S&P Growth vs Value
Backtest results
Metrics
1Y · since Oct 2025S&P Growth vs Value | |
|---|---|
| Total Return | +29.90% |
| CAGR | +30.17% |
| Sharpe | 1.95 |
| Calmar | 4.69 |
| Max DD | -6.44% |
| Volatility | 14.07% |
| Win Rate | 57.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
Current allocation
What the rules select as of Oct 30, 2026.
- BAC10%
Bank of America Corporation
- BRK.B10%
BERKSHIRE HATHAWAY Class B
- CMCSA10%
Comcast Corporation Class A Common Stock
- INTC10%
Intel Corporation Common Stock
- JNJ10%
Johnson & Johnson
- JPM10%
JPMorgan Chase & Co.
- PG10%
Procter & Gamble Company
- UNH10%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- VZ10%
Verizon Communications
- XOM10%
ExxonMobil Holdings Corporation
Frequently asked questions
What is S&P Growth vs Value?
S&P Growth vs Value is a rules-based trading strategy shared on Quantly. Open it in Quantly to see its full rules.
What is S&P Growth vs Value holding today?
As of Oct 30, 2026, S&P Growth vs Value allocates to BAC 10%, BRK.B 10%, CMCSA 10%, INTC 10%, JNJ 10%, JPM 10%, PG 10%, UNH 10%, VZ 10%, XOM 10%.
How has S&P Growth vs Value performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, S&P Growth vs Value returned +32.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of S&P Growth vs Value?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of S&P Growth vs Value in a hypothetical backtest was -6.4%.
How do I use S&P Growth vs Value?
Open S&P Growth vs Value in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.