SharpeMind Growth
Quantitative multi-factor strategy optimizing for risk-adjusted allocation research across quality, value, and momentum.
Diversification
78
Volatility Profile
11.0%
5-year backtest
Horizon
3+ years
Historical Performance
Backtested from 5-year daily closes via Yahoo Finance (13 holdings, as of 2026-06-24). Research only — not a forecast or live track record.
Annualized Return
+9.9%
5-year backtest
Volatility
11.0%
annualized
Sharpe Ratio
0.96
excess vs T-bills
Max Drawdown
-17.3%
backtested
AI Rationale
Combines quality fundamentals, reasonable valuation, and positive momentum while penalizing high-risk assets. Designed for risk-adjusted allocation research.
Bull Case
Multi-factor diversification may perform across varied market regimes.
Bear Case
Optimization for risk-adjusted metrics can under-concentrate in top performers during bull markets.
Behavior During Downturns
Factor diversification aims to limit drawdowns relative to pure growth portfolios.
Holdings
Holdings selected from live Quant Lucid scores and weighted via max-Sharpe optimization (research model).