Dual Momentum Investing

Investment Summary
Dual Momentum Investing generates a stable, low-risk average annual return of 15% by investing in Stocks, Bonds and Treasury Bills. Moreover, Dual Momentum protects investors from stock market crashes like 2008 by exiting stock markets when risk is high.

AssetMacro offers 300+ Investment Strategies with higher returns, lower risk and losses than the Dual Momentum Strategy.

Investment Performance (Good Investment Selection Guide)
Investment Return (?): 17.57% Volatility (?): 9.20% Sharpe Ratio: 1.40 Maximum Drawdown: -22.55%

Investment’s Fundamental Concept:

Dual Momentum generates a stable, low-risk average annual return of 15% by investing in Stocks, Bonds and Treasury Bills. Moreover, Dual Momentum protects investors from stock market crashes like 2008 by exiting stock markets when risk is high. The AssetMacro Team has developed and tested the Dual Momentum Computer Model thoroughly to allow you invest in this strategy.

This methodology is performed on monthly basis and the portfolio is re balanced monthly.

Check Below the growth of a Dual Momentum Portfolio from 1998-2015

Dual Momentum Investing

Check monthly returns of the Dual Momentum Portfolio from 1998-2015

Dual Momentum Performance

The Dual Momentum Investing Strategy generates a good Sharpe Ratio, small Maximum Drawdown and consistent performance.

Other Investment Strategy Characteristics:
Investment Type: Momentum Strategy Investment Risk: 2/5 Low Backtest Range: 30-40 years Rebalancing period: Monthly
Investment Strategy Markets:
  • US Stocks (S&P 500)
  • International Stocks (MSCI World)
  • US Aggregate Bonds
  • US T-bills