The first quarter of 2010 is over and it's time for a report card on the Inflation-Deflation Timer model.
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.
Is This the Beginning of the End of a Dipexium Implosion?
43 minutes ago