Seasonal ETF Switching Strategy - 2 positions
Performance Chart
Inception Date04/14/99
Sizing Method Formula Weight
Last Reconstituted (Every Week) 01/31/22
Last Rebalanced (Every Week) 01/31/22
Ranking SystemETF Rotation - Basic
Total Market Value (inc. Cash)2,569,579.67
Cash15,427.73
Number of Positions2
Total Return2,469.58%
Benchmark Return415.06%
Active Return2,054.52%
Annualized Return15.30%
Annual Turnover200.73%
Max Drawdown-30.64%
Overall Winners (78/92) 84.78%
Sharpe Ratio0.98
Correlation with S&P 500 (SPY:USA)0.67