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Investment Strategies / Mechanical Investing
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Author: mapg ✭  😊 😞
Number: of 3961 
Subject: Re: Dual Momentum on Fixed Income Backtest (DMFI)
Date: 06/21/2023 12:27 PM
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No. of Recommendations: 1
"Summary - better than straight bond allocation in a 60/40".

Not sure if I understand the backtest period.
How does it compare to a diversified target fund?

AOR	ISHARES CORE GROWTH ALLOCATION ETF		
IUSB	iShares Core Total USD Bond Market ETF	33.98%	Bonds
IVV	iShares Core S&P 500 ETF	32.45%	Equity
IDEV	iShares Core MSCI International Developed Markets ETF	18.23%	Equity
IEMG	iShares Core MSCI Emerging Markets ETF	6.32%	Equity
IAGG	iShares Core International Aggt Bd ETF	6.09%	Bonds
IJH	iShares Core S&P Mid-Cap ETF	1.93%	Equity
IJR	iShares Core S&P Small-Cap ETF	0.83%	Equity
	BlackRock Cash Funds Treasury SL Agency	0.18%	Bonds
			
		40.25%	Bonds
		59.75%	Equity


Month-End Average Annual Total Returns	
AS OF 05/31/2023	Market Return
1 Year	0.200
3 Year	5.130
5 Year	4.490
10 Year	5.720
Life	7.59


GD_
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