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

About

A simple, diversified benchmark: 50% global stocks, 30% broad U.S. bonds, 20% gold. Uses well-known ETFs and quarterly rebalancing to stay on target. Moderate risk; aims for balanced growth with a downside cushion.
NutHow it works
Own a steady 50/30/20 mix: 50% stocks split equally across VT (world stocks), VTI (U.S. stocks), and VEU (non‑U.S. stocks); 30% bonds via BND (broad U.S. bonds); 20% gold via GLD. Using VT plus VTI+VEU overlaps, but it roughly sets stocks ~half U.S., half international. Every 3 months, rebalance back to these targets—trim what went up, add to what fell. No leverage or trading signals.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return, with far smaller drawdowns: ~23% annualized vs ~18% for the S&P; Sharpe ~2.23 vs ~1.01; max drawdown ~7.5% vs ~18.8%. A simple 50/30/20 global mix with quarterly rebalance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.480.750.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.38%11.84%-1.77%0.2%0.66
Tangency Portfolio 6 (Basic Benchmark)
268.82%7.66%-1.3%4.83%0.72
Initial Investment
$10,000.00
Final Value
$36,881.63
Regulatory Fees
$1.73
Total Slippage
$6.12
Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, strategic allocation, global equities, core bonds, gold hedge, quarterly rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
VEU
Vanguard FTSE All-World Ex-US ETF
Stocks
VT
Vanguard Total World Stock ETF
Stocks
VTI
Vanguard Total Stock Market 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 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 18.70%. 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, and options.