ReSolve Return Stacked 60-40

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Constant Weights
Assets
Rtn Stacked Risk Managed US St & Bd Fd USD Class I (NFDIX)15.00%
RATIONAL/RESOLVE ADAPTIVE ASSET ALLOCATION FUND INSTITUTIONAL SHARES (RDMIX)15.00%
CATALYST/MILLBURN HEDGE STRATEGY FUND CLASS I (MBXIX)15.00%
STANDPOINT MULTI-ASSET FUND INSTITUTIONAL CLASS (BLNDX)12.50%
ABBEY CAPITAL MULTI ASSET FUND CLASS I SHARES (MAFIX)12.50%
PIMCO STOCKSPLUS LONG DURATION FUND INSTITUTIONAL (PSLDX)10.00%
SIMPLIFY US EQUITY PLUS CONVEXITY ETF (SPYC)10.00%
iShares Core U.S. Aggregate Bond ETF (AGG)10.00%
Benchmark
US 60/40

Policy Report

Backtest Report

From to (3y 7m 11d)

Returns (annualized)

Portfolio 7.54%
Benchmark 6.15%

Risk (annualized)

Portfolio 9.82%
Benchmark 11.45%

Sharpe (annualized)

Portfolio 0.55
Benchmark 0.37

Excess Return (annualized)

1.39%

Tracking Error (annualized)

5.33%

Risk Free Rate (annualized)

2.40%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

0.76

Skew

-0.33
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Credit Factor 0.0028 0.0028
Duration Factor 0.0718 0.0718
Market Factor 0.5228 0.5228
U.S. Tilt (Non U.S.) 0.1584 0.1584
Yield Curve Factor 0.0520 0.0520

Adjusted R2

Portfolio 0.82
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark -0.00

Factor Attribution