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Symphonies
Tangency Portfolio 7 (Basic Benchmark)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple 60/40 benchmark: 60% in VTI (the total U.S. stock market) and 40% in SHV (very short‑term U.S. Treasuries). Broad growth engine plus a cash‑like stabilizer. No automatic rebalancing.
NutHow it works
• Holds two funds. • 60% in VTI: one fund that owns almost the entire U.S. stock market—thousands of companies across all sectors (Apple, Microsoft, Google, etc.). • 40% in SHV: very short‑term U.S. Treasury bills (cash‑like, very low risk) to steady the ride. • No automatic rebalancing, so the mix drifts as markets move. • Chosen for simplicity, low cost, and as a basic 60/40 benchmark.
CheckmarkValue prop
Out-of-sample, this simple 60/40 mix (VTI/SHV) delivers better risk-adjusted returns than the S&P 500: higher Sharpe, notably lower drawdowns, and a solid Calmar ratio. Low-cost, cash-like ballast, with no rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.660.930.97
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
585.54%10.6%-0.15%0.4%0.61
Tangency Portfolio 7 (Basic Benchmark)
358.49%8.29%0.01%0.64%0.66
Initial Investment
$10,000.00
Final Value
$45,849.02
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 30%
Type
Stocks
Category
60/40 allocation, passive, us stocks, short-term treasuries, benchmark, buy-and-hold, low cost
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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 7 (Basic Benchmark)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 7 (Basic Benchmark)" is currently allocated toSHVandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 7 (Basic Benchmark)" has returned 10.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 7 (Basic Benchmark)" is 11.65%. 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 7 (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.