PERFORMANCE: With this strategy, we are only looking at which strategies performed the best in a ten-year Retro Pricing back-test. For these examples, an average Draw-Down of 30% will be used.
Top 2 Even | Top 2 Weighted | Top 3 Even | Top 3 Weighted
RESET PERIODS: This strategy shows the mixture of different reset periods. Some will be only certain reset periods, some will be a mixture of them.
Top 2 1yr Even | Top 2 2yr Even | Top 3 1yr Even | Top 3 2yr Even
INDEX: This strategy mixes together various indices. By allocating this way, the underlying assets come into the equation. This strategy can be factored into the rest of their portfolio management.
Top 2 Indices Even | Top 2 Indices Weighted | Top 2 Indices 1yr Even
Top 2 Indices 1yr Weighted | Top 2 Indices 2yr Even
Top 2 Indices 2yr Weighted | Top 2 Indices 1yr + 2yr Even
Top 3 Indices 1yr Even | Top 3 Indices 1yr Weighted
Top 3 Indices 2yr Even | Top 3 Indices 2yr Weighted
Top 4 Indices Even | Top 4 Indices Weighted