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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 balanced, long‑only ETF mix aiming for strong return per unit of risk: 60% stocks (U.S. sectors plus developed/emerging abroad), 30% U.S. Treasuries (varied maturities + inflation‑linked), and 10% real assets (U.S. dollar, gold, REITs, industrials).
NutHow it works
Your money is split into 60% stocks, 30% U.S. government bonds, and 10% “real assets.” Stocks are mostly U.S. sector funds (tech, healthcare, finance, consumer, etc.—think Apple, Google, Tesla via these funds) plus some overseas markets. Bonds span short, medium, long, and inflation‑protected Treasuries. Real assets are mainly a fund tied to the U.S. dollar, a bit of gold, and real estate/industrial exposure. It aims to get the most return for the risk you take by spreading bets widely; it’s largely buy‑and‑hold, with rebalancing only if weights drift a lot.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500, with smaller drawdowns and steadier volatility. Higher Sharpe, Calmar ~1.12, and a smoother path - strong downside protection with growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.610.870.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
546.05%10.74%-1.77%0.2%0.61
Tangency Portfolio 3 06/26/2008
382.31%8.98%-1.41%0.69%0.73
Initial Investment
$10,000.00
Final Value
$48,230.51
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 33%
Type
Stocks
Category
Multi-asset allocation, diversified, long-only, etf portfolio, efficient frontier
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 9.40%. 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.