Tactical Sector Rotation
Business Cycle Sector Rotation • Monthly rebalancing
Performance Summary
As of 2026-06-30| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +2.20% | -0.95% | +3.15% |
| 3 Month | +10.26% | +15.20% | -4.94% |
| 1 Year | +17.71% | +22.32% | -4.62% |
| 3 Year (Ann.) | +17.48% | +20.61% | -3.12% |
| 5 Year (Ann.) | +14.16% | +13.41% | +0.75% |
| 10 Year (Ann.) | +20.42% | +15.51% | +4.92% |
| Since Inception (Ann.) | +17.49% | +11.36% | +6.13% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +7.0% | +10.2% |
| 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 Ratio1.13
Sortino Ratio2.05
Jensen's Alpha7.55%
Tracking Error8.6%
Information Ratio0.71
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