Tactical Sector Rotation
Business Cycle Sector Rotation • Monthly rebalancing
Performance Summary
As of 2026-05-31| Period | Strategy | S&P 500 TR | Excess Return |
|---|---|---|---|
| 1 Month | +9.24% | +5.26% | +3.97% |
| 3 Month | +7.54% | +4.19% | +3.35% |
| 1 Year | +32.93% | +31.05% | +1.88% |
| 3 Year (Ann.) | +18.88% | +21.53% | -2.65% |
| 5 Year (Ann.) | +11.86% | +12.99% | -1.13% |
| 10 Year (Ann.) | +19.98% | +15.05% | +4.93% |
| Since Inception (Ann.) | +17.26% | +10.77% | +6.49% |
Annual Returns
| Year | Strategy | S&P 500 TR |
|---|---|---|
| 2025 | +12.8% | +17.9% |
| 2024 | +26.8% | +25.0% |
| 2023 | -2.1% | +26.3% |
| 2022 | +2.1% | -18.1% |
| 2021 | +39.0% | +28.7% |
| 2020 | +37.9% | +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)12.42%
Max Drawdown-18.37%
Sharpe Ratio1.13
Sortino Ratio1.53
Index Correlation0.68
Beta0.65
Jensen's Alpha-2.65%
Tracking Error9%
Information Ratio0.69
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