US Tactical Switch

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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  %
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 %
 
   10.41    9.92
VolatilityAnnualized Volatility %
 
   14.67    11.69
SharpeSharpe Ratio
 
   0.62    0.73
SortinoSortino Ratio (tr=0)
 
   0.92    1.13
VaRVaR (95 - month) %
 
   -6.07    -4.72
DrawdownMaximum Drawdown %
 
   -50.80    -16.69
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 11/19/2021 
YTD      25.41    25.40
1 YEAR      31.61    31.59
3 YEAR      21.58    12.15
5 YEAR      18.12    12.95
10 YEAR      16.40    12.21
MAX      10.41    9.92

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