Strategy Comparison Analysis

Which Strategy Wins?

Comparing Buy & Hold, Passive Rebalance, and Risk Managed strategies over 3 years

Winner: Buy & Hold with +553.5% total return
🏆 Best Return
💎
Buy & Hold
No rebalancing. Simply hold initial allocation and let it ride through all market conditions.
+553.5%
Final Value: $65,348 from $10,000
CAGR
87.90%
Sharpe
2.09
Max Drawdown
-34.31%
Sortino
3.21
📊 Balanced
📊
Passive Rebalance
Monthly rebalancing to maintain target weights. Standard approach for ETFs and balanced portfolios.
+422.9%
Final Value: $52,289 from $10,000
CAGR
74.34%
Sharpe
2.21
Max Drawdown
-29.80%
Sortino
3.50
⚠️ Liquidated
🛡️
Risk Managed
Monthly rebalancing with 10% stop-loss and 20% max drawdown limit. Exits positions on trigger.
-17.44%
Final Value: $8,256 from $10,000
CAGR
-6.24%
Sharpe
-0.67
Max Drawdown
-21.61%
Sortino
-0.09
Return Comparison
Risk-Adjusted Metrics
Complete Metrics Comparison
Metric 💎 Buy & Hold 📊 Passive Rebalance 🛡️ Risk Managed
Total Return +553.48% +422.89% -17.44%
CAGR 87.90% 74.34% -6.24%
Final Value $65,348 $52,289 $8,256
Sharpe Ratio 2.09 2.21 -0.67
Sortino Ratio 3.21 3.50 -0.09
Calmar Ratio 2.56 2.49 -0.29
Max Drawdown -34.31% -29.80% -21.61%
Volatility 41.09% 32.70% 12.32%
Status ✓ Active ✓ Active ✗ Liquidated
Key Insights
Buy & Hold delivered the highest absolute returns (+553.5%) by allowing NVDA's massive gains to compound without selling during rebalances. However, it had the deepest drawdown (-34.31%).

Passive Rebalance offered the best risk-adjusted returns (Sharpe 2.21, Sortino 3.50) by trimming winners and buying laggards monthly. It reduced drawdown to -29.80% while still capturing strong gains.

Risk Managed failed catastrophically—the stop-loss and max drawdown limits triggered during normal volatility, liquidating the portfolio before the recovery. This demonstrates why stop-losses can hurt in highly volatile, upward-trending assets.
⚠️ Disclaimer: This visualization is for reference only. Past performance does not guarantee future results.
Please verify raw data before making investment decisions. Results reflect historical backtesting with transaction fees (0.1%) and slippage (0.05%).