Comparison Matrix

STRATEGY COMPARISON MATRIX

The comparison matrix below uses the color green and red to identify how strategies perform relative to each other for each given performance metric (i.e. return, CAGR, volatility, Sharpe ratio). The darker the green (more vivid) the better the performance, the darker the red (more vivid) the worse the performance. The color grey represents strategies which have intermediate performance relative to the others. 

Generally, you want a strategy that performs reasonably well across all performance metrics, though your individual considerations will dictate which metrics are more important to you. It is also important not to focus too much on a single metric, especially the more recent metrics (i.e. month to date return and 1 year return), what matters is reasonable to good performance across multiple timeframes and metrics. Of course if you look below, our Optimized Portfolios were designed to do exactly that.