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 | 8.8% | 8.2% | 10.2% | 3.9% | 11.4% | 0.57 | -15.1% |
| Dynamic US Market | 9.7% | 8.6% | 11.3% | 5.9% | 24.9% | 0.74 | -13.0% |
| Dynamic Sector Strength | 9.5% | 7.9% | 7.6% | 2.4% | 17.0% | 0.57 | -19.7% |
| 20 x 5 | 8.8% | 8.0% | 7.8% | 4.6% | 19.8% | 0.66 | -16.7% |
| Dynamic Technology | 10.6% | 8.3% | 8.4% | 2.6% | 14.0% | 0.64 | -15.1% |
| 60% Stocks/40% Bonds (VBINX) | 6.7% | 7.0% | 9.9% | 7.4% | 13.8% | 0.68 | -32.6% |
| IFT Dual Momentum | 8.7% | 8.3% | 6.6% | 3.2% | 24.9% | 0.55 | -22.8% |