US Dynamic Classic 10

Constraints %   Min Max
U.S. 7-10 BondsU.S. 7-10 Year Government Bonds
 
   85.00    95.00
U.S. StocksU.S. Total Stock Market
 
   5.00    15.00
Model Portfolio      90.00    100.00
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 06/28/2017 
YTD      4.08
1 YEAR      -0.70
3 YEAR      3.40
5 YEAR      3.14
10 YEAR      6.02
MAX      5.64
Metrics
Annualized Return %      5.64
Annualized Volatility %      5.32
Sharpe Ratio      0.83
Sortino Ratio (tr=0)      1.58
VaR (95 - month) %      -2.06
Maximum Drawdown %      -6.27
Allocation Changes
Average Changes per Year      0.78
Maximum Changes in a Year      3.00
Config
Strategy Name Dynamic
Allocation Rebalance 5.0% drift
Style Long-only

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