Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMGES4 |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 4/14/2003 |
| TYPE OF STRATEGY: | ETFs |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 20.85% |
| COMFORT RANGE: |
Global Equity Strategy
It’s a Small World After All
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| 1.1 | 5.3 | 7.96 | 0.55 | 3.54 | 6.27 |
*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.
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Domestic
There is an equity ETF for each of the commonly used capitalization groupings of Small-Cap, Mid-Cap and Large Cap.
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Foreign
There are two ETFs for foreign investment in both developed and emerging markets.
