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Low-Vol Defensive
free during launchThe volatility anomaly, long-only: the calmest quality names, quarterly.
Owns the calmest large caps with solid margins. The low-volatility anomaly: boring stocks have historically delivered near-market returns with far smaller drawdowns, because most investors overpay for excitement. It trails fast rallies and earns its keep in corrections.
Live record, paper-traded nightly since 2026-07-26
+8.4%
since inception
10
holdings today
quarterly
rebalance
NEE · PFE · KO · UNP · JNJ · ABBV · PEP · PM · SPGI · VZ
The record accrues live from 2026-07-26 and is never backfilled.
Standing backtest · 2012-01-03 → 2026-09-18
+14.2%
CAGR
100%
probabilistic Sharpe
−27.2%
max drawdown
| Year | Strategy | Benchmark |
|---|---|---|
| 2012 | +5.5% | +14.2% |
| 2013 | +32.6% | +32.3% |
| 2014 | +11.5% | +13.5% |
| 2015 | +6.1% | +1.2% |
| 2016 | +11.0% | +12.0% |
| 2017 | +32.1% | +21.7% |
| 2018 | +8.0% | -4.6% |
| 2019 | +32.3% | +31.2% |
| 2020 | +19.4% | +18.3% |
| 2021 | +27.1% | +28.7% |
| 2022 | -6.7% | -18.2% |
| 2023 | +3.3% |
Track records shown are paper-traded model performance, not client returns, and never a promise of future results. Nothing here is personalized investment advice.