Benchmarks
​
Here are the ProFolio model portfolios simulated results compared against their benchmarks. The model portfolio results are after subtracting a management fee (0.5%) and a third-party brokerage custody/trading fee (0.25%) while the benchmarks have no management or trading fees subtracted out. See Disclosure for additional information.
​
Portfolio 1: Tactical Capital Preservation
Model Returns 12/71-12/17
-
Annualized Return: 7.13%
-
Annualized Real Return: 3.15%
-
Maximum Drawdown: 5.22%
-
Annualized Volatility: 4.01%
-
Sharpe Ratio: 0.59
90-day T-Bill
Benchmark Returns 12/71-12/17
-
Annualized Return: 4.82%
-
Annualized Real Return: 0.84%
-
Maximum Drawdown: 0.00%
-
Annualized Volatility: 1.01%
-
Sharpe Ratio: NA
Portfolio 2: Tactical Income
Model Returns 12/96-12/17
-
Annualized Return: 8.76%
-
Annualized Real Return: 6.63%
-
Maximum Drawdown: 7.47%
-
Annualized Volatility: 6.54%
-
Sharpe Ratio: 1.03
Equal weight all component assets
Benchmark Returns 12/96-12/17
-
Annualized Return: 7.44%
-
Annualized Real Return: 5.31%
-
Maximum Drawdown: 23.80%
-
Annualized Volatility: 7.03%
-
Sharpe Ratio: 0.77
Portfolio 3: Tactical Balanced
Model Returns 12/96-12/17
-
Annualized Return: 10.27%
-
Annualized Real Return: 8.14%
-
Maximum Drawdown: 17.75%
-
Annualized Volatility: 9.14%
-
Sharpe Ratio: 0.90
Equal weight all component assets
Benchmark Returns 12/96-12/17
-
Annualized Return: 6.51%
-
Annualized Real Return: 4.38%
-
Maximum Drawdown: 29.88%
-
Annualized Volatility: 8.79%
-
Sharpe Ratio: 0.52
Portfolio 4: Tactical Growth Multi-Sector
Model Returns 12/71-12/17
-
Annualized Return: 14.46%
-
Annualized Real Return: 10.48%
-
Maximum Drawdown: 37.98%
-
Annualized Volatility: 16.47%
-
Sharpe Ratio: 0.59
S&P 500 Total Return
Benchmark Returns 12/71-12/17
-
Annualized Return: 10.25%
-
Annualized Real Return: 6.27%
-
Maximum Drawdown: 50.95%
-
Annualized Volatility: 15.00%
-
Sharpe Ratio: 0.36
Portfolio 5: Strategic Growth Multi-Asset
Model Returns 12/71-12/17
-
Annualized Return: 8.99%
-
Annualized Real Return: 5.01%
-
Maximum Drawdown: 34.80%
-
Annualized Volatility: 9.08%
-
Sharpe Ratio: 0.46
Equal weight all component assets
Benchmark Returns 12/71-12/17
-
Annualized Return: 8.66%
-
Annualized Real Return: 4.68%
-
Maximum Drawdown: 45.66%
-
Annualized Volatility: 11.75%
-
Sharpe Ratio: 0.33
Portfolio 6: Tactical Growth Multi-Asset
Model Returns 12/71-12/17
-
Annualized Return: 14.63%
-
Annualized Real Return: 10.65%
-
Maximum Drawdown: 18.42%
-
Annualized Volatility: 11.50%
-
Sharpe Ratio: 0.86
Equal weight all component assets
Benchmark Returns 12/71-12/17
-
Annualized Return: 8.66%
-
Annualized Real Return: 4.68%
-
Maximum Drawdown: 45.66%
-
Annualized Volatility: 11.75%
-
Sharpe Ratio: 0.33
Need more details? Contact us
We are here to assist. Contact us with questions or to get started.
