Robert Kendall
Strategy Designer
Strategy Details
| STRATEGY CODE: | VPMUS |
| MGMT STYLE: | Tactical |
| INCEPTION DATE: | 1/3/2000 |
| TYPE OF STRATEGY: | Mutual Funds |
| STARTING EQUITY: | $100,000 |
| MGMT FEE: | 1.5% |
| INITIAL ALLOCATION FACTOR: | 57.0% |
| COMFORT RANGE: |
US Bond Fund
Domestic Debt
Strategy Performance
As of 3/31/2017
| 1MO | YTD | 1YR | 3YR* | 5YR* | 10YR* |
|---|---|---|---|---|---|
| -0.45 | 1.91 | 6.96 | 1.94 | 1.93 | 5.11 |
*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 57% 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.
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Domestic
Three domestic mutual funds provide coverage to short term government debt mixed with investment grade corporate debt.
