Penta Progressive

Penta Progressive

Investment Strategy

Penta Progressive seeks to implement a progressive strategy optimizing risk-adjusted returns. It does this by monthly rebalancing a risk-adjusted selection of highly liquid ETFs as well as the top Nasdaq stocks based on their recent risk/return ratio.

Note: Graph is on a logarithmic scale doubling with every line.

Total 2011-202078’510%

Note: Yearly returns do not equal the sum of quarterly returns due to compounding. Past performance is no guarantee of future results.

Average month 7.4%
Best month 177.0%
Worst month -13.3%
Average   6 month 51.7%
Best 6 month 405.1%
Worst 6 month -20.0%
Average 18 month 241.9%
Best 18 month 972.8%
Worst 18 month 2.3%
Volatility 33.9%
Sharpe Ratio 2.35
Sortino Ratio 4.54
Average 3 months 23.6%
Best 3 month 336.9%
Worst 3 month -18.9%
Average 12 months 132.9%
Best 12 month 888.1%
Worst 12 month -7.8%
Average 24 months 396.7%
Best 24 month 1373.6%
Worst 24 month 24.4%
Max. draw-down -24.1%
Avg. draw-down -6.1%
Avg. months to recover 3.4

Disclaimer: PentaStrategies are no investment advice. They are intended for educational purposes only and may not be appropriate for your specific situation. Performance results are based on backtests, which has certain inherent limitations as it does not account for slippage, fees or taxes.  Past performance is no guarantee of future results. You are strongly encouraged to consult a professional financial advisor before making any decision to start an investment. 

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