US Tactical Switch

Model  Min % Max %
No allocation can exceed 100%, including the total portfolio allocation.
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   0.00    100.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   0.00    100.00
Benchmark  %
This passive model is the benchmark.
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   100.00
Config
Allocation Rebalance 10.0% drift
Style Long-only
Metrics Benchmark Model
ReturnAnnualized Return %
 
   8.78    8.88
VolatilityAnnualized Volatility %
 
   13.86    11.06
SharpeSharpe Ratio
 
   0.53    0.68
SortinoSortino Ratio (tr=0)
 
   0.78    1.02
VaRVaR (95 - month) %
 
   -5.81    -4.50
DrawdownMaximum Drawdown %
 
   -50.76    -16.65
Allocation Changes
Average Changes per Year      1.01
Maximum Changes in a Year      2.00
Returns % Benchmark Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 12/06/2019 
YTD      27.15    12.94
1 YEAR      18.46    5.22
3 YEAR      14.41    9.28
5 YEAR      10.72    5.76
10 YEAR      13.18    8.84
MAX      8.78    8.88

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