ETF Model Portfolios

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 %	7.94	7.05
VolatilityAnnualized Volatility %	7.32	7.05
SharpeSharpe Ratio	0.90	0.80
SortinoSortino Ratio (tr=0)	1.43	1.32
VaRVaR (95 - month) %	-2.82	-2.76
DrawdownMaximum Drawdown %	-22.40	-13.52

Allocation Changes
Average Changes per Year	3.63
Maximum Changes in a Year	8.00

Returns %	Benchmark	Model
Simulated performance, including transaction costs. 1y+ returns are annualized.
close of 11/19/2021
YTD	10.82	1.45
1 YEAR	13.92	2.09
3 YEAR	14.00	6.80
5 YEAR	11.05	7.75
10 YEAR	9.76	7.42
MAX	7.94	7.05

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