ETF Model Portfolios

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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