Among the many ways to graphically review performance and risk numbers, presenting this information in triangle forms can give unique perspectives. In November of last year, we wrote on Post-MPT Growth Allocation data through January 2014. In this post, we present updated results for the ten years ending July 2015.
The tables (below) give you risk or return numbers over annual intervals since inception. Each interval begins on 8/1 for the year indicated across the top of the chart and ends on 7/31 for the year shown along the side of the chart. Thus, in the Annual Rate of Return table (Chart 1), the return from 8/1/2006 to 7/31/2014 was 9.0% on an annual basis. These different interval numbers can:
Looking at the Annual Rate of Return table, the numbers in the hypotenuse of the triangle are the Allocation’s gross rates of return for 12 month periods (fiscal years ending 7/31.) The next diagonal to the left represents all of the numbers for one additional year period of time. Thus, the diagonal starting with 10.4% and ending with 13.8% represents all of the two-year performance numbers annualized. The number at the lower left corner (9.3%) is the nine-year number ending 7/31/2015.
Although the points that can be made from these charts are endless, some of the most interesting are:
Although past performance may not indicate future results, Post-MPT Allocation has met its goal of outperforming the S&P 500 with lower drawdown and only moderate correlation to equities.
Please contact Scott Jones at 800.869.5184 to learn how to invest in the Post-MPT Allocation.
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