Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMDB |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/2/2008 |
| TYPE OF STRATEGY: | Mutual Fund |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 32.0% |
| COMFORT RANGE: |
Diversified Bond
This strategy spreads capital across a variety of maturities and grades of bonds.
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| -0.29 | 0.66 | 7.53 | 3.77 | 2.46 |
*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 Mutual Funds. However, no single fund will hold more than 32% 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. This strategy seeks out favorable trends across the broad domestic bond market.
Bonds
This active strategy of 5 Mutual Funds of the various sectors of the domestic markets. Capital is deployed among each of these funds based upon the strength of the intermediate trends. If the risk is too great within these funds or the overall bond market, greater amounts of cash are favored in place of yields.
