Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMGB |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/2/1998 |
| TYPE OF STRATEGY: | Mutual Funds |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 35.4% |
| COMFORT RANGE: |
Global Bond Fund
Global Defense
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| -0.28 | 2.36 | 6.86 | 0.8 | 1.48 | 3.99 |
*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 35% 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 foreign and domestic bond market.
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Integer adipiscing erat eget risus sollicitudin pellentesque et non erat.
Domestic
There are three domestic mutual funds to provide coverage of short term government debt mixed with investment grade corporate debt.
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Integer adipiscing erat eget risus sollicitudin pellentesque et non erat.
Foreign
Two mutual funds provide international exposure to debt in developed and developing markets.
