Strategy Performance Matrix
| Strategy | 20 year return | 10 year return | 5 year return | 3 year return | 1 year return | Annual Sharpe | Max Drawdown |
|---|---|---|---|---|---|---|---|
| Dynamic TSP | 8.7% | 8.0% | 9.5% | 3.5% | 8.3% | 0.71 | -15.1% |
| Dynamic US Market | 8.6% | 7.4% | 7.4% | 5.2% | 6.4% | 0.82 | -13.0% |
| Dynamic Sector Strength | 9.2% | 7.0% | 5.6% | -0.3% | -1.1% | 0.64 | -19.7% |
| 20 x 5 | 8.5% | 7.0% | 6.1% | 2.2% | 4.4% | 0.76 | -16.7% |
| Dynamic Technology | 10.5% | 8.1% | 7.5% | 1.1% | 0.9% | 0.72 | -15.1% |
| 60% Stocks/40% Bonds (VBINX) | 6.7% | 7.0% | 9.9% | 7.4% | 13.8% | 0.68 | -32.6% |
| IFT Dual Momentum | 8.4% | 7.1% | 5.1% | 2.5% | 5.4% | 0.62 | -22.8% |