Dual Momentum Investing generates a stable, low-risk average annual return of 15% by investing in Stocks, Bonds and Treasury Bills. Moreover, Dual Momentum protects investors from stock market crashes like 2008 by exiting stock markets when risk is high.
MacroVar offers 300+ Investment Strategies with higher returns, lower risk and losses than the Dual Momentum Strategy.
Investment Performance
Investment Return (?):
17.57%
Volatility (?):
9.20%
Sharpe Ratio:
1.40
Maximum Drawdown:
-22.55%
Investment’s Fundamental Concept:
Dual Momentum generates a stable, low-risk average annual return of 15% by investing in Stocks, Bonds and Treasury Bills. Moreover, Dual Momentum protects investors from stock market crashes like 2008 by exiting stock markets when risk is high. The MacroVar Team has developed and tested the Dual Momentum Computer Model thoroughly to allow you invest in this strategy.
This methodology is performed on monthly basis and the portfolio is re balanced monthly.
Check Below the growth of a Dual Momentum Portfolio from 1998-2015
Check monthly returns of the Dual Momentum Portfolio from 1998-2015
The Dual Momentum Investing Strategy generates a good Sharpe Ratio, small Maximum Drawdown and consistent performance.
