Quartile Sector Rotation

for period ending April 30, 2023

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How to Choose

Risk vs. return for t.srqr: The scatterplots below show the best portfolio recipes as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio recipe. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.

For more metrics (Total Return, Risk and Volatility, Correlation) scroll down on this page. The Summary Page compares all portfolio recipes.

Maximum Drawdown vs. Annual Return

●t.srqr●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

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Description   Quartile Sector Rotation gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses a sector fund to invest in based on recent returns. This portfolio recipe uses mutual funds and exchange-traded funds and uses a dynamic sector allocation algorithm which ranks sectors based a relative strength score using the returns over the past 1, 3, 6, and 12 months..

Category   Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.

Ingredients used   This portfolio recipe invests in one mutual fund or exchange-traded fund (ETFs) chosen from a set of over 100 sector funds..

Peer Group   Tactical: DIY

Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.

You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology This portfolio recipe is created using an algorithm that chooses one sector fund at a time. The Quartile Sector Rotation uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from a set of 117 sector funds that represent the major industrial sectors. The steps to create this portfolio are as follows:

VizMetrics ranks a set of sector funds by a momentum score that includes the return over the past 1, 3, 6, and 12 months.
VizMetrics chooses the top fund in the list to invest in during the upcoming month.
VizMetrics repeats the ranking the next month.
VizMetrics chooses a new fund only if the current fund has fallen out of the top quartile in the ranking. Otherwise the current fund is kept for another month.

Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.

How to Invest

Recipe ingredients for this portfolio recipe appear on this page only if you have subscribed to VizMetrics Investor. Upgrade your subscription to see the full list of recipe ingredients and percentage allocation to each ingredient.

Once you have subscribed to VizMetrics Investor, you can invest using the recipe ingredients on this page to invest at your favorite brokerage. For details on how to invest using this portfolio recipe, see How to Invest in a strategic portfolio

How to Rebalance

Update frequency: The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.

Where to get the recipe updates&nsbp;&nsbp;This portfolio recipe is available to VizMetrics Investor subscribers. Upgrade your subscription. After subscribing, the exact recipe (ingredient plus percentage allocation to each ingredient) appears on this page under a new section labelled "Recipe ingredients"Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio

Compare: Risk vs. Return

for period ending April 30, 2023

Downside Deviation vs. Annual Return

●t.srqr●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

Standard Deviation vs. Annual Return

●t.srqr●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

M-squared
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	-1.5%	-7.5%	-10.2%	-7.1%	-6.6%	-2.2%
Peer Group* average	-10.7%	-7.2%	-3.8%	-3.5%	-3.9%	1.3%
60% Equity / 40% Bonds	-3.7%	-5.4%	-2.0%	-2.0%	-1.3%	0.7%
Global Equities (ACWI)	-0.1%	-1.7%	-3.9%	-2.8%	-4.0%	-4.4%
U.S. Equities (SPY)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
U.S. Bonds (BND)	-13.0%	-28.3%	-12.5%	-13.7%	-10.9%	-2.4%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Alpha
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	-7.4%	-7.6%	-15.0%	-7.2%	-6.4%	1.6%
Peer Group* average	-7.8%	-2.9%	-0.8%	-0.1%	-0.1%	3.6%
60% Equity / 40% Bonds	-2.7%	-3.7%	-1.3%	-1.2%	-0.7%	0.6%
Global Equities (ACWI)	-0.1%	-1.4%	-3.6%	-2.4%	-3.5%	-4.3%
U.S. Equities (SPY)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
U.S. Bonds (BND)	-5.7%	-8.4%	-2.3%	-2.3%	-1.1%	1.2%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Sharpe
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	0.02	0.43	0.13	0.38	0.43	0.53
Peer Group* average	-0.53	0.30	0.33	0.47	0.49	0.65
60% Equity / 40% Bonds	-0.23	0.39	0.42	0.55	0.65	0.61
Global Equities (ACWI)	-0.06	0.59	0.35	0.53	0.51	0.35
U.S. Equities (SPY)	-0.06	0.68	0.54	0.69	0.75	0.59
U.S. Bonds (BND)	-0.59	-0.77	-0.14	-0.14	0.02	0.39
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Sortino
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	0.03	0.71	0.20	0.59	0.67	0.86
Peer Group* average	-0.6%	0.5%	0.5%	0.7%	0.8%	1.0%
60% Equity / 40% Bonds	-0.31	0.55	0.58	0.78	0.94	0.87
Global Equities (ACWI)	-0.09	0.90	0.49	0.76	0.74	0.50
U.S. Equities (SPY)	-0.08	1.04	0.79	1.02	1.14	0.86
U.S. Bonds (BND)	-0.71	-0.87	-0.17	-0.18	0.02	0.55
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

VizMetricsTM Score This is a 0 to 100 score that measures risk-adjusted return
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	0	26	0	13	28	61
Peer Group* average	65	69	89	94	94	97
60% Equity / 40% Bonds	78	73	95	100	100	99
Global Equities (ACWI)	71	80	79	93	90	68
U.S. Equities (SPY)	71	84	93	100	100	90
U.S. Bonds (BND)	87	54	92	90	93	100
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Compare: Total Return

for period ending April 30, 2023

5-year graph ●t.srqr●Global equities (ACWI)●U.S. equities (SPY)●U.S. bonds (BND)●60% Equity / 40% Bonds (s.6040)

Total Return (Compound Annual Growth Rate)
	Year-to-date	Apr 2023	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	-24.4%	-8.0%	-7.8%	12.9%	0.1%	9.7%	10.5%	13.6%
Peer Group* average	5.9%	0.7%	-3.4%	6.5%	5.8%	7.0%	6.4%	8.3%
60% Equity / 40% Bonds	6.4%	0.9%	1.0%	7.1%	7.1%	7.7%	7.6%	7.2%
Global Equities (ACWI)	9.1%	1.6%	2.7%	12.3%	7.2%	9.4%	8.0%	5.7%
U.S. Equities (SPY)	9.2%	1.6%	2.7%	14.5%	11.4%	12.5%	12.1%	9.7%
U.S. Bonds (BND)	3.6%	0.6%	-0.4%	-3.2%	1.2%	0.9%	1.3%	2.7%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Historical Return
	2018	2019	2020	2021	2022
t.srqr	-2.9%	-13.3%	20.0%	9.3%	20.7%
Peer Group* average	-3.0%	16.0%	17.0%	13.4%	-15.1%
60% Equity / 40% Bonds	-2.8%	21.8%	16.4%	14.0%	-16.7%
Global Equities (ACWI)	-9.1%	26.6%	16.3%	18.7%	-18.4%
U.S. Equities (SPY)	-4.6%	31.2%	18.4%	28.7%	-18.2%
U.S. Bonds (BND)	0.1%	8.8%	7.7%	-1.9%	-13.1%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Compare: Risk & Volatility

for period ending April 30, 2023

Maximum Drawdown
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	-30.4%	-30.4%	-50.7%	-50.7%	-50.7%	-50.7%
Peer Group* average	-14.3%	-22.3%	-23.1%	-23.1%	-23.1%	-25.9%
60% Equity / 40% Bonds	-10.3%	-20.7%	-20.7%	-20.7%	-20.7%	-29.7%
Global Equities (ACWI)	-14.7%	-25.7%	-25.7%	-25.7%	-25.7%	-51.4%
U.S. Equities (SPY)	-12.9%	-23.9%	-23.9%	-23.9%	-23.9%	-46.3%
U.S. Bonds (BND)	-7.9%	-17.3%	-17.3%	-17.3%	-17.3%	-17.3%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Standard Deviation
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	65.5%	51.5%	42.1%	40.8%	38.1%	37.1%
Peer Group* average	16.3%	15.3%	13.9%	12.7%	11.9%	13.1%
60% Equity / 40% Bonds	15.7%	13.5%	13.5%	11.7%	10.6%	11.4%
Global Equities (ACWI)	22.0%	19.4%	19.1%	16.9%	15.6%	18.6%
U.S. Equities (SPY)	22.3%	20.6%	20.8%	18.2%	16.6%	17.9%
U.S. Bonds (BND)	8.6%	6.0%	5.7%	5.1%	4.6%	4.6%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Downside Deviation
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	37.4%	30.0%	27.6%	25.8%	23.7%	22.5%
Peer Group* average	11.1%	9.3%	8.8%	7.9%	7.4%	8.0%
60% Equity / 40% Bonds	11.0%	8.9%	9.1%	7.8%	6.9%	7.7%
Global Equities (ACWI)	15.0%	12.0%	13.1%	11.4%	10.3%	13.0%
U.S. Equities (SPY)	15.2%	12.7%	13.8%	11.9%	10.6%	12.1%
U.S. Bonds (BND)	6.1%	4.8%	4.0%	3.6%	3.2%	2.9%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Beta
	1 year	3 year	5 year	7 year	10 year	15 year
t.srqr	1.80	1.50	1.41	1.41	1.44	1.26
Peer Group* average	0.55	0.58	0.49	0.49	0.48	0.43
60% Equity / 40% Bonds	0.72	0.69	0.67	0.66	0.66	0.64
Global Equities (ACWI)	0.96	0.94	0.93	0.93	0.94	1.03
U.S. Equities (SPY)	1.00	1.00	1.00	1.00	1.00	1.00
U.S. Bonds (BND)	0.31	0.23	0.14	0.13	0.10	0.07
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Tactical: DIY

Compare: Correlation

for period ending April 30, 2023

	1 year	3 year	5 year	7 year	10 year	15 year
to Global Stocks (ACWI)	0.61	0.62	0.65	0.62	0.62	0.62
to S&P500 (SPY)	0.67	0.65	0.68	0.65	0.66	0.66
to U.S. Bonds (BND)	0.24	0.18	0.14	0.13	0.12	0.10
to Commodities (DBC)	0.83	0.51	0.51	0.48	0.38	0.41
to Gold (GLD)	-0.16	0.07	0.05	0.07	0.07	0.04

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