Sigma

Σ

Tactical Long-Only, Retirement

Sigma is a tactical long-only strategy that adjusts risk levels based on market conditions:

  • Uncertain market conditions: Sigma adopts a conservative risk profile to minimize losses

  • Normal market conditions: Sigma takes on a moderate, well-balanced risk profile

  • Ideal market conditions: Sigma assumes an aggressive risk profile to maximize gains

Sigma is ideal for investors who:

  • Seek risk management that adjusts to market conditions 

  • Want exposure to a blended investment style

  • Have retirement accounts (e.g., IRA, 401k)

Characteristics

  • Strategy Type: Tactical Long-Only

  • Goal: Optimize risk levels based on market conditions

  • Portfolio Volatility: 18-22%, on average

  • Market Cap: Large-Cap

  • Investment Style: Blended

  • Equities Type: ETF

  • Leverage/Margin: None

  • Fees: 0.5% of AUM per year

  • Best for retirement accounts (e.g., IRA, 401k)

Solutions Used

  • Automated Downside Protection

  • Automated Risk Management

  • Automated Portfolio Diversification

  • Automated Asset Allocation

Holdings

  • VOX (Vanguard Communications Sector ETF)

  • VCR (Vanguard Consumer Discretionary Sector ETF)

  • VDC (Vanguard Consumer Staples Sector ETF)

  • VDE (Vanguard Energy Sector ETF)

  • VFH (Vanguard Financials Sector ETF)

  • VHT (Vanguard Healthcare Sector ETF)

  • VIS (Vanguard Industrials Sector ETF)

  • VAW (Vanguard Materials Sector ETF)

  • VNQ (Vanguard Real Estate Sector ETF)

  • VGT (Vanguard Technology Sector ETF)

  • VPU (Vanguard Utilities Sector ETF)

Track Record

From a Real Account (NOT Simulated)

Sigma Track Record - 2022-11-2.png

Simulated Results

Provided for your reference

Sigma Simulated - 2022-10-17.png

Why do we show simulated results?

We officially launched the Sigma strategy on September 13, 2021. However, we understand that you may want to see more data. We provide simulated results to illustrate how a strategy could have performed historically. Simulated data is useful for getting a sense of a strategy's characteristics through a variety of market conditions.

Upgrade your portfolio with AI.