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Testing the 3-ETF Strategy

| | Posted in: Strategic Allocation

A subscriber asked for a performance comparison between 50% Simple Asset Class ETF Value Strategy (SACEVS) Best Value-50% Simple Asset Class ETF Momentum Strategy (SACEMS) equal-weighted top two (EW Top 2), rebalanced monthly (SACEVS-SACEMS 50-50), and the following monthly rebalanced allocations to three exchange-traded funds (3-ETF):

Using monthly returns for SACEVS-SACEMS 50-50 and month-end dividend-adjusted prices for VTI, VXUS and BND during January 2011 (limited by inception of VXUS) through January 2021, we find that:

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