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Strategy Performance Matrix

Strategy20 year return10 year return5 year return3 year return1 year returnAnnual SharpeMax Drawdown
Dynamic TSP10.7%10.3%13.3%16.0%10.0%0.89-10.7%
Dynamic US Market10.2%10.2%14.0%14.6%22.7%0.92-10.1%
Dynamic Sector Strength12.1%9.7%12.9%12.7%7.8%0.78-11.6%
20 x 510.5%9.5%12.2%12.1%11.7%0.93-11.2%
Dynamic Technology13.3%10.4%15.2%14.9%9.2%0.86-9.8%
60% Stocks/40% Bonds (VBINX)6.7%7.0%9.9%7.4%13.8%0.68-32.6%
IFT Dual Momentum11.1%11.6%13.0%13.3%22.1%0.78-18.8%