Penta Universal
Investment Strategy
Penta Universal seeks to implement a well balanced strategy with low volatility and steady growth. It does this by monthly rebalancing a risk-adjusted selection of diversified low correlated ETFs based on their recent risk/return ratio.
Note: Graph is on a logarithmic scale doubling with every line.
| Year | Q1 | Q2 | Q3 | Q4 | Year |
| 2011 | 3.7% | 18.9% | 4.0% | 5.9% | 35.9% |
| 2012 | 6.0% | 15.0% | 5.7% | -1.0% | 27.5% |
| 2013 | 26.5% | -11.7% | -1.2% | 28.0% | 41.3% |
| 2014 | -0.6% | 4.0% | 0.8% | 2.9% | 7.1% |
| 2015 | 0.3% | -4.9% | 0.5% | 5.2% | 0.9% |
| 2016 | 9.0% | 5.4% | 4.2% | -0.8% | 18.8% |
| 2017 | 4.3% | 7.6% | 2.0% | 4.7% | 19.8% |
| 2018 | 1.7% | 1.1% | -0.6% | 2.5% | 4.8% |
| 2019 | 4.7% | 3.8% | 0.9% | 4.1% | 14.1% |
| 2020 | 3.7% | 3.6% | 3.5% | 0.0% | 11.0% |
| Total 2011-2020 | 499.8% | ||||
Note: Yearly returns do not equal the sum of quarterly returns due to compounding. Past performance is no guarantee of future results.
| Average month | 1.4% |
| Best month | 26.2% |
| Worst month | -5.9% |
| Average 6 month | 8.7% |
| Best 6 month | 27.4% |
| Worst 6 month | -12.7% |
| Average 18 month | 27.1% |
| Best 18 month | 70.8% |
| Worst 18 month | -1.0% |
| Volatility | 9.3% |
| Sharpe Ratio | 2.17 |
| Sortino Ratio | 3.47 |
| Average 3 months | 4.3% |
| Best 3 month | 28.4% |
| Worst 3 month | -11.7% |
| Average 12 months | 17.7% |
| Best 12 month | 52.1% |
| Worst 12 month | -6.5% |
| Average 24 months | 36.4% |
| Best 24 month | 111.3% |
| Worst 24 month | 6.6% |
| Max. draw-down | -12.7% |
| Avg. draw-down | -2.2% |
| Avg. months to recover | 2.5 |
Disclaimer: Penta Strategies 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.