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Conservative

ETF Blend 103-20

$0.00 /month

ETF Blend 103-20 is a conservative strategy, prioritizing risk mitigation and ease of management over returns.

At its core is a diversified portfolio of 16 ETFs; however, most of the time, this strategy maintains 9 or less positions concurrently. On average, this strategy can be expected to rebalance about 4 times a month. According to current correlations, when traded alongside ETF Blend 102-25, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

Performance metrics shown are based on back test results of daily close prices from 10 Nov, 2014 to 29 May, 2026 with SPY as the benchmark. Back test results may not reflect actual trading performance, and past performance may not be indicative of future results. For informational purposes only. Should not be considered as financial advice.
  • Annualized return: 21.80% Benchmark: 13.92%
  • Max Drawdown: -10.43% Benchmark: -33.72%
  • Sharpe: 1.84 Benchmark: 0.83
  • Sortino: 2.85 Benchmark: 1.17
  • Calmar: 2.09 Benchmark: 0.41
  • 10-Year Historical Growth
    $10K invested in May 2016
    $72K
    today at 21.80% CAGR
View Detailed Performance Report → View Robustness Analysis Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 103-20
Analysis Period
12 years
Begin End
2014-11-07 2026-05-29

Performance Metrics

Period SPY Strategy
MTD 5.26% 0.54%
3M 10.58% 6.65%
6M 11.33% 12.26%
YTD 11.24% 12.17%
1Y 30.19% 30.52%
All-time (ann.) 13.92% 21.80%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 13.92% 21.80%
Sharpe 0.83 1.84
Sortino 1.17 2.85
Calmar 0.41 2.09
Max DD -33.72% -10.43%
Longest DD 708 188
Performance Metrics Glossary →

Portfolio

Portfolio Composition (16)

BTAL FTLS GLD PDBC PSQ QID QQQ SCHD USDU UUP VTI XLK XLP XLU XLY XMLV
List of ticker symbols in this strategy's portfolio.

Most Frequent Holdings

Symbol Days Held Avg Allocation
VTI 2811 21.62%
GLD 2568 20.19%
SCHD 2662 10.97%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
XLK 59 33.93%
PSQ 13 13.62%
XMLV 13 13.55%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

16
Total Symbols
Metric Value
Minimum Held 3
Maximum Held 11
Average Held 7.50
80th Percentile 9

Rebalancing Days

510
Out of 4222 total days
12%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 1.75 2
Per Month 1 13 4.35 7
Per Year 4 99 39.15 50

Portfolio Concentration

Top 3 Holdings
66%
average % of portfolio in top 3 holdings
Concurrent Holdings
9
80th percentile of positions held at the same time (avg: 8; max: 11)
These metrics measure how concentrated the strategy is. A higher top 3 concentration and lower concurrent holdings indicate a more focused rebalancing strategy with comparatively lesser management complexity.

Rebalancing by Day of Week

Graph shows number of rebalancing days by day of week

Correlations

Correlation Matrix

Correlation between strategies. Higher values (closer to 1) indicate stronger positive correlation.

ETF Blend 103-20

ETF Blend 103-20 is a conservative strategy, prioritizing risk mitigation and ease of management over returns.

At its core is a diversified portfolio of 16 ETFs; however, most of the time, this strategy maintains 9 or less positions concurrently. On average, this strategy can be expected to rebalance about 4 times a month. According to current correlations, when traded alongside ETF Blend 102-25, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

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