Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMBRIC |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/2/2008 |
| TYPE OF STRATEGY: | ETFs |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 48.0% |
| COMFORT RANGE: |
BRIC House
4 Emerging Market ETFs
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| 0.61 | -1.97 | 9.6 | -2.17 | -1.31 |
*Annualized Rate of Return
Max Initial Investment Exposure by Asset Class
The model has the freedom to invest up to 100% in cash or up to 100% across the ETFs. However, no single ETF will hold more than 48% of the portfolio at the time that the positions is deployed.
The strategy dynamically manages the investment exposure and cash levels of the portfolio based on a quantitative trend-following risk-management process. The emerging market and commodity ETFs utilize a shorter-term model while the remaining securities use an intermediate-term trade system.
Foreign
This active strategy of four passive country ETFs has a targeted focus on emerging markets. It is believed that these four countries represent ¼ of the world’s land area, 40% of the world’s population, and areas of significant growth potential as these markets continue to develop economically.
