US Dynamic Classic 10

Constraints %   Strategic Dyn ∓
No allocation can be bigger than 100%, including the total portfolio allocation.
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   90.00    5.00
U.S. StocksU.S. Total Stock Market
 
   10.00    5.00
Allocations %
ActualThe actual allocation changes with the market price.
IdealThe ideal allocation is calculated by our algorithms.
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Simulated returns. Past performance does not guarantee future results.

Returns %
Simulated performance, including transaction costs. 1y+ returns are annualized.
 close of 08/22/2017 
YTD      4.26
1 YEAR      -0.29
3 YEAR      3.03
5 YEAR      3.08
10 YEAR      5.74
MAX      5.58
Metrics
Annualized Return %      5.58
Annualized Volatility %      5.28
Sharpe Ratio      0.82
Sortino Ratio (tr=0)      1.57
VaR (95 - month) %      -2.05
Maximum Drawdown %      -6.27
Allocation Changes
Average Changes per Year      0.77
Maximum Changes in a Year      3.00
Config
Strategy Name Dynamic
Allocation Rebalance 5.0% drift
Style Long-only

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