This tool allows you to test different market timing and tactical asset allocation models based on moving averages, momentum, market valuation and target volatility. The supported models include:
You can find a summary of the selected tactical asset allocation model below, and a more detailed description in the FAQ section.
Tactical asset allocation model results from Jan 2007 to Dec 2020 are based on relative strength model holding the best performing asset. The model uses a single performance window of 5 calendar month(s). Tactical asset allocation model trades are executed using the end of month close price each month based on the end of month signals.
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Momentum Model | $10,000 | $29,346 | 7.99% | 18.11% | 45.50% | -15.82% | -31.70% | 0.47 | 0.78 | 0.24 |
Name | Annualized Return | Annualized Volatility | ||||||
---|---|---|---|---|---|---|---|---|
3 Month | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
Momentum Model | 20.08% | 10.23% | -0.52% | 0.89% | 2.86% | 7.99% | 16.48% | 15.20% |
Trailing annualized return and volatility are for full months ending in December 2020 excluding portfolio cashflows. |
Year | Inflation | Momentum Model Return | Momentum Model Balance | iShares 1-3 Year Treasury Bond ETF (SHY) | iShares 20+ Year Treasury Bond ETF (TLT) | SPDR Dow Jones REIT ETF (RWR) | iShares Russell 2000 ETF (IWM) | iShares Russell 1000 ETF (IWB) | SPDR Gold Shares (GLD) | iShares MSCI EAFE ETF (EFA) | iShares MSCI Emerging Markets ETF (EEM) | Invesco DB Commodity Tracking (DBC) |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2007 | 4.08% | 45.50% | $14,550 | 7.35% | 10.29% | -17.84% | -1.78% | 5.32% | 30.45% | 9.94% | 33.31% | 31.59% |
2008 | 0.09% | 43.51% | $20,881 | 6.62% | 33.93% | -38.83% | -34.13% | -37.40% | 4.92% | -41.04% | -48.88% | -31.77% |
2009 | 2.72% | 25.90% | $26,289 | 0.35% | -21.80% | 28.32% | 28.51% | 28.35% | 24.03% | 26.95% | 68.93% | 16.19% |
2010 | 1.50% | -15.82% | $22,129 | 2.28% | 9.05% | 27.96% | 26.93% | 16.06% | 29.27% | 8.15% | 16.51% | 11.90% |
2011 | 2.96% | 13.63% | $25,144 | 1.44% | 33.96% | 8.97% | -4.44% | 1.23% | 9.57% | -12.25% | -18.82% | -2.58% |
2012 | 1.74% | -1.52% | $24,763 | 0.28% | 2.63% | 16.87% | 16.70% | 16.50% | 6.60% | 18.82% | 19.10% | 3.50% |
2013 | 1.50% | 15.91% | $28,702 | 0.21% | -13.37% | 0.93% | 38.69% | 32.78% | -28.33% | 21.40% | -3.69% | -7.63% |
2014 | 0.76% | 6.70% | $30,624 | 0.45% | 27.30% | 31.82% | 5.03% | 13.08% | -2.19% | -6.20% | -3.93% | -28.10% |
2015 | 0.73% | -8.32% | $28,076 | 0.43% | -1.79% | 4.12% | -4.47% | 0.79% | -10.67% | -1.00% | -16.18% | -27.59% |
2016 | 2.07% | -13.62% | $24,253 | 0.82% | 1.18% | 6.41% | 21.60% | 12.03% | 8.03% | 1.37% | 10.87% | 18.56% |
2017 | 2.11% | 22.90% | $29,806 | 0.26% | 9.18% | 3.46% | 14.59% | 21.53% | 12.81% | 25.10% | 37.28% | 4.86% |
2018 | 1.91% | -8.84% | $27,170 | 1.46% | -1.61% | -4.40% | -11.11% | -4.88% | -1.94% | -13.81% | -15.31% | -11.62% |
2019 | 2.29% | -2.02% | $26,621 | 3.38% | 14.12% | 22.73% | 25.39% | 31.06% | 17.86% | 22.03% | 18.20% | 11.84% |
2020 | 1.36% | 10.23% | $29,346 | 3.03% | 18.15% | -12.09% | 20.03% | 20.77% | 24.81% | 7.59% | 17.03% | -7.84% |
Year | Month | Momentum Model Return | Momentum Model Balance | iShares 1-3 Year Treasury Bond ETF (SHY) | iShares 20+ Year Treasury Bond ETF (TLT) | SPDR Dow Jones REIT ETF (RWR) | iShares Russell 2000 ETF (IWM) | iShares Russell 1000 ETF (IWB) | SPDR Gold Shares (GLD) | iShares MSCI EAFE ETF (EFA) | iShares MSCI Emerging Markets ETF (EEM) | Invesco DB Commodity Tracking (DBC) |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2007 | 1 | 0.11% | $10,011 | 0.16% | -1.00% | 8.90% | 1.69% | 1.87% | 2.56% | 1.39% | 0.11% | -2.40% |
2007 | 2 | -2.38% | $9,773 | 0.73% | 3.39% | -2.38% | -0.66% | -1.67% | 2.55% | -0.12% | -3.24% | 5.09% |
2007 | 3 | 5.33% | $10,294 | 0.45% | -1.70% | -2.54% | 0.98% | 1.00% | -1.11% | 2.90% | 5.33% | 0.67% |
2007 | 4 | 3.73% | $10,678 | 0.31% | 0.90% | -0.08% | 1.62% | 4.25% | 2.05% | 3.75% | 3.73% | 0.75% |
2007 | 5 | 5.06% | $11,218 | -0.07% | -2.31% | -0.03% | 4.37% | 3.59% | -2.31% | 2.36% | 5.06% | -0.23% |
2007 | 6 | 3.68% | $11,631 | 0.48% | -1.01% | -9.01% | -1.44% | -1.90% | -1.94% | -0.32% | 3.68% | 0.74% |
2007 | 7 | 0.71% | $11,714 | 0.90% | 3.32% | -8.21% | -7.00% | -3.19% | 2.37% | -2.29% | 0.71% | 1.91% |
2007 | 8 | 1.04% | $11,836 | 1.05% | 1.79% | 5.65% | 2.13% | 1.16% | 1.11% | -0.63% | 1.04% | -1.91% |
2007 | 9 | 11.57% | $13,206 | 0.55% | 0.23% | 4.32% | 1.90% | 4.08% | 10.51% | 5.32% | 11.57% | 9.42% |
2007 | 10 | 11.87% | $14,773 | 0.48% | 1.81% | 0.92% | 2.85% | 1.60% | 6.95% | 4.25% | 11.87% | 8.50% |
2007 | 11 | -7.65% | $13,643 | 1.79% | 5.35% | -9.64% | -6.89% | -4.09% | -1.65% | -3.62% | -7.65% | -0.62% |
2007 | 12 | 6.65% | $14,550 | 0.30% | -0.64% | -5.44% | -0.64% | -1.07% | 6.65% | -2.99% | -1.43% | 6.72% |
2008 | 1 | 10.84% | $16,127 | 1.65% | 2.10% | -0.84% | -6.53% | -5.87% | 10.84% | -7.85% | -8.92% | 2.92% |
2008 | 2 | 5.23% | $16,971 | 1.03% | -0.46% | -3.48% | -2.93% | -2.84% | 5.23% | -1.02% | 1.99% | 11.15% |
2008 | 3 | -0.91% | $16,816 | 0.25% | 2.14% | 6.72% | -0.67% | -0.69% | -6.00% | 0.42% | -3.75% | -0.91% |
2008 | 4 | 6.04% | $17,831 | -0.84% | -2.48% | 6.48% | 4.55% | 4.96% | -4.16% | 5.44% | 9.14% | 6.04% |
2008 | 5 | 6.91% | $19,063 | -0.35% | -2.69% | -0.30% | 4.58% | 1.72% | 0.92% | 1.19% | 3.16% | 6.91% |
2008 | 6 | 10.43% | $21,051 | 0.24% | 2.65% | -10.82% | -7.53% | -8.31% | 4.52% | -8.80% | -9.29% | 10.43% |
2008 | 7 | -9.78% | $18,992 | 0.43% | -0.37% | 2.92% | 3.68% | -0.94% | -1.44% | -3.32% | -5.50% | -9.78% |
2008 | 8 | -6.53% | $17,751 | 0.47% | 2.74% | 2.08% | 3.58% | 1.38% | -9.29% | -4.25% | -6.32% | -6.53% |
2008 | 9 | -7.75% | $16,376 | 0.78% | 1.47% | -0.57% | -7.75% | -9.34% | 4.11% | -11.44% | -14.68% | -10.25% |
2008 | 10 | -1.86% | $16,070 | 1.10% | -1.86% | -31.24% | -20.96% | -17.13% | -16.14% | -20.83% | -25.58% | -25.08% |
2008 | 11 | 14.34% | $18,375 | 1.10% | 14.34% | -23.93% | -11.93% | -8.37% | 12.57% | -6.37% | -9.75% | -12.37% |
2008 | 12 | 13.64% | $20,881 | 0.56% | 13.64% | 15.77% | 4.82% | 1.84% | 7.73% | 8.88% | 10.35% | -3.22% |
2009 | 1 | -13.07% | $18,152 | -0.44% | -13.07% | -17.86% | -9.67% | -7.94% | 5.54% | -13.73% | -9.29% | -4.44% |
2009 | 2 | -1.54% | $17,873 | -0.15% | -1.54% | -21.81% | -11.98% | -10.45% | 1.45% | -10.39% | -6.27% | -5.63% |
2009 | 3 | 4.04% | $18,595 | 0.50% | 4.04% | 3.42% | 7.77% | 8.17% | -2.54% | 8.39% | 16.86% | 4.66% |
2009 | 4 | -3.33% | $17,975 | -0.17% | -6.95% | 31.64% | 15.39% | 10.54% | -3.33% | 11.52% | 15.56% | -0.10% |
2009 | 5 | 15.94% | $20,841 | 0.06% | -3.69% | 4.15% | 3.40% | 5.88% | 10.23% | 13.19% | 15.94% | 16.27% |
2009 | 6 | -2.25% | $20,371 | -0.09% | 0.76% | -4.69% | 1.81% | 0.08% | -5.22% | -1.43% | -2.25% | -2.63% |
2009 | 7 | 11.01% | $22,614 | 0.11% | 0.58% | 10.52% | 9.18% | 7.52% | 2.38% | 10.04% | 11.01% | 1.86% |
2009 | 8 | -1.31% | $22,317 | 0.41% | 2.24% | 14.72% | 2.93% | 3.69% | 0.05% | 4.50% | -1.31% | -4.04% |
2009 | 9 | 6.84% | $23,844 | 0.24% | 2.46% | 6.84% | 5.56% | 3.90% | 5.84% | 3.80% | 10.20% | -0.23% |
2009 | 10 | -3.44% | $23,023 | 0.14% | -2.62% | -4.41% | -6.49% | -2.22% | 3.72% | -2.52% | -3.44% | 6.94% |
2009 | 11 | 6.82% | $24,594 | 0.60% | 1.21% | 6.82% | 3.12% | 5.98% | 12.79% | 3.92% | 7.85% | 4.54% |
2009 | 12 | 6.89% | $26,289 | -0.84% | -6.34% | 6.89% | 7.92% | 2.35% | -7.20% | 0.70% | 3.27% | -0.16% |
2010 | 1 | -5.87% | $24,745 | 0.80% | 2.69% | -5.87% | -3.73% | -3.62% | -1.26% | -5.07% | -7.76% | -7.84% |
2010 | 2 | 3.27% | $25,555 | 0.16% | -0.34% | 5.68% | 4.48% | 3.27% | 3.27% | 0.27% | 1.78% | 4.14% |
2010 | 3 | -0.44% | $25,443 | -0.27% | -2.06% | 10.47% | 8.23% | 6.30% | -0.44% | 6.39% | 8.11% | -0.47% |
2010 | 4 | 6.86% | $27,190 | 0.30% | 3.32% | 6.86% | 5.68% | 1.83% | 5.88% | -2.80% | -0.17% | 3.91% |
2010 | 5 | -5.41% | $25,718 | 0.45% | 5.11% | -5.41% | -7.54% | -7.96% | 3.05% | -11.19% | -9.39% | -10.15% |
2010 | 6 | -5.34% | $24,346 | 0.42% | 5.80% | -5.34% | -7.74% | -5.65% | 2.36% | -2.07% | -1.40% | -1.78% |
2010 | 7 | -5.09% | $23,107 | 0.19% | -0.95% | 9.92% | 6.73% | 7.02% | -5.09% | 11.61% | 10.93% | 6.12% |
2010 | 8 | -1.27% | $22,814 | 0.24% | 8.40% | -1.27% | -7.44% | -4.44% | 5.71% | -3.80% | -3.24% | -3.01% |
2010 | 9 | -2.51% | $22,241 | 0.12% | -2.51% | 4.43% | 12.45% | 9.14% | 4.78% | 9.97% | 11.76% | 8.60% |
2010 | 10 | -4.47% | $21,247 | 0.22% | -4.47% | 4.39% | 4.15% | 3.86% | 3.68% | 3.81% | 3.02% | 4.44% |
2010 | 11 | -2.91% | $20,630 | -0.20% | -1.69% | -1.77% | 3.49% | 0.20% | 2.11% | -4.82% | -2.91% | -0.44% |
2010 | 12 | 7.27% | $22,129 | -0.16% | -3.68% | 4.71% | 8.03% | 6.81% | 2.44% | 8.30% | 7.27% | 9.89% |
2011 | 1 | -0.37% | $22,047 | 0.13% | -3.08% | 3.36% | -0.37% | 2.32% | -6.38% | 2.10% | -3.84% | 3.56% |
2011 | 2 | 5.54% | $23,268 | -0.12% | 1.65% | 4.76% | 5.54% | 3.53% | 6.00% | 3.55% | -0.04% | 4.17% |
2011 | 3 | 2.66% | $23,887 | -0.13% | 0.03% | -1.60% | 2.52% | 0.22% | 1.60% | -2.39% | 6.29% | 2.66% |
2011 | 4 | 4.56% | $24,975 | 0.53% | 2.34% | 5.96% | 2.64% | 2.95% | 8.94% | 5.63% | 2.73% | 4.56% |
2011 | 5 | -5.17% | $23,683 | 0.36% | 3.42% | 1.45% | -1.79% | -1.09% | -1.79% | -2.21% | -2.94% | -5.17% |
2011 | 6 | -3.33% | $22,895 | -0.00% | -2.33% | -3.33% | -2.40% | -1.77% | -2.43% | -1.19% | -0.93% | -4.26% |
2011 | 7 | 8.42% | $24,822 | 0.29% | 4.42% | 1.71% | -3.41% | -2.12% | 8.42% | -2.38% | -1.03% | 4.56% |
2011 | 8 | 12.27% | $27,869 | 0.34% | 9.66% | -5.40% | -8.89% | -5.83% | 12.27% | -8.75% | -9.25% | -0.40% |
2011 | 9 | -11.06% | $24,786 | -0.10% | 13.20% | -11.12% | -11.15% | -7.31% | -11.06% | -10.81% | -17.89% | -14.62% |
2011 | 10 | -3.84% | $23,835 | 0.03% | -3.84% | 14.53% | 15.10% | 10.97% | 5.87% | 9.63% | 16.27% | 7.65% |
2011 | 11 | 1.98% | $24,307 | 0.04% | 1.98% | -3.96% | -0.38% | -0.36% | 1.67% | -2.18% | -1.96% | -0.29% |
2011 | 12 | 3.44% | $25,144 | 0.05% | 3.44% | 4.64% | 0.51% | 0.91% | -10.66% | -2.21% | -4.30% | -2.89% |
2012 | 1 | -0.33% | $25,061 | 0.08% | -0.33% | 6.35% | 7.15% | 4.90% | 11.40% | 5.27% | 10.99% | 3.69% |
2012 | 2 | -2.59% | $24,411 | -0.14% | -2.59% | -1.07% | 2.57% | 4.29% | -2.96% | 4.83% | 5.27% | 5.35% |
2012 | 3 | -3.11% | $23,651 | -0.08% | -4.23% | 5.18% | 2.48% | 3.15% | -1.32% | 0.42% | -3.11% | -1.77% |
2012 | 4 | -0.56% | $23,518 | 0.20% | 4.83% | 3.04% | -1.62% | -0.56% | -0.15% | -2.08% | -1.70% | -1.35% |
2012 | 5 | -4.59% | $22,438 | 0.06% | 9.03% | -4.59% | -6.58% | -6.10% | -6.34% | -11.14% | -10.71% | -11.16% |
2012 | 6 | 5.50% | $23,672 | -0.10% | -1.68% | 5.50% | 5.05% | 3.84% | 2.35% | 7.11% | 5.08% | 2.02% |
2012 | 7 | 1.88% | $24,117 | 0.22% | 3.82% | 1.88% | -1.52% | 1.01% | 0.84% | 0.08% | -0.03% | 5.83% |
2012 | 8 | -1.32% | $23,800 | 0.01% | -1.32% | -0.28% | 3.54% | 2.46% | 4.94% | 3.20% | 0.41% | 5.65% |
2012 | 9 | -2.53% | $23,197 | 0.02% | -2.53% | -2.03% | 3.26% | 2.62% | 4.67% | 2.71% | 5.22% | -0.38% |
2012 | 10 | -0.48% | $23,084 | -0.07% | -0.48% | -0.89% | -2.17% | -1.77% | -2.94% | 1.09% | -0.44% | -3.91% |
2012 | 11 | 2.78% | $23,726 | 0.05% | 1.38% | -0.48% | 0.55% | 0.88% | -0.47% | 2.78% | 1.56% | 1.96% |
2012 | 12 | 4.37% | $24,763 | 0.02% | -2.49% | 3.71% | 3.62% | 1.18% | -2.43% | 4.37% | 6.80% | -1.14% |
2013 | 1 | 3.73% | $25,686 | 0.01% | -3.19% | 3.43% | 6.24% | 5.37% | -0.51% | 3.73% | -0.29% | 2.48% |
2013 | 2 | -1.29% | $25,355 | 0.06% | 1.24% | 0.81% | 1.00% | 1.06% | -5.09% | -1.29% | -2.28% | -4.71% |
2013 | 3 | 1.31% | $25,686 | 0.03% | -0.42% | 2.58% | 4.66% | 3.95% | 0.95% | 1.31% | -1.02% | 0.66% |
2013 | 4 | -0.35% | $25,597 | 0.07% | 4.68% | 6.78% | -0.35% | 1.90% | -7.56% | 5.02% | 1.22% | -3.81% |
2013 | 5 | -5.96% | $24,071 | -0.13% | -6.76% | -5.96% | 3.93% | 1.74% | -6.20% | -3.02% | -4.83% | -1.56% |
2013 | 6 | -0.82% | $23,874 | -0.10% | -3.27% | -1.71% | -0.82% | -0.54% | -11.06% | -2.70% | -5.35% | -2.82% |
2013 | 7 | 7.33% | $25,625 | 0.16% | -2.26% | 0.72% | 7.33% | 4.88% | 7.43% | 5.32% | 1.32% | 3.18% |
2013 | 8 | -3.16% | $24,814 | -0.10% | -1.34% | -6.93% | -3.16% | -2.77% | 5.20% | -1.96% | -2.54% | 2.82% |
2013 | 9 | 6.49% | $26,424 | 0.22% | 0.66% | 3.28% | 6.49% | 3.62% | -4.78% | 7.82% | 7.21% | -3.38% |
2013 | 10 | 2.42% | $27,064 | 0.07% | 1.43% | 4.04% | 2.42% | 4.35% | -0.34% | 3.26% | 4.17% | -0.04% |
2013 | 11 | 3.96% | $28,135 | 0.09% | -2.70% | -5.52% | 3.96% | 2.73% | -5.51% | 0.55% | -0.26% | -0.93% |
2013 | 12 | 2.02% | $28,702 | -0.18% | -1.87% | 0.46% | 2.02% | 2.70% | -3.79% | 2.16% | -0.42% | 0.59% |
2014 | 1 | -5.20% | $27,209 | 0.20% | 6.30% | 3.89% | -2.77% | -3.24% | 3.42% | -5.20% | -8.64% | -3.04% |
2014 | 2 | 4.78% | $28,509 | 0.04% | 0.52% | 5.23% | 4.78% | 4.81% | 6.27% | 6.13% | 3.38% | 5.02% |
2014 | 3 | 0.55% | $28,666 | -0.11% | 0.73% | 0.79% | -0.75% | 0.55% | -3.14% | -0.46% | 3.88% | -0.04% |
2014 | 4 | 0.46% | $28,797 | 0.11% | 2.10% | 3.72% | -3.75% | 0.46% | 0.49% | 1.67% | 0.78% | 1.11% |
2014 | 5 | 2.45% | $29,502 | 0.18% | 2.95% | 2.45% | 0.79% | 2.27% | -3.05% | 1.60% | 2.95% | -1.44% |
2014 | 6 | 0.91% | $29,769 | -0.08% | -0.25% | 0.91% | 5.27% | 2.29% | 6.32% | 0.92% | 2.40% | 2.11% |
2014 | 7 | 1.36% | $30,176 | -0.08% | 0.67% | 0.14% | -6.05% | -1.62% | -3.63% | -2.60% | 1.36% | -4.74% |
2014 | 8 | 2.83% | $31,030 | 0.19% | 4.72% | 2.78% | 4.83% | 4.07% | 0.38% | 0.18% | 2.83% | -1.15% |
2014 | 9 | -7.77% | $28,619 | -0.07% | -2.11% | -5.82% | -5.93% | -1.72% | -6.18% | -3.88% | -7.77% | -7.23% |
2014 | 10 | 2.81% | $29,425 | 0.26% | 2.81% | 10.60% | 6.59% | 2.39% | -3.05% | -0.27% | 1.42% | -3.88% |
2014 | 11 | 2.15% | $30,058 | 0.11% | 2.97% | 2.15% | 0.11% | 2.71% | -0.49% | 0.06% | -1.54% | -8.51% |
2014 | 12 | 1.88% | $30,624 | -0.29% | 3.25% | 1.88% | 2.89% | -0.29% | 1.31% | -4.00% | -3.99% | -9.65% |
2015 | 1 | 9.82% | $33,630 | 0.63% | 9.82% | 6.56% | -3.28% | -2.69% | 8.69% | 0.62% | -0.69% | -5.69% |
2015 | 2 | -6.14% | $31,566 | -0.29% | -6.14% | -3.67% | 5.95% | 5.66% | -5.91% | 6.34% | 4.41% | 4.43% |
2015 | 3 | 1.86% | $32,152 | 0.25% | 1.10% | 1.86% | 1.78% | -1.30% | -2.15% | -1.43% | -1.50% | -6.05% |
2015 | 4 | -3.43% | $31,050 | 0.03% | -3.43% | -5.89% | -2.56% | 0.81% | -0.17% | 3.65% | 6.85% | 7.15% |
2015 | 5 | 0.20% | $31,111 | 0.04% | -2.37% | -0.03% | 2.24% | 1.28% | 0.56% | 0.20% | -4.10% | -3.17% |
2015 | 6 | -3.12% | $30,141 | 0.03% | -4.07% | -4.40% | 0.78% | -1.89% | -1.52% | -3.12% | -2.93% | 1.64% |
2015 | 7 | -1.10% | $29,809 | 0.04% | 4.55% | 5.91% | -1.10% | 1.96% | -6.62% | 2.03% | -6.31% | -12.61% |
2015 | 8 | -7.43% | $27,596 | -0.05% | -0.69% | -5.91% | -6.31% | -6.02% | 3.71% | -7.43% | -8.84% | -0.25% |
2015 | 9 | 0.30% | $27,677 | 0.30% | 1.97% | 3.39% | -4.93% | -2.81% | -1.80% | -4.42% | -3.13% | -3.44% |
2015 | 10 | -0.14% | $27,638 | -0.14% | -0.41% | 5.79% | 5.62% | 8.11% | 2.28% | 6.61% | 6.38% | 0.33% |
2015 | 11 | -0.61% | $27,468 | -0.26% | -0.87% | -0.61% | 3.26% | 0.41% | -6.75% | -0.75% | -2.52% | -6.64% |
2015 | 12 | 2.21% | $28,076 | -0.15% | -0.30% | 2.21% | -5.03% | -1.92% | -0.45% | -2.34% | -3.83% | -5.85% |
2016 | 1 | -4.06% | $26,936 | 0.65% | 5.57% | -4.06% | -8.58% | -5.44% | 5.41% | -5.52% | -5.03% | -4.34% |
2016 | 2 | -0.85% | $26,707 | 0.11% | 3.09% | -0.85% | -0.22% | 0.00% | 10.93% | -3.33% | -0.82% | -0.23% |
2016 | 3 | -0.84% | $26,481 | 0.14% | -0.09% | 10.37% | 8.02% | 6.99% | -0.84% | 6.58% | 12.96% | 4.24% |
2016 | 4 | 5.11% | $27,834 | 0.04% | -0.74% | -2.96% | 1.67% | 0.53% | 5.11% | 2.22% | 0.41% | 9.71% |
2016 | 5 | -6.14% | $26,126 | -0.12% | 0.81% | 1.98% | 2.24% | 1.67% | -6.14% | -0.09% | -3.69% | 0.89% |
2016 | 6 | 8.97% | $28,469 | 0.60% | 6.93% | 6.46% | -0.02% | 0.27% | 8.97% | -2.42% | 4.56% | 4.35% |
2016 | 7 | -6.97% | $26,485 | -0.05% | 2.10% | 4.38% | 5.87% | 3.79% | 1.98% | 3.98% | 5.38% | -6.97% |
2016 | 8 | -3.44% | $25,574 | -0.23% | -1.01% | -3.44% | 1.78% | 0.11% | -3.26% | 0.53% | 0.88% | 0.77% |
2016 | 9 | 1.08% | $25,849 | 0.13% | -1.51% | -2.06% | 1.08% | 0.11% | 0.69% | 1.34% | 2.52% | 4.31% |
2016 | 10 | -4.60% | $24,661 | -0.05% | -4.38% | -5.66% | -4.60% | -1.98% | -2.94% | -2.22% | -0.83% | -0.33% |
2016 | 11 | -4.42% | $23,572 | -0.47% | -8.21% | -1.35% | 11.06% | 4.04% | -8.36% | -1.78% | -4.42% | 1.67% |
2016 | 12 | 2.89% | $24,253 | 0.07% | -0.46% | 4.73% | 2.89% | 1.87% | -1.91% | 2.71% | -0.25% | 4.14% |
2017 | 1 | 0.28% | $24,321 | 0.11% | 0.81% | -0.95% | 0.28% | 1.93% | 5.42% | 3.29% | 6.66% | -0.57% |
2017 | 2 | 1.93% | $24,790 | 0.04% | 1.59% | 3.47% | 1.93% | 3.82% | 3.18% | 1.19% | 1.74% | -0.19% |
2017 | 3 | 0.03% | $24,797 | 0.06% | -0.65% | -2.90% | 0.03% | 0.09% | -0.43% | 3.23% | 3.69% | -3.24% |
2017 | 4 | 1.15% | $25,082 | 0.19% | 1.57% | -0.21% | 1.15% | 1.04% | 1.73% | 2.42% | 1.70% | -2.70% |
2017 | 5 | 2.85% | $25,795 | 0.07% | 1.89% | -0.63% | -1.97% | 1.28% | -0.12% | 3.54% | 2.85% | -1.42% |
2017 | 6 | 0.93% | $26,036 | -0.08% | 0.79% | 2.47% | 3.37% | 0.71% | -2.16% | 0.31% | 0.93% | -0.96% |
2017 | 7 | 5.82% | $27,552 | 0.19% | -0.66% | 0.87% | 0.86% | 1.91% | 2.31% | 2.65% | 5.82% | 4.08% |
2017 | 8 | 2.35% | $28,200 | 0.20% | 3.41% | -0.79% | -1.26% | 0.32% | 4.20% | -0.04% | 2.35% | 0.40% |
2017 | 9 | -0.04% | $28,187 | -0.19% | -2.32% | 0.23% | 6.30% | 2.06% | -3.37% | 2.36% | -0.04% | 1.99% |
2017 | 10 | 3.28% | $29,112 | -0.09% | -0.04% | -1.12% | 0.73% | 2.31% | -0.75% | 1.68% | 3.28% | 3.96% |
2017 | 11 | -0.39% | $28,999 | -0.22% | 0.74% | 3.14% | 2.94% | 3.02% | 0.36% | 0.69% | -0.39% | 0.94% |
2017 | 12 | 2.78% | $29,806 | -0.02% | 1.81% | 0.04% | -0.40% | 1.23% | 2.11% | 1.35% | 3.77% | 2.78% |
2018 | 1 | 2.95% | $30,685 | -0.29% | -3.26% | -4.10% | 2.56% | 5.41% | 3.23% | 5.02% | 8.30% | 2.95% |
2018 | 2 | -5.90% | $28,875 | -0.10% | -3.04% | -7.23% | -3.84% | -3.70% | -2.08% | -4.83% | -5.90% | -2.92% |
2018 | 3 | 0.54% | $29,032 | 0.25% | 2.86% | 3.97% | 1.22% | -2.23% | 0.63% | -0.84% | 0.54% | 2.29% |
2018 | 4 | 3.42% | $30,023 | -0.23% | -2.09% | 1.45% | 0.98% | 0.26% | -0.95% | 1.52% | -2.82% | 3.42% |
2018 | 5 | 2.68% | $30,827 | 0.35% | 2.01% | 4.02% | 6.16% | 2.57% | -1.20% | -1.89% | -2.62% | 2.68% |
2018 | 6 | -1.94% | $30,229 | 0.04% | 0.65% | 4.33% | 0.61% | 0.63% | -3.61% | -1.57% | -4.54% | -1.94% |
2018 | 7 | 0.32% | $30,325 | -0.06% | -1.44% | 0.32% | 1.65% | 3.45% | -2.24% | 2.85% | 3.53% | -2.43% |
2018 | 8 | 2.99% | $31,232 | 0.35% | 1.31% | 2.99% | 4.31% | 3.39% | -2.14% | -2.24% | -3.77% | 0.75% |
2018 | 9 | -2.32% | $30,507 | -0.14% | -2.86% | -2.74% | -2.32% | 0.38% | -0.66% | 0.97% | -0.58% | 3.39% |
2018 | 10 | -7.09% | $28,343 | 0.15% | -2.93% | -2.54% | -10.99% | -7.09% | 2.12% | -8.13% | -8.76% | -5.62% |
2018 | 11 | 4.90% | $29,731 | 0.38% | 1.79% | 4.90% | 1.73% | 1.92% | 0.34% | 0.50% | 4.90% | -9.85% |
2018 | 12 | -8.61% | $27,170 | 0.76% | 5.85% | -8.61% | -11.97% | -8.91% | 4.94% | -5.35% | -3.50% | -3.99% |
2019 | 1 | 2.89% | $27,954 | 0.25% | 0.38% | 11.41% | 11.32% | 8.21% | 2.89% | 6.63% | 10.34% | 7.11% |
2019 | 2 | -0.61% | $27,784 | 0.09% | -1.38% | 0.99% | 5.18% | 3.40% | -0.61% | 2.54% | -1.53% | 2.84% |
2019 | 3 | -1.60% | $27,340 | 0.63% | 5.57% | 2.81% | -2.09% | 1.77% | -1.60% | 0.92% | 1.13% | -0.38% |
2019 | 4 | -1.99% | $26,797 | 0.18% | -1.99% | -0.24% | 3.40% | 3.93% | -0.66% | 2.93% | 2.35% | 1.19% |
2019 | 5 | -7.33% | $24,833 | 0.72% | 6.84% | -0.31% | -7.85% | -6.33% | 1.76% | -5.03% | -7.33% | -5.97% |
2019 | 6 | 1.31% | $25,157 | 0.46% | 0.95% | 1.31% | 6.98% | 6.87% | 8.00% | 5.91% | 6.20% | 3.97% |
2019 | 7 | 0.26% | $25,222 | -0.06% | 0.26% | 1.56% | 0.68% | 1.63% | 0.01% | -1.95% | -2.66% | -1.14% |
2019 | 8 | 11.04% | $28,008 | 0.78% | 11.04% | 2.37% | -4.93% | -1.87% | 7.91% | -1.92% | -3.78% | -4.63% |
2019 | 9 | -3.39% | $27,057 | -0.13% | -2.68% | 2.66% | 2.04% | 1.79% | -3.39% | 3.16% | 1.69% | 1.42% |
2019 | 10 | -1.11% | $26,756 | 0.31% | -1.11% | 1.11% | 2.72% | 2.10% | 2.56% | 3.39% | 4.18% | 1.93% |
2019 | 11 | -3.21% | $25,897 | -0.05% | -0.41% | -1.39% | 4.07% | 3.81% | -3.21% | 1.13% | -0.09% | -0.13% |
2019 | 12 | 2.80% | $26,621 | 0.16% | -3.20% | -1.03% | 2.78% | 2.80% | 3.66% | 2.98% | 7.71% | 5.85% |
2020 | 1 | -6.15% | $24,984 | 0.58% | 7.69% | 0.46% | -3.10% | 0.12% | 4.50% | -2.82% | -6.15% | -8.59% |
2020 | 2 | -8.07% | $22,968 | 0.88% | 6.63% | -8.36% | -8.85% | -8.07% | -0.64% | -7.77% | -3.78% | -6.65% |
2020 | 3 | 6.38% | $24,433 | 1.24% | 6.38% | -22.37% | -21.48% | -13.35% | -0.22% | -14.11% | -15.77% | -17.34% |
2020 | 4 | 1.22% | $24,731 | 0.27% | 1.22% | 7.85% | 13.85% | 13.20% | 7.26% | 5.82% | 7.35% | -3.11% |
2020 | 5 | -1.76% | $24,295 | -0.08% | -1.76% | -0.60% | 6.59% | 5.16% | 2.59% | 5.43% | 2.97% | 8.07% |
2020 | 6 | 0.34% | $24,377 | 0.02% | 0.34% | 1.72% | 3.42% | 2.27% | 2.74% | 3.51% | 6.61% | 4.50% |
2020 | 7 | 4.44% | $25,458 | 0.09% | 4.44% | 3.41% | 2.92% | 5.94% | 10.79% | 1.94% | 8.25% | 5.12% |
2020 | 8 | -0.32% | $25,375 | -0.02% | -5.05% | 0.68% | 5.48% | 7.30% | -0.32% | 4.72% | 2.89% | 4.64% |
2020 | 9 | -3.69% | $24,439 | -0.00% | 0.77% | -4.03% | -3.25% | -3.69% | -4.17% | -2.05% | -1.01% | -3.55% |
2020 | 10 | 1.41% | $24,782 | -0.05% | -3.39% | -2.54% | 2.20% | -2.30% | -0.52% | -3.55% | 1.41% | -3.14% |
2020 | 11 | 8.99% | $27,010 | 0.02% | 1.66% | 12.34% | 18.24% | 11.69% | -5.41% | 14.27% | 8.99% | 10.20% |
2020 | 12 | 8.65% | $29,346 | 0.04% | -1.23% | 3.11% | 8.65% | 4.12% | 7.01% | 5.01% | 7.14% | 5.45% |
Metric | Momentum Model |
---|---|
Arithmetic Mean (monthly) | 0.78% |
Arithmetic Mean (annualized) | 9.73% |
Geometric Mean (monthly) | 0.64% |
Geometric Mean (annualized) | 7.99% |
Volatility (monthly) | 5.23% |
Volatility (annualized) | 18.11% |
Downside Deviation (monthly) | 3.11% |
Max. Drawdown | -31.70% |
US Market Correlation | 0.24 |
Beta(*) | 0.27 |
Alpha (annualized) | 6.44% |
R2 | 5.98% |
Sharpe Ratio | 0.47 |
Sortino Ratio | 0.78 |
Treynor Ratio (%) | 30.82 |
Calmar Ratio | -0.02 |
Active Return | -1.59% |
Tracking Error | 21.11% |
Information Ratio | -0.08 |
Skewness | 0.28 |
Excess Kurtosis | 0.18 |
Historical Value-at-Risk (5%) | -7.39% |
Analytical Value-at-Risk (5%) | -7.82% |
Conditional Value-at-Risk (5%) | -9.02% |
Upside Capture Ratio (%) | 46.42 |
Downside Capture Ratio (%) | 33.21 |
Safe Withdrawal Rate | 15.40% |
Perpetual Withdrawal Rate | 5.70% |
Positive Periods | 92 out of 168 (54.76%) |
Gain/Loss Ratio | 1.21 |
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Momentum Model |
---|---|---|---|
Subprime Crisis | Nov 2007 | Mar 2009 | -23.66% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Feb 2015 | Feb 2020 | 5 years 1 month | -31.70% | |||
2 | May 2010 | Nov 2010 | 7 months | Aug 2011 | 9 months | 1 year 4 months | -24.13% |
3 | Jul 2008 | Oct 2008 | 4 months | Jul 2009 | 9 months | 1 year 1 month | -23.66% |
4 | Sep 2011 | May 2012 | 9 months | Nov 2013 | 1 year 6 months | 2 years 3 months | -19.49% |
5 | Sep 2014 | Sep 2014 | 1 month | Jan 2015 | 4 months | 5 months | -7.77% |
6 | Nov 2007 | Nov 2007 | 1 month | Jan 2008 | 2 months | 3 months | -7.65% |
7 | Jan 2010 | Jan 2010 | 1 month | Apr 2010 | 3 months | 4 months | -5.87% |
8 | Jan 2014 | Jan 2014 | 1 month | Apr 2014 | 3 months | 4 months | -5.20% |
9 | Oct 2009 | Oct 2009 | 1 month | Nov 2009 | 1 month | 2 months | -3.44% |
10 | Feb 2007 | Feb 2007 | 1 month | Mar 2007 | 1 month | 2 months | -2.38% |
Worst 10 drawdowns included above |
Roll Period | Average | High | Low |
---|---|---|---|
1 year | 7.87% | 80.99% | -19.90% |
3 years | 5.19% | 38.01% | -5.73% |
5 years | 4.10% | 20.25% | -6.16% |
7 years | 4.48% | 16.53% | -1.40% |
10 years | 4.26% | 9.76% | -1.06% |
# | Start | End | Months | Assets | Asset Performance | Momentum Model |
---|---|---|---|---|---|---|
1 | Jan 2007 | Jan 2007 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 0.11% | 0.11% |
2 | Feb 2007 | Feb 2007 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -2.38% | -2.38% |
3 | Mar 2007 | Nov 2007 | 9 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 39.60% | 39.60% |
4 | Dec 2007 | Feb 2008 | 3 | 100.00% SPDR Gold Shares (GLD) | GLD: 24.39% | 24.39% |
5 | Mar 2008 | Aug 2008 | 6 | 100.00% Invesco DB Commodity Tracking (DBC) | DBC: 4.60% | 4.60% |
6 | Sep 2008 | Sep 2008 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: -7.75% | -7.75% |
7 | Oct 2008 | Mar 2009 | 6 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: 13.55% | 13.55% |
8 | Apr 2009 | Apr 2009 | 1 | 100.00% SPDR Gold Shares (GLD) | GLD: -3.33% | -3.33% |
9 | May 2009 | Aug 2009 | 4 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 24.16% | 24.16% |
10 | Sep 2009 | Sep 2009 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 6.84% | 6.84% |
11 | Oct 2009 | Oct 2009 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -3.44% | -3.44% |
12 | Nov 2009 | Jan 2010 | 3 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 7.48% | 7.48% |
13 | Feb 2010 | Mar 2010 | 2 | 100.00% SPDR Gold Shares (GLD) | GLD: 2.82% | 2.82% |
14 | Apr 2010 | Jun 2010 | 3 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -4.31% | -4.31% |
15 | Jul 2010 | Jul 2010 | 1 | 100.00% SPDR Gold Shares (GLD) | GLD: -5.09% | -5.09% |
16 | Aug 2010 | Aug 2010 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -1.27% | -1.27% |
17 | Sep 2010 | Oct 2010 | 2 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -6.87% | -6.87% |
18 | Nov 2010 | Dec 2010 | 2 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 4.15% | 4.15% |
19 | Jan 2011 | Feb 2011 | 2 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: 5.15% | 5.15% |
20 | Mar 2011 | May 2011 | 3 | 100.00% Invesco DB Commodity Tracking (DBC) | DBC: 1.78% | 1.78% |
21 | Jun 2011 | Jun 2011 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -3.33% | -3.33% |
22 | Jul 2011 | Sep 2011 | 3 | 100.00% SPDR Gold Shares (GLD) | GLD: 8.26% | 8.26% |
23 | Oct 2011 | Feb 2012 | 5 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -1.51% | -1.51% |
24 | Mar 2012 | Mar 2012 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -3.11% | -3.11% |
25 | Apr 2012 | Apr 2012 | 1 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: -0.56% | -0.56% |
26 | May 2012 | Jul 2012 | 3 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 2.55% | 2.55% |
27 | Aug 2012 | Oct 2012 | 3 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -4.28% | -4.28% |
28 | Nov 2012 | Mar 2013 | 5 | 100.00% iShares MSCI EAFE ETF (EFA) | EFA: 11.27% | 11.27% |
29 | Apr 2013 | Apr 2013 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: -0.35% | -0.35% |
30 | May 2013 | May 2013 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -5.96% | -5.96% |
31 | Jun 2013 | Dec 2013 | 7 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: 19.24% | 19.24% |
32 | Jan 2014 | Jan 2014 | 1 | 100.00% iShares MSCI EAFE ETF (EFA) | EFA: -5.20% | -5.20% |
33 | Feb 2014 | Feb 2014 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: 4.78% | 4.78% |
34 | Mar 2014 | Apr 2014 | 2 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: 1.01% | 1.01% |
35 | May 2014 | Jun 2014 | 2 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 3.38% | 3.38% |
36 | Jul 2014 | Sep 2014 | 3 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -3.86% | -3.86% |
37 | Oct 2014 | Oct 2014 | 1 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: 2.81% | 2.81% |
38 | Nov 2014 | Dec 2014 | 2 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 4.08% | 4.08% |
39 | Jan 2015 | Feb 2015 | 2 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: 3.08% | 3.08% |
40 | Mar 2015 | Mar 2015 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 1.86% | 1.86% |
41 | Apr 2015 | Apr 2015 | 1 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -3.43% | -3.43% |
42 | May 2015 | Jun 2015 | 2 | 100.00% iShares MSCI EAFE ETF (EFA) | EFA: -2.93% | -2.93% |
43 | Jul 2015 | Jul 2015 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: -1.10% | -1.10% |
44 | Aug 2015 | Aug 2015 | 1 | 100.00% iShares MSCI EAFE ETF (EFA) | EFA: -7.43% | -7.43% |
45 | Sep 2015 | Oct 2015 | 2 | 100.00% iShares 1-3 Year Treasury Bond ETF (SHY) | SHY: 0.15% | 0.15% |
46 | Nov 2015 | Feb 2016 | 4 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -3.37% | -3.37% |
47 | Mar 2016 | Jun 2016 | 4 | 100.00% SPDR Gold Shares (GLD) | GLD: 6.60% | 6.60% |
48 | Jul 2016 | Jul 2016 | 1 | 100.00% Invesco DB Commodity Tracking (DBC) | DBC: -6.97% | -6.97% |
49 | Aug 2016 | Aug 2016 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -3.44% | -3.44% |
50 | Sep 2016 | Oct 2016 | 2 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: -3.57% | -3.57% |
51 | Nov 2016 | Nov 2016 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -4.42% | -4.42% |
52 | Dec 2016 | Apr 2017 | 5 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: 6.41% | 6.41% |
53 | May 2017 | Nov 2017 | 7 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 15.62% | 15.62% |
54 | Dec 2017 | Jan 2018 | 2 | 100.00% Invesco DB Commodity Tracking (DBC) | DBC: 5.82% | 5.82% |
55 | Feb 2018 | Mar 2018 | 2 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -5.39% | -5.39% |
56 | Apr 2018 | Jun 2018 | 3 | 100.00% Invesco DB Commodity Tracking (DBC) | DBC: 4.12% | 4.12% |
57 | Jul 2018 | Aug 2018 | 2 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 3.32% | 3.32% |
58 | Sep 2018 | Sep 2018 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: -2.32% | -2.32% |
59 | Oct 2018 | Oct 2018 | 1 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: -7.09% | -7.09% |
60 | Nov 2018 | Dec 2018 | 2 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: -4.14% | -4.14% |
61 | Jan 2019 | Mar 2019 | 3 | 100.00% SPDR Gold Shares (GLD) | GLD: 0.63% | 0.63% |
62 | Apr 2019 | Apr 2019 | 1 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -1.99% | -1.99% |
63 | May 2019 | May 2019 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -7.33% | -7.33% |
64 | Jun 2019 | Jun 2019 | 1 | 100.00% SPDR Dow Jones REIT ETF (RWR) | RWR: 1.31% | 1.31% |
65 | Jul 2019 | Aug 2019 | 2 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: 11.33% | 11.33% |
66 | Sep 2019 | Sep 2019 | 1 | 100.00% SPDR Gold Shares (GLD) | GLD: -3.39% | -3.39% |
67 | Oct 2019 | Oct 2019 | 1 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: -1.11% | -1.11% |
68 | Nov 2019 | Nov 2019 | 1 | 100.00% SPDR Gold Shares (GLD) | GLD: -3.21% | -3.21% |
69 | Dec 2019 | Dec 2019 | 1 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: 2.80% | 2.80% |
70 | Jan 2020 | Jan 2020 | 1 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: -6.15% | -6.15% |
71 | Feb 2020 | Feb 2020 | 1 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: -8.07% | -8.07% |
72 | Mar 2020 | Jul 2020 | 5 | 100.00% iShares 20+ Year Treasury Bond ETF (TLT) | TLT: 10.84% | 10.84% |
73 | Aug 2020 | Aug 2020 | 1 | 100.00% SPDR Gold Shares (GLD) | GLD: -0.32% | -0.32% |
74 | Sep 2020 | Sep 2020 | 1 | 100.00% iShares Russell 1000 ETF (IWB) | IWB: -3.69% | -3.69% |
75 | Oct 2020 | Nov 2020 | 2 | 100.00% iShares MSCI Emerging Markets ETF (EEM) | EEM: 10.52% | 10.52% |
76 | Dec 2020 | Dec 2020 | 1 | 100.00% iShares Russell 2000 ETF (IWM) | IWM: 8.65% | 8.65% |
77 | Jan 2021 | Jan 2021 | 1 | Please sign-in for forward signals | - | - |