World Traveler

INVESTORS WHO FOCUS ONLY ON U.S. COMPANIES ARE OVERLOOKING OPPORTUNITIES IN A LARGE PORTION OF THE UNIVERSE OF STOCKS

An examination of the MSCI All-County World Index, an index based on market capitalization, quickly reveals that 55% of the Index’s total value is derived outside of the United States.

  • The design of the World Traveler strategy is to identify major themes among the universe of single country fund ETFs and to constantly rotate into the best-performing markets
  • The model may at times allocate to cash and an inverse EAFE ETF to protect investors during protracted global market declines
  • The Model is rebalanced on a monthly basis and uses the MSCI EAFE Index as its benchmark

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Total Return
Performance Summary
Model Inception Date:12/31/2003Data as of 08/31/2018
ModelBenchmark
Total Return:798.4%206.9%
Compound Annual Growth (CAGR):15.1%7.4%
Sharpe Ratio:0.880.38
MAR Ratio: 0.760.11
Correlation to benchmark:.53

Maximum Drawdown:-21.4%-61.0%
Winning Period %:63.8%
Best Monthly Period:16.67%
Worst Monthly Period:-11.61%
Annual Returns
YEARWorld Traveler Model ReturnBenchmark (EFA) Return
200344.2%39.8%
200430.7%18.9%
20059.5%13.3%
200623.3%25.8%
200713.3%9.9%
20087.2%-41.0%
200946.2%27.0%
20109.0%8.1%
2011-6.0%-12.2%
2012 11.0%18.8%

20138.7%21.4%


2014 1.9%-6.2%

2015 6.0%-1.0%
2016 8.2%1.4%
201725.9%25.1%
2018 (as of August 31)-4.1%-2.3%
Monthly Returns

 

 

 JanFebMarAprMayJunJulAugSeptOctNovDec
2003-0.42%
-1.52%-1.11%
9.21%
5.41%
-0.31%
2.92%
7.01%
4.18%
6.66%
-0.44%
6.37%
20040.68%
3.05%
0.46%
-3.89%
0.28%
1.46%
-0.97%
2.48%
4.05%
5.31%
7.66%
7.12%
2005-1.73%3.57%-2.80%-2.79%0.20%0.56%4.71%2.64%4.72%-5.23%1.58%
4.30%
20065.82%
-2.45%2.60%5.32%-5.58%0.75%1.70%1.88%1.44%2.04%4.94%3.22%
20073.11%-0.06%
0.81%5.51%2.53%-0.31%-1.03%0.59%0.59%12.01%-8.43%-1.73%
20081.98%
0.44%
0.25%-0.84%
2.83%-10.06%1.57%0.47%5.30%1.10%1.10%3.61%
2009-1.21%-0.60%-4.86%10.63%15.04%-4.34%12.07%2.24%6.28%
-3.23%4.51%4.37%
2010-3.46%
0.61%5.42%-5.20%-7.81%1.09%0.52%-0.45%11.08%5.08%-0.78%3.94%
2011-3.62%6.55%-5.36%4.41%-1.17%-2.94%2.32%-6.12%0.33%0.08%0.04%0.05%
20120.08%
6.04%-2.87%-2.04%-10.35%-0.06%0.76%-0.04%3.85%2.07%2.92%4.97%
20133.32%-3.30%0.34%6.17%-6.97%-3.97%0.16%-1.85%2.95%5.65%2.02%2.75%
2014-4.90%7.85%2.46%-0.61%-1.07%1.63%-0.52%0.72%-5.52
0.27% 0.21%2.03%
20150.6%1.16%0.48%5.84% 0.51%-0.20%4.14%-7.20%0.55%-0.04%-0.32%1.32%
2016
-5.71%0.50%7.35%1.43%-1.63%0.78%5.55%0.63%2.36%-0.64%-1.70%-0.42%
20173.91%-1.21% 2.54%3.99%4.81%-0.61%5.60%
0.01%2.99%-0.14%1.03%0.61%
20185.58%-4.81%-0.50%-1.01%-3.10%-1.08%-1.29%3.01%
Historical holdings
Monthly PeriodExchange Traded FundSymbolPercent Holding
August 2018iShares MSCI IsraelEIS50%
August 2018Barclays Low Duration Treasury (2-yr)SHY50%
July 2018 -1x ProShares Short MSCI EAFE IndexEFZ50%
July 2018 Barclays Low Duration Treasury (2-yr)SHY 50%
June 2018iShares MSCI EAFE Minimum VolatilityEFAV50%
June 2018 iShares MSCI United Kingdom IndexEWU50%
May 2018 iShares MSCI EAFE Minimum VolatilityEFAV50%
May 2018iShares MSCI Singapore IndexEWS50%
April 2018 iShares MSCI EAFE Minimum VolatilityEFAV50%
April 2018 iShares MSCI New Zealand Investable MarketENZL50%
March 2018iShares MSCI Singapore IndexEWS50%
March 2018iShares MSCI Belgium IndexEWK50%
February 2018 iShares MSCI Hong Kong Index FundEWH50%
February 2018 iShares MSCI Austria IndexEWO50%
January 2018iShares MSCI Japan Index FundEWJ50%
January 2018iShares MSCI Singapore IndexEWS50%
December 2017iShares MSCI Japan Index FundEWJ50%
December 2017iShares MSCI Singapore IndexEWS50%
November 2017iShares MSCI Japan Index FundEWJ50%
November 2017iShares MSCI FranceEWQ50%
October 2017 iShares MSCI Netherlands IndexEWN50%
October 2017 iShares MSCI Italy IndexEWI50%
September 2017iShares MSCI Netherlands IndexEWN50%
September 2017iShares MSCI Italy IndexEWI50%
August 2017iShares MSCI Netherlands IndexEWN50%
August 2017 iShares MSCI Austria IndexEWO50%
July 2017 iShares MSCI Hong Kong Index FundEWH50%
July 2017 iShares MSCI Austria IndexEWO50%
June 2017iShares MSCI Netherlands IndexEWN50%
June 2017iShares MSCI Spain IndexEWP50%
May 2017 iShares MSCI SwitzerlandEWL50%
May 2017 iShares MSCI Spain IndexEWP50%
April 2017 iShares MSCI Germany IndexEWG50%
April 2017 iShares MSCI Netherlands IndexEWN50%
March 2017 iShares MSCI Pacific ex-JapanEPP50%
March 2017 iShares MSCI Singapore IndexEWS50%
February 2017iShares MSCI Canada Index FundEWC50%
February 2017iShares MSCI Sweden IndexEWD50%
January 2017 iShares MSCI Canada Index FundEWC50%
January 2017 iShares MSCI Germany IndexEWG50%
December 2016iShares MSCI Japan Index FundEWJ50%
December 2016Barclays Low Duration Treasury (2-yr)SHY50%
November 2016iShares MSCI Austria IndexEWO50%
November 2016iShares MSCI Japan Index FundEWJ50%
October 2016 iShares MSCI Japan Index FundEWJ
October 2016iShares MSCI Hong Kong Index FundEWH
September 2016iShares MSCI New Zealand Investable MarketENZL50%
September 2016iShares MSCI Hong Kong Index FundEWH50%
August 2016iShares MSCI New Zealand Investable MarketENZL 50%
August 2016 iShares MSCI Hong Kong Index FundEWH50%
July 2016 iShares MSCI Canada Index FundEWC50%
July 2016iShares MSCI New Zealand Investable MarketENZL50%
June 2016iShares MSCI New Zealand Investable MarketENZL50%
June 2016iShares MSCI Belgium IndexEWK50%
May 2016iShares MSCI New Zealand Investable MarketENZL50%
May 2016iShares MSCI Canada Index FundEWC50%
April 2016iShares MSCI EAFE Minimum VolatilityEFAV50%
April 2016 iShares MSCI New Zealand Investable MarketENZL50%
March 2016iShares Core Total US Bond (4-5yr)AGG50%
March 2016iShares MSCI New Zealand Investable MarketENZL50%
February 2016 iShares Core Total US Bond (4-5yr)AGG50%
February 2016 Barclays Low Duration Treasury (2-yr)SHY50%
January 2016iShares MSCI Belgium IndexEWK 50%
January 2016Barclays Low Duration Treasury (2-yr)SHY 50%
December 2015iShares MSCI EAFE Minimum VolatilityEFAV50%
December 2015iShares MSCI Belgium IndexEWK50%
November 2015iShares Core Total US Bond (4-5yr)AGG50%
November 2015Barclays Low Duration Treasury (2-yr)SHY50%
October 2015iShares Core Total US Bond (4-5yr)AGG50%
October 2015Barclays Low Duration Treasury (2-yr)SHY50%
September 2015iShares Core Total US Bond (4-5yr)AGG50%
September 2015Barclays Low Duration Treasury (2-yr)SHY50%
August 2015iShares MSCI IsraelEIS50%
August 2015 iShares MSCI EAFE Minimum VolatilityEFAV50%
July 2015 iShares MSCI IsraelEIS50%
July 2015iShares MSCI Japan Index FundEWJ50%
June 2015iShares MSCI IsraelEIS50%
June 2015iShares MSCI Japan Index FundEWJ50%
May 2015iShares MSCI Hong Kong Index FundEWH50%
May 2015iShares MSCI Japan Index FundEWJ50%
April 2015iShares MSCI EAFE Minimum VolatilityEFAV50%
April 2015iShares MSCI Hong Kong Index FundEWH50%
March 2015iShares MSCI EAFE Minimum VolatilityEFAV50%
March 2015 iShares MSCI Japan Index FundEWJ50%
February 2015 iShares Core Total US Bond (4-5yr)AGG50%
February 2015 iShares MSCI EAFE Minimum VolatilityEFAV50%
January 2015iShares Core Total US Bond (4-5yr)AGG50%
January 2015-1x ProShares Short MSCI EAFE IndexEFZ50%
December 2014iShares Core Total US Bond (4-5yr)AGG50%
December 2014-1x ProShares Short MSCI EAFE IndexEFZ50%
November 2014iShares Core Total US Bond (4-5yr)AGG50%
November 2014-1x ProShares Short MSCI EAFE IndexEFZ50%
October 2014iShares Core Total US Bond (4-5yr)AGG50%
October 2014iShares MSCI Singapore IndexEWS50%
September 2014iShares MSCI Canada Index FundEWC50%
September 2014iShares MSCI Singapore IndexEWS50%
August 2014iShares MSCI Canada Index FundEWC50%
August 2014iShares MSCI Hong Kong Index FundEWH50%
July 2014iShares MSCI EAFE Minimum VolatilityEFAV50%
July 2014iShares MSCI Canada Index FundEWC50%
June 2014iShares MSCI New Zealand Investable MarketENZL50%
June 2014Shares MSCI Spain IndexEWP50%
May 2014iShares MSCI New Zealand Investable MarketENZL50%
May 2014iShares MSCI Belgium IndexEWK50%
April 2014iShares MSCI IsraelEIS50%
April 2014 iShares MSCI New Zealand Investable MarketENZL50%
March 2014iShares MSCI Belgium IndexEWK50%
March 2014 iShares MSCI SwitzerlandEWL50%
February 2014iShares Core Total US Bond (4-5yr)AGG50%
February 2014-1x ProShares Short MSCI EAFE IndexEFZ50%
January 2014Shares MSCI Germany IndexEWG50%
January 2014iShares MSCI Belgium IndexEWK50%
December 2013Shares MSCI Germany IndexEWG50%
December 2013 iShares MSCI IsraelEIS50%
November 2013Shares MSCI Germany IndexEWG50%
November 2013Shares MSCI Spain IndexEWP50%
October 2013iShares MSCI New Zealand Investable MarketENZL50%
October 2013Shares MSCI Spain IndexEWP 50%
September 2013iShares MSCI Netherlands IndexEWN50%
september 2013Barclays Low Duration Treasury (2-yr)SHY50%
August 2013iShares MSCI Netherlands IndexEWN50%
August 2013 iShares MSCI FranceEWQ50%
July 2013Barclays Low Duration Treasury (2-yr)SHY100%
June 2013iShares MSCI Netherlands IndexEWN50%
June 2013iShares MSCI United Kingdom Index EWU50%
May 2013iShares MSCI Minimum Volatility EAFE IndexEFAV50%
May 2013iShares MSSCI Japan IndexEWJ50%
April 2013iShares MSCI New Zealand Inv. MarketENZL50%
April 2013iShares MSCI Japan IndexEWJ50%
Current Holdings

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Eligible ETF Universe
Exchange Traded FundSymbol
Wisdom Tree Dividend EFADWM
iShares MSCI EAFE IndexEFA
iShares MSCI EAFE Minimum VolatilityEFAV
iShares MSCI Israel EIS
iShares MSCI New Zealand Investable MarketENZL
iShares MSCI Pacific ex-JapanEPP
iShares MSCI Australia Index FundEWA
iShares MSCI Canada Index FundEWC
iShares MSCI Sweden IndexEWD
Shares MSCI Germany IndexEWG
iShares MSCI Sweden IndexEWH
iShares MSCI Italy IndexEWI
iShares MSCI Japan IndexEWJ
iShares MSCI Belgium IndexEWK
iShares MSCI Belgium IndexEWL
iShares MSCI Netherlands IndexEWN
iShares MSCI Austria IndexEWO
iShares MSCI Spain IndexEWP
iShares MSCI FranceEWQ
iShares MSCI Singapore IndexEWS
iShares MSCI United Kingdom IndexEWU
-1x ProShares Short MSCI EAFE IndexEFZ
Barclays Low Duration Treasury (2-yr)SHY
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