The table below shows the performance of the model ending March 31, 2010. Returns for the first quarter came in at 2.4%, which is slightly ahead of the 60% stock/40% bond benchmark. Longer term returns were more encouraging. The returns of the model were significantly ahead of benchmark for all longer period time frames of 1, 3, 5 years and from the inception date of December 31, 2000.
This model is designed to perform roughly in line with a 60/40 balanced fund benchmark during normal times, but outperform during period of market stress. I am pleased that with the latest figures which indicate that the model appears to be performing as designed.
The full review can be found here.
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