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Algo 1
Aggressive
Algo 2
Aggressive
Algo 3
Conservative
Algo 4
Aggressive
Algo 5
Mod. Aggressive
Algo 6
Aggressive
Algos 1-6
Mod. Aggressive

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015+1.7%+5.9%+0.1%+7%+3.8%-2.2%+2.2%-12%-1.7%+7.4%+1.9%+1.1%+14.5%
2016+0.1%+6.7%+11.7%+11.8%+4.2%+1.5%+6.7%+5.8%+2.4%-2.3%+8%+3.4%+77.8%
2017+6.7%+1.1%+2.5%+2.3%+0.5%+4.5%+1.3%-0.4%+4.3%-3.6%+5.4%+5.4%+33.9%
2018-15.2%-3.6%-3.5%+2.3%+3%+4.2%-1%-0.6%+2.9%-10.6%+3.6%-3.3%-21.4%
2019-4.4%+1.3%+4.5%-3.1%-3.6%+6.5%+2.8%+2.6%+1%+0.4%+7%+0.1%+15.3%

 

Description:

Equally weighted Portfolio of all six quantitative models, rebalanced monthly.