ALLOCATION STRATEGIES

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

Top 4 Even | Top 4 Weighted | Top 5 Even | Top 5 Weighted

Top 10 Even

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

Top 1yr + Top 2yr Even | Top 2 1yr + Top 2 2yr Even

Top 3 1yr + Top 3 2yr Even | Top 4  1yr + Top 4 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

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