The Anti-ESG Portfolio
Backtest results
Metrics
1Y · since Oct 2025The Anti-ESG Portfolio | |
|---|---|
| Total Return | +9.58% |
| CAGR | +9.66% |
| Sharpe | 0.84 |
| Calmar | 1.79 |
| Max DD | -5.38% |
| Volatility | 11.89% |
| Win Rate | 50.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
When the S&P 500's 60-day cumulative return falls below 1%, the portfolio shifts to the two best-performing sector funds among video gaming (ESPO), aerospace (ITA), energy (IYE) and leisure (PEJ). Otherwise it stays in the broad market (SPY), protecting itself by staying in a low-risk index when the market is weak.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is The Anti-ESG Portfolio?
When the S&P 500's 60-day cumulative return falls below 1%, the portfolio shifts to the two best-performing sector funds among video gaming (ESPO), aerospace (ITA), energy (IYE) and leisure (PEJ). Otherwise it stays in the broad market (SPY), protecting itself by staying in a low-risk index when the market is weak.
What is The Anti-ESG Portfolio holding today?
As of Oct 30, 2026, The Anti-ESG Portfolio allocates to ESPO 50%, IYE 50%.
How has The Anti-ESG Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Anti-ESG Portfolio returned +10.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Anti-ESG Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Anti-ESG Portfolio in a hypothetical backtest was -5.4%.
How do I use The Anti-ESG Portfolio?
Open The Anti-ESG Portfolio 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.