Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMCE |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/2/2008 |
| TYPE OF STRATEGY: | ETFs |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 25.0% |
| COMFORT RANGE: |
Core Equity
The domestic market broken down by sectors.
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| -0.81 | 2.62 | 10.15 | 2.86 | 6.66 |
*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 25% 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.
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Equity
This active strategy of 9 ETFs of the various sectors of the domestic markets. The strategy rotates among these 9 distinct sectors depending on the strength of each underlying sector.
