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 | 10.2% | 8.4% | 7.9% | 10.5% | -7.0% | 0.69 | -15.1% |
| Dynamic US Market | 9.5% | 9.1% | 7.2% | 8.8% | -10.7% | 0.76 | -13.0% |
| Dynamic Sector Strength | 11.1% | 7.9% | 7.0% | 7.7% | -7.1% | 0.62 | -19.7% |
| 20 x 5 | 9.7% | 7.9% | 6.3% | 5.1% | -8.5% | 0.76 | -16.7% |
| Dynamic Technology | 12.3% | 8.5% | 9.3% | 9.2% | -6.1% | 0.71 | -15.1% |
| 60% Stocks/40% Bonds (VBINX) | 6.7% | 7.0% | 9.9% | 7.4% | 13.8% | 0.68 | -32.6% |
| IFT Dual Momentum | 9.7% | 8.5% | 4.9% | 1.6% | -16.4% | 0.62 | -22.8% |