Tactical Sector Rotation
Business Cycle Sector Rotation • Monthly rebalancing
Performance Summary
As of 2026-03-31| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | -5.97% | -4.98% | -0.99% |
| 3 Month | +5.15% | -4.33% | +9.48% |
| 1 Year | +15.87% | +17.80% | -1.94% |
| 3 Year (Ann.) | +12.57% | +18.30% | -5.73% |
| 5 Year (Ann.) | +10.45% | +12.06% | -1.61% |
| 10 Year (Ann.) | +18.28% | +14.15% | +4.13% |
| Since Inception (Ann.) | +16.61% | +10.36% | +6.25% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| 2025 | +15.8% | +17.9% |
| 2024 | +22.5% | +25.0% |
| 2023 | -6.7% | +26.3% |
| 2022 | +2.1% | -18.1% |
| 2021 | +39.0% | +28.7% |
| 2020 | +38.6% | +18.4% |
| 2019 | +41.9% | +31.5% |
| 2018 | +2.7% | -4.4% |
| 2017 | +26.3% | +21.8% |
| 2016 | +16.2% | +12.0% |
| 2015 | +6.8% | +1.4% |
Risk Statistics
Volatility (Annual)15.08%
Max Drawdown-37.23%
Sharpe Ratio1
Sortino Ratio1.41
Index Correlation0.82
Beta0.85
Jensen's Alpha6.99%
Tracking Error8.96%
Information Ratio0.69
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