Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMAWMF |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/3/2007 |
| TYPE OF STRATEGY: | Mutual Funds |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 13.7% |
| COMFORT RANGE: |
All Weather Series
A Mix of Domestic Style Box Securities and Bonds
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Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| 0.76 | 3.27 | 8.94 | 1.31 | 4.02 | 4.95 |
*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.
Equity
This portfolio rotates among 6 ETFs that represent domestic growth and value companies across the small-, mid- and large-capitalization spectrum.
Bonds
Two bond ETFs are included to offer diversification using short- and intermediate-term U.S. bonds.
