This strategy invests in the sectors that have the strongest short-term momentum. The selection universe consists of 10 sector ETFs. Each sector is ranked using multiple momentum metrics and the top 5 ETFS are added to the portfolio on each rebalancing date.
Since 2006, this portfolio has returned 9.7% per year, outperforming its benchmark by 0.8%
Year | Portfolio | S&P 500 |
2007 | 13.7% | 5.1% |
2008 | -30.8% | -36.8% |
2009 | 27.9% | 26.4% |
2010 | 20.9% | 15.1% |
2011 | 3.7% | 1.9% |
Year | Portfolio | S&P 500 |
2012 | 15.1% | 16.0% |
2013 | 36.4% | 32.3% |
2014 | 11.3% | 13.5% |
2015 | 0.2% | 1.2% |
2016 | 9.4% | 12.0% |
Year | Portfolio | S&P 500 |
2017 | 15.9% | 21.7% |
2018 | -11.7% | -4.6% |
2019 | 27.2% | 31.2% |
2020 | 19.9% | 18.3% |
2021 | 18.8% | 28.7% |
2022 YTD | -5.5% | -16.1% |