporate and foreign government bonds. No fixed rebalancing is specified.
CheckmarkValue prop
Out-of-sample results: this 65/30/5 diversified strategy delivers stronger risk-adjusted returns vs the S&P (Sharpe ~1.18 vs ~1.00, Calmar ~1.17) with lower max drawdown (~11% vs ~19%) and global diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.650.910.95
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
523.12%10.54%2.19%5.01%0.6
Tangency Portfolio 2 06/26/2008
321.37%8.2%2.48%4.1%0.65
Initial Investment
$10,000.00
Final Value
$42,136.91
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Oct 1, 2024
Trading Setting
Threshold 33%
Type
Stocks
Category
Strategic asset allocation, mean-variance optimization, multi-asset, global equities, bonds, commodities
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BWX
SPDR Bloomberg International Treasury Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
ICF
iShares Select U.S. REIT ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
XLB
State Street Materials Select Sector SPDR ETF
Stocks

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.

"Tangency Portfolio 2 06/26/2008" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 2 06/26/2008" is currently allocated toIEF, XLV, EEM, VOX, XLF, DBC, LQD, XLB, EFA, XLE, ICF, XLU, XLK, BWX, XLI, XLY, AGGandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 2 06/26/2008" has returned 12.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 2 06/26/2008" is 11.04%. 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 "Tangency Portfolio 2 06/26/2008", 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.