Strategy
Momentum
US

US Momentum Performance Update

4 May 2020
By
This is a monthly update of our US Momentum Strategy. All performance information is taken from a live model account that follows all advice as per the strategy but doesn't include brokerage. As this is a US strategy, returns are based on US dollar returns and do not assume any hedging of the currency. Those who hedge out currency exposure will need to account for that separately.

Last Updated: 04 May 2020

Rolling Returns

One MonthTwelve MonthsSince Inception (p.a.)
US Momentum Strategy2.27%0.46%7.50%
S&P 500 Index12.68%-1.13%8.85%

Annual Returns

20162017201820192020
US Momentum Strategy29.11%17.04%-6.92%1.86%-0.72%
S&P 500 Index9.77%21.82%-4.39%31.48%-9.85%

Monthly Returns

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2016-4.88%4.89%2.41%1.40%6.53%7.04%-2.54%10.35%1.61%29.11%
20170.12%2.77%0.62%-2.73%2.46%-3.72%3.15%2.13%4.38%7.67%1.61%-1.13%17.04%
20183.17%1.66%-2.35%-1.68%2.59%-1.90%-5.23%4.54%-0.14%-9.89%1.21%1.80%-6.92%
20190.86%0.03%0.66%-0.09%-7.16%2.44%-2.91%2.75%-5.40%0.04%3.76%5.32%1.86%
2020-0.69%-3.86%1.68%2.27%-2.92%
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