Strategy Performance Matrix
| Strategy | 20 year return | 10 year return | 5 year return | 3 year return | 1 year return | Annual Sharpe | Max Drawdown |
|---|---|---|---|---|---|---|---|
| Dynamic TSP | 8.6% | 8.8% | 5.3% | 8.1% | 4.6% | 0.41 | -15.1% |
| Dynamic US Market | 11.0% | 11.6% | 11.3% | 16.0% | 17.5% | 0.65 | -13.0% |
| Dynamic Sector Strength | 9.4% | 9.7% | 5.7% | 9.6% | 13.9% | 0.44 | -19.7% |
| 20 x 5 | 9.0% | 8.9% | 6.9% | 10.9% | 9.2% | 0.48 | -16.7% |
| Dynamic Technology | 10.6% | 10.6% | 6.6% | 10.4% | 17.0% | 0.53 | -15.1% |
| 60% Stocks/40% Bonds (VBINX) | 6.7% | 7.0% | 9.9% | 7.4% | 13.8% | 0.68 | -32.6% |
| IFT Dual Momentum | 8.3% | 9.0% | 6.7% | 10.7% | 3.1% | 0.37 | -22.8% |