Tactical Sector Rotation
Business Cycle Sector Rotation • Monthly rebalancing
Performance Summary
As of 2026-02-28| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +1.50% | -0.76% | +2.26% |
| 3 Month | +8.40% | +0.74% | +7.66% |
| 1 Year | +21.48% | +16.99% | +4.49% |
| 3 Year (Ann.) | +18.32% | +21.80% | -3.48% |
| 5 Year (Ann.) | +13.85% | +14.19% | -0.34% |
| 10 Year (Ann.) | +19.95% | +15.50% | +4.45% |
| Since Inception (Ann.) | +17.24% | +11.19% | +6.05% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| YTD | +6.8% | +0.7% |
| 2025 | +20.5% | +17.9% |
| 2024 | +10.6% | +25.0% |
| 2023 | +12.3% | +26.3% |
| 2022 | -1.5% | -18.1% |
| 2021 | +37.2% | +28.7% |
| 2020 | +38.3% | +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)15.1%
Max Drawdown-39.6%
Beta0.86
Index Correlation0.83
R-Squared0.69
Sharpe Ratio1.13
Sortino Ratio2.07
Jensen's Alpha7.63%
Tracking Error8.7%
Information Ratio0.69
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