Dual Momentum
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Inspired by Optimal Momentum
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Return data courtesy of Quandl
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EquityRepresentative ETFQuarterly % Total ReturnsHalf Year % Total Returns1 Year % Total ReturnsAverage of Quarterly/Half/Full Year % ReturnsSignal based on 1 year returnsSignal based on average returns
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US EquitiesVTI-6.55%-1.31%5.66%-0.73%Invested
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International EquitiesVEU-6.96%-11.45%-7.80%-8.74%
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CashSHY0.35%1.00%0.56%0.64%Invested
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Credit RiskRepresentative ETFQuarterly % Total ReturnsHalf Year % Total Returns1 Year % Total ReturnsAverage of Quarterly/Half/Full Year % ReturnsSignal based on 1 year returnsSignal based on average returns
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High Yield BondHYG-2.38%-0.35%-0.04%-0.92%
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Interm Credit BondCIU1.15%-0.18%-0.65%0.11%
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CashSHY0.35%1.00%0.56%0.64%InvestedInvested
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Real-Estate RiskRepresentative ETFQuarterly % Total ReturnsHalf Year % Total Returns1 Year % Total ReturnsAverage of Quarterly/Half/Full Year % ReturnsSignal based on 1 year returnsSignal based on average returns
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Equity REITVNQ-1.86%7.76%0.31%2.07%Invested
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Mortgage REITREM-4.67%-1.98%-4.55%-3.73%
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CashSHY0.35%1.00%0.56%0.64%Invested
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Economic StressRepresentative ETFQuarterly % Total ReturnsHalf Year % Total Returns1 Year % Total ReturnsAverage of Quarterly/Half/Full Year % ReturnsSignal based on 1 year returnsSignal based on average returns
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GoldGLD2.34%-5.51%-5.85%-3.00%
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Long-term TreasuriesTLT-4.58%-0.41%-6.57%-3.85%
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CashSHY0.35%1.00%0.56%0.64%InvestedInvested
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This page is not financial advice. Please read the disclaimer at the bottom of Scott's Investments
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