SECTOR ROTATION SIMULATION -- (+--%)
Momentum Strategy vs S&P 500 Benchmark. Total return since inception followed by recent session (+/-).
Strategy YTD
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S&P 500 YTD
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System Performance Distribution
24 MONTHS
LIVE DATA [R/YF]
Performance Stats
Total Alpha Generation
--
Sharpe Ratio
--
Max Drawdown
--
Risk Analysis
System Volatility
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Beta vs Bench
0.92
Recovery Time
1.2 Mo
Current Sector Allocation
TECHNOLOGY
35%
INDUSTRIALS
15%
FINANCIALS
12%
COMMUNICATIONS
10%
CONS DISCRETIONARY
8%
ENERGY
6%
HEALTH CARE
5%
MATERIALS
4%
CONS STAPLES
3%
UTILITIES
2%