US Dynamic ST (Bonds & Stocks)

The model allocations are dynamic, based on the risk-adjusted allocation level calculated by our proprietary algorithm.
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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. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   50.00
U.S. l-cap StocksU.S. Large-capitalization Stocks
 
   50.00
Config
Allocation Rebalance 10.0% drift
Style Long-only
Metrics Benchmark Model
ReturnAnnualized Return %
 
   7.82    7.09
VolatilityAnnualized Volatility %
 
   7.31    7.10
SharpeSharpe Ratio
 
   0.88    0.80
SortinoSortino Ratio (tr=0)
 
   1.41    1.32
VaRVaR (95 - month) %
 
   -2.82    -2.78
DrawdownMaximum Drawdown %
 
   -22.40    -13.52
Allocation Changes
Average Changes per Year      3.75
Maximum Changes in a Year      8.00
Returns % Benchmark Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 05/07/2021 
YTD      4.54    -1.60
1 YEAR      20.14    0.74
3 YEAR      12.31    6.32
5 YEAR      10.33    6.77
10 YEAR      9.29    7.36
MAX      7.82    7.09

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