Tactical Sector Rotation
Business Cycle Sector Rotation • Monthly rebalancing
Performance Summary
As of 2026-08-31| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +1.93% | +2.72% | -0.79% |
| 3 Month | +9.65% | +1.68% | +7.97% |
| 1 Year | +19.47% | +20.38% | -0.91% |
| 3 Year (Ann.) | +19.93% | +21.04% | -1.11% |
| 5 Year (Ann.) | +16.06% | +12.79% | +3.27% |
| 10 Year (Ann.) | +21.06% | +15.38% | +5.68% |
| Since Inception (Ann.) | +17.64% | +11.39% | +6.25% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +14.8% | +13.1% |
| 2025 | +22.3% | +17.9% |
| 2024 | +15.4% | +25.0% |
| 2023 | +22.1% | +26.3% |
| 2022 | -1.1% | -18.1% |
| 2021 | +37.2% | +28.7% |
| 2020 | +37.5% | +18.4% |
| 2019 | +40.0% | +31.5% |
| 2018 | +2.5% | -4.4% |
| 2017 | +24.9% | +21.8% |
| 2016 | +15.7% | +12.0% |
Risk Statistics
Volatility (Annual)15.3%
Max Drawdown-42.6%
Beta0.87
Index Correlation0.84
R-Squared0.70
Sharpe Ratio1.14
Sortino Ratio2.07
Jensen's Alpha7.68%
Tracking Error8.6%
Information Ratio0.73
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