The Algorithmic Trading Strategy combines Trend Following and Position Sizing models to take positions in ETFs.
The Strategy aims to provide exposure to multi-market ETFs with a protective asset allocation model.
The model determines a Global Market Breadth Indicator, by analyzing a diversified universe of multi-market ETFs, and detect trends that emerge. The Global Market Breadth Indicator is used to determine the percentage of the Portfolio to allocate to Risk-On assets and Risk-Off assets. The model moves to 100% Risk-Off assets in bad times (crash protection).
Risk-On assets are composed of 6 best-performing ETFs from a diversified multi-market universe of 12 ETFs (Stocks, Bonds, Gold, Real Estate, International and emerging markets ...). ETFs that are bought have the best momentum (performance).
An Intermediate-term US Treasuries ETF (IEF) is used as a Risk-Off Asset.

The Strategy experienced very low drawdowns relative to return, that makes the Strategy an alternative to a 2-Years Term Deposit.

The portfolio is rebalanced monthly. The portfolio holds only long positions.

Start Here Each Month

Global Market Breadth Indicator

Adjust Risk-On/Risk-Off asset allocation

% Risk-On Assets

Buy/Hold the 6 best-performing ETFs from: SPY QQQ IWM VGK EWJ EEMVNQ EFA GLD JNK LQD TLT

% Risk-Off Assets

Buy/Hold ETFIEF

Natevia does not guarantee the accuracy, adequacy, completeness or availability of any information and is not responsible for any errors or omissions, regardless of the cause or for the results obtained from the use of such information.

Rebalancing of the portfolio composition is done by Natevia based on publicly available data and may be delayed. Past performance is not an indication of future results. This is not an investment advice.

All prices are indicative and for information purposes only. Back-tested results.

Global Stable Strategy

Global Stable Strategy

  United States ETFs

Risk  2

Return  +8.01%

Max Drawdown-6.62%

Asset Allocation

IEF100%
This strategy trades monthly

Last refresh:
11/27/20

Last trading day:
10/30/20

Next trading day:
11/30/20

Start Year:
2007

Benchmark:
IEF

Buy & Hold Portfolio:
SPY 5%, QQQ 5%, IWM 5%, VGK 5%, EWJ 5%, EEM 5%, VNQ 5%, EFA 5%, GLD 5%, LQD 5%, TLT 10%, IEF 40%

List of ETFs traded:

SPY
S&P 500

QQQ
Nasdaq 100

IWM
US Small Cap Equities

VGK
Europe Equities

EWJ
Japan Equities

EEM
Emerging Market Equities

VNQ
US Real Estate

EFA
Europe, Australia and Far East Equities

GLD
Gold

JNK
High Yield Bonds

LQD
US Corporate Bonds

TLT
Long-Term US Treasuries

IEF
Intermediate-term US Treasuries

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$29,2228.01%6.69%17.83%-0.83%-6.62%1.05
Buy & Hold$10,000$24,1396.54%6.80%17.69%-3.82%-14.20%0.84
Benchmark$10,000$20,6035.33%6.29%17.91%-6.59%-7.60%0.72
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +14.46%$11,446 +9.49% +10.06%
2008 +17.83%$13,486-3.82% +17.91%
2009 +4.10%$14,039 +3.83%-6.59%
2010 +15.19%$16,172 +12.86% +9.36%
2011 +5.89%$17,125 +9.49% +15.65%
2012 +6.14%$18,176 +7.74% +3.66%
2013-0.83%$18,026-0.38%-6.09%
2014 +6.78%$19,247 +9.28% +9.07%
2015 +2.06%$19,644-0.03% +1.51%
2016 +3.65%$20,361 +4.30% +1.00%
2017 +15.37%$23,491 +11.69% +2.55%
2018 +7.01%$25,138-3.33% +0.99%
2019 +12.05%$28,167 +17.69% +8.03%
2020 +3.74%$29,221 +14.96% +10.34%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January0.00%$10,000 +0.51%-0.69%
February +1.02%$10,101 +0.91% +2.05%
March +1.61%$10,264 +0.25%-0.14%
April +2.73%$10,545 +1.58% +0.61%
May +1.83%$10,738 +0.12%-1.39%
June-0.06%$10,732-0.79%-0.47%
July +0.91%$10,830 +0.18% +2.26%
August +2.26%$11,075 +1.72% +2.26%
September +0.09%$11,085 +2.57% +0.09%
October +3.42%$11,464 +2.86% +1.08%
November-0.16%$11,445-0.23% +4.05%
December0.00%$11,446-0.51% +0.05%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.34%$11,828-0.41% +3.36%
February +1.23%$11,974 +0.22% +1.24%
March +1.33%$12,133 +0.39% +1.34%
April-2.41%$11,841 +0.65%-2.42%
May-1.77%$11,632-0.17%-1.78%
June +1.14%$11,764-2.30% +1.15%
July +0.72%$11,849-0.30% +0.72%
August +1.52%$12,029-0.21% +1.53%
September-0.14%$12,012-3.58%-0.14%
October-0.86%$11,909-8.29%-0.86%
November +7.72%$12,828 +3.68% +7.75%
December +5.13%$13,486 +7.21% +5.15%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.87%$12,964-5.87%-3.89%
February-0.73%$12,870-3.03%-0.73%
March +3.30%$13,294 +3.93% +3.31%
April-2.73%$12,931 +0.57%-2.74%
May-2.07%$12,663 +1.50%-2.08%
June-0.55%$12,593-0.48%-0.56%
July +0.83%$12,697 +3.25% +0.83%
August +0.90%$12,812 +1.67% +0.76%
September +5.03%$13,456 +2.67% +1.12%
October-2.16%$13,165-1.11%-0.14%
November +4.39%$13,743 +3.54% +2.02%
December +2.15%$14,039-2.37%-4.40%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.46%$13,553-0.23% +2.37%
February +1.63%$13,773 +1.11% +0.33%
March +5.41%$14,519 +1.44%-1.05%
April +2.76%$14,920 +1.95% +1.65%
May-3.83%$14,349-0.64% +2.93%
June +3.04%$14,786 +1.24% +3.05%
July +0.91%$14,920 +2.38% +0.91%
August +2.68%$15,319 +1.88% +3.36%
September0.00%$15,319 +2.79%0.00%
October +1.00%$15,472 +0.97%-0.01%
November-0.18%$15,445-0.94%-0.90%
December +4.71%$16,172 +0.28%-3.43%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.33%$16,118-0.57%-0.02%
February +2.68%$16,551 +1.71%-0.21%
March-0.41%$16,483-0.07%-0.15%
April +4.01%$17,144 +3.21% +1.84%
May-0.96%$16,981 +0.72% +2.51%
June-1.67%$16,697-1.19%-0.50%
July +0.84%$16,838 +2.38% +3.17%
August-1.76%$16,542 +1.88% +4.65%
September +2.24%$16,912-1.51% +2.24%
October-1.29%$16,694 +2.50%-1.29%
November +0.58%$16,791-0.02% +0.58%
December +1.99%$17,125 +0.19% +1.99%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.86%$17,273 +3.34% +0.86%
February-1.10%$17,083 +0.15%-1.10%
March-0.32%$17,028-0.81%-1.59%
April +2.50%$17,454 +1.29% +2.51%
May +2.86%$17,954-0.60% +2.87%
June-0.41%$17,880 +1.28%-0.42%
July +1.36%$18,123 +1.35% +1.40%
August-0.12%$18,102 +0.94%-0.12%
September +0.49%$18,191 +0.59%-0.35%
October-1.02%$18,006-0.87%-0.40%
November +0.85%$18,158 +0.91% +0.98%
December +0.10%$18,176-0.02%-0.94%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.56%$18,278-0.07%-1.29%
February-0.06%$18,267 +0.18% +1.13%
March +1.71%$18,578 +0.90% +0.29%
April +2.79%$19,097 +1.69% +1.52%
May-2.14%$18,687-3.06%-3.10%
June-2.12%$18,292-3.10%-2.55%
July-0.35%$18,227 +1.59%-0.35%
August-1.62%$17,931-1.30%-1.42%
September +1.84%$18,262 +2.46% +1.85%
October +0.78%$18,403 +1.78% +0.78%
November +0.03%$18,409-0.60%-0.88%
December-2.08%$18,026-0.66%-2.09%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.05%$18,576 +0.98% +3.06%
February +0.36%$18,642 +2.36% +0.36%
March-0.57%$18,537-0.51%-0.56%
April +0.42%$18,614 +0.72% +0.76%
May +1.79%$18,946 +1.83% +1.83%
June +0.83%$19,104 +1.16%-0.22%
July-1.71%$18,777-0.76%-0.22%
August +2.76%$19,294 +2.41% +1.88%
September-3.13%$18,691-2.41%-1.05%
October +1.53%$18,978 +1.89% +1.54%
November +1.29%$19,222 +1.37% +1.29%
December +0.13%$19,2470.00% +0.13%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.30%$20,074 +3.51% +4.30%
February-2.47%$19,578-0.57%-2.47%
March +0.86%$19,746 +0.11% +0.86%
April-0.63%$19,621-0.33%-0.63%
May +0.13%$19,647-0.23%-0.42%
June-1.63%$19,327-2.14%-1.63%
July +1.52%$19,620 +1.41% +1.52%
August +0.08%$19,635-2.36% +0.08%
September +1.58%$19,945-0.11% +1.58%
October-0.64%$19,818 +2.44%-0.64%
November-0.43%$19,733-0.59%-0.43%
December-0.45%$19,644-1.01%-0.45%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.33%$20,298 +0.25% +3.33%
February +1.48%$20,599 +1.13% +1.49%
March-0.07%$20,585 +2.61%-0.07%
April-0.16%$20,554 +0.10%-0.16%
May-0.10%$20,533 +0.24%-0.10%
June +3.09%$21,167 +2.82% +3.09%
July +1.70%$21,526 +2.26% +0.24%
August-0.99%$21,314-0.62%-1.01%
September +0.13%$21,341 +0.29% +0.24%
October-3.05%$20,689-2.26%-1.49%
November-1.47%$20,385-3.02%-4.23%
December-0.12%$20,361 +0.61%-0.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.58%$20,682 +1.55% +0.22%
February +1.18%$20,925 +1.73% +0.72%
March +0.52%$21,034 +0.39% +0.08%
April +1.24%$21,295 +1.44% +1.11%
May +1.29%$21,569 +1.37% +0.83%
June-0.27%$21,511-0.08%-0.51%
July +2.10%$21,963 +1.31% +0.38%
August +0.88%$22,156 +1.43% +1.46%
September +1.44%$22,474-0.37%-1.44%
October +1.85%$22,889 +0.84%-0.19%
November +1.17%$23,157 +0.71%-0.28%
December +1.44%$23,491 +0.81% +0.18%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.07%$24,917 +1.04%-2.15%
February-3.00%$24,169-2.53%-0.93%
March +0.51%$24,293 +0.33% +1.16%
April-0.87%$24,081-0.64%-1.28%
May +1.07%$24,337 +1.50% +0.99%
June +0.20%$24,385-0.04% +0.20%
July-0.53%$24,257 +0.65%-0.53%
August +1.01%$24,502 +1.32% +1.01%
September-1.20%$24,208-0.92%-1.20%
October-0.30%$24,135-3.88%-0.30%
November +1.33%$24,455 +1.26% +1.33%
December +2.80%$25,138-1.31% +2.80%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.65%$25,302 +4.12% +0.65%
February-0.52%$25,169 +0.59%-0.53%
March +2.65%$25,836 +2.38% +2.65%
April-0.52%$25,702 +1.00%-0.52%
May +2.17%$26,260-0.61% +3.05%
June +1.21%$26,579 +3.56% +1.22%
July +0.01%$26,581 +0.29% +0.04%
August +3.60%$27,538 +2.60% +3.95%
September-0.79%$27,321-0.22%-1.19%
October +1.25%$27,662 +1.40% +0.19%
November +0.47%$27,792 +0.51%-0.69%
December +1.35%$28,167 +0.90%-0.93%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.38%$28,837 +2.22% +3.47%
February-2.16%$28,214-1.06% +2.96%
March +3.71%$29,262-3.19% +3.72%
April +0.27%$29,342 +4.85% +0.28%
May +0.33%$29,438 +2.17% +0.33%
June +0.04%$29,450 +1.91% +0.04%
July +0.85%$29,701 +3.67% +0.85%
August-0.97%$29,414 +1.68%-0.97%
September +0.33%$29,510-1.59% +0.33%
October-1.38%$29,104-1.81%-1.38%
November +0.40%$29,221 +5.59% +0.40%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +5.14% +15.99% +9.32%
2 years +19.49% +33.51% +22.54%
3 years +26.19% +31.84% +20.61%
5 years +48.08% +50.82% +24.12%
7 years +58.73% +65.36% +35.16%
10 years +89.19% +96.15% +50.09%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/072/28/0718% VNQ
8% VGK
8% SPY
8% EFA
8% TLT
8% LQD
52% IEF
VNQ : -2.82%
VGK : -1.24%
SPY : -1.96%
EFA : -0.08%
TLT : +3.39%
LQD : +1.98%
IEF : +2.06%
+1.01% +0.91% +2.06%
2/28/073/30/07113% VNQ
13% VGK
13% SPY
13% EFA
22% IEF
13% EEM
13% IWM
VNQ : -1.95%
VGK : +3.73%
SPY : +1.16%
EFA : +2.80%
IEF : -0.14%
EEM : +6.15%
IWM : +0.98%
+1.64% +0.25%-0.14%
3/30/075/31/07213% VNQ
13% VGK
13% EFA
22% IEF
13% EEM
13% IWM
13% QQQ
VNQ : -0.50%
VGK : +8.01%
EFA : +6.26%
IEF : -0.79%
EEM : +8.84%
IWM : +5.98%
QQQ : +8.91%
+4.70% +1.70%-0.79%
5/31/076/29/07111% VGK
11% EFA
34% IEF
11% EEM
11% IWM
11% QQQ
11% SPY
VGK : -0.35%
EFA : -0.32%
IEF : -0.47%
EEM : +3.82%
IWM : -1.28%
QQQ : +0.48%
SPY : -1.46%
-0.06%-0.79%-0.47%
6/29/077/31/0715% VGK
5% EFA
70% IEF
5% EEM
5% IWM
5% QQQ
5% SPY
VGK : -2.84%
EFA : -2.29%
IEF : +2.26%
EEM : +0.70%
IWM : -7.06%
QQQ : -0.15%
SPY : -3.13%
+0.84% +0.18% +2.26%
7/31/079/28/072100% IEF
IEF : +2.35%
+2.35% +4.34% +2.35%
9/28/0711/30/07252% IEF
8% EEM
8% GLD
8% QQQ
8% VGK
8% EFA
8% SPY
IEF : +5.17%
EEM : +3.31%
GLD : +5.18%
QQQ : -0.19%
VGK : +0.81%
EFA : +0.47%
SPY : -2.57%
+3.25% +2.63% +5.17%
11/30/0712/31/07170% IEF
5% EEM
5% GLD
5% QQQ
5% VGK
5% EFA
5% TLT
IEF : +0.05%
EEM : -1.41%
GLD : +6.65%
QQQ : -0.07%
VGK : -2.07%
EFA : -2.98%
TLT : -0.62%
+0.01%-0.51% +0.05%
12/31/077/31/0919100% IEF
IEF : +10.99%
+10.99%-4.30% +10.99%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
7/31/098/31/09134% IEF
11% EEM
11% GLD
11% JNK
11% QQQ
11% LQD
11% EFA
IEF : +0.76%
EEM : -1.31%
GLD : +0.05%
JNK : -0.09%
QQQ : +1.47%
LQD : +1.31%
EFA : +4.50%
+0.91% +1.67% +0.76%
8/31/0911/30/09322% IEF
13% EEM
13% JNK
13% QQQ
13% EFA
13% VNQ
13% VGK
IEF : +3.02%
EEM : +14.76%
JNK : +7.35%
QQQ : +8.92%
EFA : +5.14%
VNQ : +8.52%
VGK : +6.74%
+7.35% +5.12% +3.02%
11/30/0912/31/09122% IEF
13% EEM
13% QQQ
13% EFA
13% VNQ
13% VGK
13% IWM
IEF : -4.40%
EEM : +3.27%
QQQ : +5.21%
EFA : +0.71%
VNQ : +7.39%
VGK : -0.24%
IWM : +7.92%
+2.19%-2.37%-4.40%
12/31/092/26/10222% IEF
13% EEM
13% QQQ
13% EFA
13% VNQ
13% VGK
13% JNK
IEF : +2.70%
EEM : -6.12%
QQQ : -2.16%
EFA : -4.81%
VNQ : -0.25%
VGK : -6.79%
JNK : +0.84%
-1.91% +0.88% +2.70%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/26/104/30/10222% IEF
13% EEM
13% QQQ
13% VNQ
13% JNK
13% IWM
13% SPY
IEF : +0.58%
EEM : +7.93%
QQQ : +10.12%
VNQ : +18.07%
JNK : +5.39%
IWM : +14.38%
SPY : +7.73%
+8.40% +3.42% +0.58%
4/30/105/28/10122% IEF
13% EEM
13% QQQ
13% VNQ
13% IWM
13% SPY
13% GLD
IEF : +2.93%
EEM : -9.39%
QQQ : -7.39%
VNQ : -5.33%
IWM : -7.54%
SPY : -7.95%
GLD : +3.05%
-3.85%-0.64% +2.93%
5/28/107/30/102100% IEF
IEF : +3.99%
+3.99% +3.65% +3.99%
7/30/108/31/10170% IEF
5% VNQ
5% GLD
5% JNK
5% IWM
5% TLT
5% LQD
IEF : +3.36%
VNQ : -1.27%
GLD : +5.71%
JNK : -0.42%
IWM : -7.44%
TLT : +8.39%
LQD : +2.85%
+2.74% +1.88% +3.36%
8/31/109/30/101100% IEF
IEF : 0.00%
0.00% +2.79%0.00%
9/30/1010/29/10152% IEF
8% VNQ
8% TLT
8% GLD
8% LQD
8% JNK
8% QQQ
IEF : -0.01%
VNQ : +4.74%
TLT : -4.47%
GLD : +3.68%
LQD : -0.26%
JNK : +2.90%
QQQ : +6.34%
+1.03% +0.97%-0.01%
10/29/1011/30/10116% VNQ
16% TLT
16% GLD
16% QQQ
16% EEM
16% IWM
4% CASH
VNQ : -1.85%
TLT : -1.69%
GLD : +2.11%
QQQ : -0.18%
EEM : -2.91%
IWM : +3.48%
CASH : 0.00%
-0.17%-0.94%-0.90%
11/30/1012/31/10116% VNQ
16% GLD
16% QQQ
16% EEM
16% IWM
16% JNK
4% CASH
VNQ : +4.55%
GLD : +2.44%
QQQ : +4.77%
EEM : +7.28%
IWM : +8.03%
JNK : +2.74%
CASH : 0.00%
+4.77% +0.28%-3.43%
12/31/101/31/11113% VNQ
13% GLD
13% QQQ
13% EEM
13% IWM
13% JNK
22% IEF
VNQ : +3.25%
GLD : -6.38%
QQQ : +2.83%
EEM : -3.84%
IWM : -0.37%
JNK : +1.96%
IEF : -0.02%
-0.34%-0.57%-0.02%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/112/28/11113% GLD
13% QQQ
13% EEM
13% IWM
22% IEF
13% VGK
13% EFA
GLD : +6.00%
QQQ : +3.16%
EEM : -0.04%
IWM : +5.54%
IEF : -0.21%
VGK : +3.12%
EFA : +3.55%
+2.73% +1.71%-0.21%
2/28/114/29/11213% QQQ
13% IWM
22% IEF
13% VGK
13% EFA
13% VNQ
13% SPY
QQQ : +2.41%
IWM : +5.23%
IEF : +1.68%
VGK : +7.20%
EFA : +3.10%
VNQ : +4.04%
SPY : +2.91%
+3.61% +3.14% +1.68%
4/29/115/31/11113% QQQ
13% IWM
22% IEF
13% VGK
13% SPY
13% GLD
13% EEM
QQQ : -1.22%
IWM : -1.79%
IEF : +2.51%
VGK : -2.84%
SPY : -1.12%
GLD : -1.79%
EEM : -2.94%
-0.97% +0.72% +2.51%
5/31/116/30/11111% QQQ
11% IWM
34% IEF
11% VGK
11% SPY
11% GLD
11% VNQ
QQQ : -2.03%
IWM : -2.40%
IEF : -0.50%
VGK : -2.09%
SPY : -1.69%
GLD : -2.43%
VNQ : -3.30%
-1.70%-1.19%-0.50%
6/30/117/29/11113% QQQ
13% IWM
22% IEF
13% VGK
13% SPY
13% GLD
13% VNQ
QQQ : +1.66%
IWM : -3.41%
IEF : +3.17%
VGK : -4.60%
SPY : -2.00%
GLD : +8.42%
VNQ : +1.56%
+0.91% +2.38% +3.17%
7/29/118/31/11113% QQQ
13% IWM
22% IEF
13% SPY
13% GLD
13% VNQ
13% EWJ
QQQ : -5.07%
IWM : -8.89%
IEF : +4.65%
SPY : -5.50%
GLD : +12.27%
VNQ : -5.62%
EWJ : -8.03%
-1.69% +1.88% +4.65%
8/31/112/29/126100% IEF
IEF : +3.27%
+3.27% +4.66% +3.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/29/123/30/12152% IEF
8% TLT
8% GLD
8% QQQ
8% LQD
8% VNQ
8% SPY
IEF : -1.59%
TLT : -4.24%
GLD : -1.32%
QQQ : +5.05%
LQD : -1.42%
VNQ : +5.20%
SPY : +3.22%
-0.31%-0.81%-1.59%
3/30/126/29/123100% IEF
IEF : +5.01%
+5.01% +1.96% +5.01%
6/29/127/31/12152% IEF
8% VNQ
8% IWM
8% SPY
8% QQQ
8% JNK
8% TLT
IEF : +1.40%
VNQ : +2.00%
IWM : -1.52%
SPY : +1.18%
QQQ : +1.00%
JNK : +1.67%
TLT : +3.82%
+1.38% +1.35% +1.40%
7/31/128/31/121100% IEF
IEF : -0.12%
-0.12% +0.94%-0.12%
8/31/129/28/12152% IEF
8% VNQ
8% QQQ
8% SPY
8% IWM
8% JNK
8% VGK
IEF : -0.35%
VNQ : -1.86%
QQQ : +0.89%
SPY : +2.54%
IWM : +3.26%
JNK : +0.74%
VGK : +2.93%
+0.50% +0.59%-0.35%
9/28/1210/31/12122% IEF
13% VNQ
13% QQQ
13% SPY
13% IWM
13% VGK
13% EFA
IEF : -0.40%
VNQ : -0.91%
QQQ : -5.28%
SPY : -1.82%
IWM : -2.17%
VGK : +1.77%
EFA : +1.08%
-1.04%-0.87%-0.40%
10/31/1211/30/12134% IEF
11% VNQ
11% QQQ
11% SPY
11% VGK
11% LQD
11% JNK
IEF : +0.98%
VNQ : -0.26%
QQQ : +1.31%
SPY : +0.57%
VGK : +2.47%
LQD : -0.42%
JNK : +1.11%
+0.86% +0.91% +0.98%
11/30/1212/31/12152% IEF
8% VNQ
8% SPY
8% VGK
8% LQD
8% JNK
8% TLT
IEF : -0.94%
VNQ : +3.72%
SPY : +0.89%
VGK : +4.31%
LQD : -0.33%
JNK : +1.46%
TLT : -2.49%
+0.12%-0.02%-0.94%
12/31/121/31/13152% IEF
8% VNQ
8% SPY
8% VGK
8% LQD
8% JNK
8% EFA
IEF : -1.29%
VNQ : +3.74%
SPY : +5.12%
VGK : +4.28%
LQD : -1.30%
JNK : +0.27%
EFA : +3.73%
+0.60%-0.07%-1.29%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/132/28/13134% IEF
11% SPY
11% VGK
11% JNK
11% EFA
11% IWM
11% EEM
IEF : +1.13%
SPY : +1.28%
VGK : -3.40%
JNK : +0.71%
EFA : -1.30%
IWM : +1.00%
EEM : -2.28%
-0.05% +0.18% +1.13%
2/28/134/30/13234% IEF
11% SPY
11% VGK
11% EFA
11% IWM
11% EEM
11% EWJ
IEF : +1.82%
SPY : +5.79%
VGK : +4.90%
EFA : +6.40%
IWM : +4.29%
EEM : +0.20%
EWJ : +14.59%
+4.60% +2.61% +1.82%
4/30/135/31/13134% IEF
11% SPY
11% VGK
11% EFA
11% IWM
11% EWJ
11% VNQ
IEF : -3.10%
SPY : +2.36%
VGK : +0.01%
EFA : -3.02%
IWM : +3.93%
EWJ : -7.35%
VNQ : -5.98%
-2.16%-3.06%-3.10%
5/31/136/28/13170% IEF
5% SPY
5% VGK
5% EFA
5% IWM
5% EWJ
5% VNQ
IEF : -2.55%
SPY : -1.33%
VGK : -4.44%
EFA : -2.68%
IWM : -0.82%
EWJ : +3.96%
VNQ : -1.98%
-2.15%-3.10%-2.55%
6/28/137/31/131100% IEF
IEF : -0.35%
-0.35% +1.59%-0.35%
7/31/138/30/13170% IEF
5% EWJ
5% IWM
5% SPY
5% EFA
5% QQQ
5% VGK
IEF : -1.42%
EWJ : -3.16%
IWM : -3.16%
SPY : -3.00%
EFA : -1.96%
QQQ : -0.40%
VGK : -1.47%
-1.65%-1.30%-1.42%
8/30/1310/31/132100% IEF
IEF : +2.64%
+2.64% +4.28% +2.64%
10/31/1311/29/13170% IEF
5% IWM
5% QQQ
5% EWJ
5% SPY
5% VGK
5% EFA
IEF : -0.88%
IWM : +3.96%
QQQ : +3.55%
EWJ : +1.30%
SPY : +2.96%
VGK : +1.02%
EFA : +0.55%
+0.05%-0.60%-0.88%
11/29/132/28/143100% IEF
IEF : +1.27%
+1.27% +2.67% +1.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/143/31/14170% IEF
5% QQQ
5% IWM
5% VGK
5% SPY
5% EFA
5% JNK
IEF : -0.56%
QQQ : -2.73%
IWM : -0.75%
VGK : -0.63%
SPY : +0.83%
EFA : -0.46%
JNK : -0.02%
-0.58%-0.51%-0.56%
3/31/145/30/14234% IEF
11% QQQ
11% IWM
11% VGK
11% SPY
11% EFA
11% JNK
IEF : +2.60%
QQQ : +4.15%
IWM : -2.99%
VGK : +3.44%
SPY : +3.03%
EFA : +3.29%
JNK : +1.48%
+2.25% +2.56% +2.60%
5/30/146/30/14122% IEF
13% QQQ
13% VGK
13% SPY
13% EFA
13% VNQ
13% TLT
IEF : -0.22%
QQQ : +3.12%
VGK : -0.09%
SPY : +2.06%
EFA : +0.92%
VNQ : +1.13%
TLT : -0.25%
+0.85% +1.16%-0.22%
6/30/147/31/14122% IEF
13% QQQ
13% VGK
13% SPY
13% EFA
13% VNQ
13% IWM
IEF : -0.22%
QQQ : +1.18%
VGK : -4.32%
SPY : -1.34%
EFA : -2.60%
VNQ : +0.08%
IWM : -6.05%
-1.74%-0.76%-0.22%
7/31/148/29/14134% IEF
11% QQQ
11% VGK
11% SPY
11% VNQ
11% TLT
11% LQD
IEF : +1.88%
QQQ : +5.01%
VGK : +0.73%
SPY : +3.95%
VNQ : +3.04%
TLT : +4.72%
LQD : +2.00%
+2.78% +2.41% +1.88%
8/29/149/30/14116% QQQ
16% SPY
16% VNQ
16% TLT
16% LQD
16% EEM
4% CASH
QQQ : -0.76%
SPY : -1.38%
VNQ : -6.04%
TLT : -2.11%
LQD : -1.68%
EEM : -7.77%
CASH : 0.00%
-3.16%-2.41%-1.05%
9/30/144/30/157100% IEF
IEF : +4.98%
+4.98% +6.05% +4.98%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/155/29/15152% IEF
8% TLT
8% QQQ
8% VNQ
8% IWM
8% EWJ
8% SPY
IEF : -0.42%
TLT : -2.37%
QQQ : +2.25%
VNQ : -0.30%
IWM : +2.24%
EWJ : +1.48%
SPY : +1.29%
+0.15%-0.23%-0.42%
5/29/156/30/1613100% IEF
IEF : +7.75%
+7.75% +4.72% +7.75%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
6/30/167/29/16152% IEF
8% VNQ
8% GLD
8% TLT
8% SPY
8% LQD
8% QQQ
IEF : +0.24%
VNQ : +4.26%
GLD : +1.98%
TLT : +2.10%
SPY : +3.65%
LQD : +1.30%
QQQ : +7.15%
+1.76% +2.26% +0.24%
7/29/168/31/16152% IEF
8% VNQ
8% GLD
8% TLT
8% SPY
8% LQD
8% JNK
IEF : -1.01%
VNQ : -3.76%
GLD : -3.26%
TLT : -1.01%
SPY : +0.12%
LQD : +0.18%
JNK : +1.86%
-0.99%-0.62%-1.01%
8/31/169/30/16122% IEF
13% VNQ
13% GLD
13% TLT
13% LQD
13% JNK
13% EEM
IEF : +0.24%
VNQ : -1.83%
GLD : +0.69%
TLT : -1.51%
LQD : -0.32%
JNK : +1.01%
EEM : +2.52%
+0.13% +0.29% +0.24%
9/30/1610/31/16116% VNQ
16% GLD
16% TLT
16% JNK
16% EEM
16% IWM
4% CASH
VNQ : -5.74%
GLD : -2.94%
TLT : -4.38%
JNK : -0.75%
EEM : -0.83%
IWM : -4.60%
CASH : 0.00%
-3.08%-2.26%-1.49%
10/31/1611/30/1618% JNK
8% EEM
8% IWM
8% QQQ
8% SPY
8% EWJ
52% IEF
JNK : +0.13%
EEM : -4.42%
IWM : +11.06%
QQQ : +0.44%
SPY : +3.68%
EWJ : -1.25%
IEF : -4.23%
-1.43%-3.02%-4.23%
11/30/1612/30/161100% IEF
IEF : -0.12%
-0.12% +0.61%-0.12%
12/30/161/31/17152% IEF
8% IWM
8% EWJ
8% JNK
8% SPY
8% QQQ
8% EEM
IEF : +0.22%
IWM : +0.28%
EWJ : +3.50%
JNK : +1.26%
SPY : +1.79%
QQQ : +5.14%
EEM : +6.66%
+1.60% +1.55% +0.22%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/172/28/17170% IEF
5% IWM
5% EWJ
5% JNK
5% SPY
5% QQQ
5% EEM
IEF : +0.72%
IWM : +1.93%
EWJ : +1.31%
JNK : +1.32%
SPY : +3.93%
QQQ : +4.38%
EEM : +1.74%
+1.23% +1.73% +0.72%
2/28/173/31/17152% IEF
8% IWM
8% EWJ
8% JNK
8% SPY
8% QQQ
8% EEM
IEF : +0.08%
IWM : +0.03%
EWJ : +0.53%
JNK : -0.31%
SPY : +0.12%
QQQ : +2.03%
EEM : +3.68%
+0.53% +0.39% +0.08%
3/31/174/28/17170% IEF
5% IWM
5% EWJ
5% SPY
5% QQQ
5% EEM
5% EFA
IEF : +1.11%
IWM : +1.15%
EWJ : +0.70%
SPY : +0.99%
QQQ : +2.73%
EEM : +1.70%
EFA : +2.42%
+1.26% +1.44% +1.11%
4/28/176/30/17270% IEF
5% IWM
5% SPY
5% QQQ
5% EEM
5% EFA
5% VGK
IEF : +0.31%
IWM : +1.34%
SPY : +2.06%
QQQ : +1.49%
EEM : +3.80%
EFA : +3.85%
VGK : +3.99%
+1.04% +1.29% +0.31%
6/30/178/31/17234% IEF
11% IWM
11% SPY
11% QQQ
11% EEM
11% EFA
11% VGK
IEF : +1.84%
IWM : -0.42%
SPY : +2.35%
QQQ : +6.22%
EEM : +8.31%
EFA : +2.61%
VGK : +2.90%
+3.04% +2.75% +1.84%
8/31/179/29/17116% SPY
16% QQQ
16% EEM
16% EFA
16% VGK
16% EWJ
4% CASH
SPY : +2.01%
QQQ : -0.29%
EEM : -0.04%
EFA : +2.36%
VGK : +3.21%
EWJ : +1.83%
CASH : 0.00%
+1.45%-0.37%-1.44%
9/29/1710/31/17116% SPY
16% QQQ
16% EEM
16% EFA
16% VGK
16% GLD
4% CASH
SPY : +2.36%
QQQ : +4.61%
EEM : +3.28%
EFA : +1.68%
VGK : +0.46%
GLD : -0.75%
CASH : 0.00%
+1.86% +0.84%-0.19%
10/31/171/31/18316% SPY
16% QQQ
16% EEM
16% EFA
16% VGK
16% EWJ
4% CASH
SPY : +10.19%
QQQ : +11.57%
EEM : +11.93%
EFA : +7.17%
VGK : +7.19%
EWJ : +8.03%
CASH : 0.00%
+8.97% +2.58%-2.24%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/182/28/18111% SPY
11% QQQ
11% EEM
11% EFA
11% VGK
11% EWJ
34% IEF
SPY : -3.64%
QQQ : -1.29%
EEM : -5.90%
EFA : -4.83%
VGK : -6.15%
EWJ : -2.97%
IEF : -0.93%
-3.04%-2.53%-0.93%
2/28/185/31/1835% SPY
5% QQQ
5% EEM
5% EFA
5% EWJ
70% IEF
5% IWM
SPY : +0.14%
QQQ : +1.88%
EEM : -4.85%
EFA : -1.24%
EWJ : -2.18%
IEF : +0.85%
IWM : +8.51%
+0.71% +1.19% +0.85%
5/31/184/30/1911100% IEF
IEF : +5.63%
+5.63% +5.06% +5.63%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/195/31/19170% IEF
5% VNQ
5% LQD
5% JNK
5% GLD
5% TLT
5% QQQ
IEF : +3.05%
VNQ : +0.14%
LQD : +1.65%
JNK : -1.98%
GLD : +1.76%
TLT : +6.84%
QQQ : -8.23%
+2.14%-0.61% +3.05%
5/31/196/28/191100% IEF
IEF : +1.22%
+1.22% +3.56% +1.22%
6/28/197/31/19170% IEF
5% TLT
5% GLD
5% VNQ
5% LQD
5% JNK
5% EEM
IEF : +0.04%
TLT : +0.26%
GLD : +0.01%
VNQ : +1.70%
LQD : +0.25%
JNK : +0.14%
EEM : -2.66%
+0.01% +0.29% +0.04%
7/31/198/30/19116% TLT
16% GLD
16% VNQ
16% LQD
16% QQQ
16% SPY
4% CASH
TLT : +11.05%
GLD : +7.91%
VNQ : +3.75%
LQD : +3.89%
QQQ : -1.90%
SPY : -1.67%
CASH : 0.00%
+3.68% +2.60% +3.95%
8/30/199/30/1918% TLT
8% GLD
8% VNQ
8% LQD
8% QQQ
8% SPY
52% IEF
TLT : -2.68%
GLD : -3.39%
VNQ : +1.93%
LQD : -0.75%
QQQ : +0.92%
SPY : +1.95%
IEF : -1.19%
-0.78%-0.22%-1.19%
9/30/1910/31/19113% TLT
13% GLD
13% VNQ
13% LQD
13% QQQ
13% SPY
22% IEF
TLT : -1.11%
GLD : +2.56%
VNQ : +1.13%
LQD : +0.44%
QQQ : +4.38%
SPY : +2.21%
IEF : +0.19%
+1.29% +1.40% +0.19%
10/31/1912/31/19216% TLT
16% GLD
16% VNQ
16% LQD
16% QQQ
16% SPY
4% CASH
TLT : -3.59%
GLD : +0.33%
VNQ : -0.55%
LQD : +1.01%
QQQ : +8.11%
SPY : +6.63%
CASH : 0.00%
+1.91% +1.42%-1.61%
12/31/191/31/20116% TLT
16% GLD
16% LQD
16% QQQ
16% SPY
16% EWJ
4% CASH
TLT : +7.69%
GLD : +4.50%
LQD : +2.45%
QQQ : +3.04%
SPY : -0.04%
EWJ : -2.52%
CASH : 0.00%
+2.42% +2.22% +3.47%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/202/28/20116% TLT
16% GLD
16% LQD
16% QQQ
16% SPY
16% VNQ
4% CASH
TLT : +6.63%
GLD : -0.64%
LQD : +1.09%
QQQ : -6.06%
SPY : -7.92%
VNQ : -7.03%
CASH : 0.00%
-2.23%-1.06% +2.96%
2/28/2011/27/209100% IEF
IEF : +3.58%
+3.58% +13.67% +3.58%