Tactical Asset Allocation Strategy
iQ All Assets RORO Rotation Model
A rules-based tactical strategy dynamically rotating between "Risk On" assets to capture growth and "Risk Off" assets to mitigate severe drawdowns. Annualized inception return of 17.83%.
Quantitative Strategy Overview
The iQ All Assets RORO Rotation Model seeks capital appreciation and capital preservation by systematically analyzing broader market risk environments.
The strategy utilizes proprietary risk indicators to determine when the market is in a "Risk On" or "Risk Off" state, allocating capital accordingly to optimize the risk-adjusted return profile.
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Dynamic Allocation
Seamlessly rotates exposure based on prevailing quantitative risk metrics.
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Drawdown Mitigation
Historically limited max drawdown to -11.24%, compared to the S&P 500's -50.95%.
| Period | iQ Model | S&P 500 |
|---|---|---|
| Inception (24 Year) | 17.83% | 10.01% |
| 10 Year Trailing | 19.83% | 15.33% |
| 5 Year Trailing | 16.29% | 13.79% |
| 3 Year Trailing | 16.93% | 22.89% |
Review the Current Model Allocations
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