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Strategy Performance Matrix

Strategy20 year return10 year return5 year return3 year return1 year returnAnnual SharpeMax Drawdown
Dynamic TSP10.2%8.4%7.9%10.5%-7.0%0.69-15.1%
Dynamic US Market9.5%9.1%7.2%8.8%-10.7%0.76-13.0%
Dynamic Sector Strength11.1%7.9%7.0%7.7%-7.1%0.62-19.7%
20 x 59.7%7.9%6.3%5.1%-8.5%0.76-16.7%
Dynamic Technology12.3%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 Momentum9.7%8.5%4.9%1.6%-16.4%0.62-22.8%