The following table represents the optimal holdings for the month of March 2011 according to our rotational model.
The tables below describe the model’s holdings during each month, how each of the holdings performed during the month, and the total return to the model versus a benchmark. We have used the Dow Jones World stock index in combination with the Barclays 3 – 7 year Treasury bond index returns, in 70% and 30% respective proportions, as a typical global growth portfolio benchmark. Note that each position is equal weighted at 20% of the portfolio.
Source: Butler|Philbrick & Associates
Results are pro-forma and for illustrative purposes only.