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Symphonies
Tangency Portfolio 3 06/26/2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A steady 60/30/10 mix designed for the best return per unit of risk: broad US and global stocks, a balanced ladder of Treasuries (incl. TIPS), and diversifiers (mainly US dollar, plus gold and real estate), rebalanced only when weights drift widely.
NutHow it works
- Put 60% in stocks, 30% in US government bonds, 10% in diversifiers (US dollar, gold, real estate, infrastructure). - US stocks are split by sector (tech, health care, financials, etc.); foreign stocks are split into developed and emerging markets. - Bonds mix short-, medium-, long-term Treasuries plus inflation-protected bonds for balance. - Diversifiers: mostly a long US dollar position, a small gold slice, and small real-estate/infrastructure slices. - No set rebalance schedule; only rebalance if weights drift a lot (about one-third) from targets.
CheckmarkValue prop
Superior risk-adjusted resilience: out-of-sample Sharpe ~1.17 vs SPY ~1.01, Calmar ~1.12, max drawdown 10.8% vs 18.8%. Lower beta (~0.56) and a diversified 60/30/10 mix aim for steadier, durable growth vs the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 33%
Type
Stocks
Category
Strategic multi-asset allocation, global equities, us treasuries, diversifiers (usd, gold, reits), efficient frontier/tangency
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
FXR
First Trust Industrials/Producer Durables AlphaDEX Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ICF
iShares Select U.S. REIT ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IFGL
iShares International Developed Real Estate ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TIP
iShares TIPS Bond 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 3 06/26/2008" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 3 06/26/2008" is currently allocated toTIP, IEF, XLV, EEM, VOX, XLF, UUP, SHY, XLB, EFA, XLE, IEI, ICF, XLU, GLD, TLT, XLK, XLI, XLY, FXR, XLPandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 3 06/26/2008" has returned 11.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 3 06/26/2008" is 10.80%. 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 3 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, and options.