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Symphonies
Tangency Portfolio 6 (Basic Benchmark)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple 50/30/20 mix of global stocks, U.S. bonds, and gold, rebalanced quarterly. It’s a plain-vanilla “tangency-style” benchmark for broad diversification and steady risk control—no market timing or complex signals.
NutHow it works
Hold a fixed 50/30/20 mix: 50% stocks (split equally across VT, VTI, VEU), 30% U.S. bonds (BND), 20% gold (GLD). Rebalance every quarter: if any slice drifts from its target, buy/sell to restore the weights. No forecasts—just broad diversification.
CheckmarkValue prop
Out-of-sample, this 50/30/20 mix delivers superior risk-adjusted returns vs the S&P: Sharpe 1.81 vs 0.99, annualized return 18.73% vs 18.33%, drawdown 7.5% vs 18.8%, beta ~0.42, Calmar ~2.50, with quarterly rebalancing and broad diversification.

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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Asset allocation, multi-asset, benchmark, 60/40 variant, global equities, bonds, gold, quarterly 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.

"Tangency Portfolio 6 (Basic Benchmark) " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 6 (Basic Benchmark) " is currently allocated toVT, BND, GLD, VEUandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 6 (Basic Benchmark) " has returned 18.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 6 (Basic Benchmark) " is 7.49%. 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 6 (Basic Benchmark) ", 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.