MODEL 4 (US STYLE) - beating benchmark

In this post I show the US version of MODEL 4 (in the previous post it was from an € investor point of view)

I used 9 asset and calculated returns with the benchmark  of most traded US ETF
again the asset classes are:
1) Treasury 1-3 years
2) Treasury 10 years
3) Global corporate bonds
4) US equity S&P500
5) MSCI Eafe
6) Emerging bond $
7) Commodity generic index
8) $ High Yield
9) Developed Market Properties yield
I can give you Bloomberg ticker if interested

Chart below show that the US MODEL 4 beats the Equal Weighted portfolio in the long run

The table shows that over the long term risk-adjusted returns are far better than a simple EW portfolio. The model beats the simple risk-free rate (TBill 3months)

Like in the € version, MODEL4 obtains its overperformance thanks to the defensive position in bear markets. When there's a strong "risk on" environment, it tends to underperform.

July Allocation: 100% cash