[{"date":"2002-12-31","value":1000,"return":0,"stats":{"startdate":"2002-12-31","enddate":"2024-05-17","description":"The Alpha Vee Risk Managed Small Cap Top 5 Sector Equities research model selects equities with market capitalization between $100M and $2B. \nRisk Management is accomplished top down: Market Risk -> Inflation Risk -> Sector Risk and finally Selection Risk. The market risk management is accomplished by variable allocation to a bond index (iShares 7-10yr Treasury or TIPS BOND ETF), based on a proprietary fundamental momentum signal of the U.S. equity market. The strategy at any time can dynamically adjust to holding a single bond position (1 ETF), just an equity position (50 securities) or a combination of both (51 positions) based on the market signal. Inflation Risk is managed by replacing the bond position from IEF to TIP when the inflation rate is elevated and vice versa when low. The universe is segmented by sector. Each sector is separately evaluated through a fundamental momentum metric that capture the fundamental factors specific to each individual sector. The Top 5 sectors most likely to accelerate are systematically chosen. Equity selection is done through a combination factor based scores. The 50 stocks are chosen from the combined Top 5 sectors and weighted based on the sector weights. The strategy is rebalanced and reconstituted quarterly.","retytd":-7.17,"cagra":16.33,"cagrbm":10.79,"cagralpha":5.54,"beta":0.66,"downcapture":54.37,"upcapture":84.54,"turnover":278.57,"trackerr":11.27,"sd":15.68,"sdy":24.04,"sharpe":0.95,"sortino":1.43,"maxdecl":-28.68,"correl":0.81,"var95":-6.72,"var99":-10.22,"divyield":2.07}},{"date":"2003-01-31","value":968,"return":967},{"date":"2003-02-28","value":931,"return":930},{"date":"2003-03-31","value":957,"return":956},{"date":"2003-04-30","value":1037,"return":1036},{"date":"2003-05-31","value":1108,"return":1107},{"date":"2003-06-30","value":1133,"return":1132},{"date":"2003-07-31","value":1176,"return":1175},{"date":"2003-08-31","value":1205,"return":1204},{"date":"2003-09-30","value":1229,"return":1228},{"date":"2003-10-31","value":1319,"return":1318},{"date":"2003-11-30","value":1360,"return":1359},{"date":"2003-12-31","value":1387,"return":1386},{"date":"2004-01-31","value":1500,"return":1499},{"date":"2004-02-29","value":1555,"return":1554},{"date":"2004-03-31","value":1580,"return":1579},{"date":"2004-04-30","value":1525,"return":1524},{"date":"2004-05-31","value":1549,"return":1548},{"date":"2004-06-30","value":1620,"return":1619},{"date":"2004-07-31","value":1486,"return":1485},{"date":"2004-08-31","value":1476,"return":1475},{"date":"2004-09-30","value":1535,"return":1534},{"date":"2004-10-31","value":1579,"return":1578},{"date":"2004-11-30","value":1699,"return":1698},{"date":"2004-12-31","value":1775,"return":1774},{"date":"2005-01-31","value":1749,"return":1748},{"date":"2005-02-28","value":1784,"return":1783},{"date":"2005-03-31","value":1735,"return":1734},{"date":"2005-04-30","value":1680,"return":1679},{"date":"2005-05-31","value":1785,"return":1784},{"date":"2005-06-30","value":1850,"return":1849},{"date":"2005-07-31","value":1969,"return":1968},{"date":"2005-08-31","value":2008,"return":2007},{"date":"2005-09-30","value":2037,"return":2036},{"date":"2005-10-31","value":2009,"return":2008},{"date":"2005-11-30","value":2064,"return":2063},{"date":"2005-12-31","value":2079,"return":2078},{"date":"2006-01-31","value":2189,"return":2188},{"date":"2006-02-28","value":2210,"return":2209},{"date":"2006-03-31","value":2308,"return":2307},{"date":"2006-04-30","value":2316,"return":2315},{"date":"2006-05-31","value":2225,"return":2224},{"date":"2006-06-30","value":2239,"return":2238},{"date":"2006-07-31","value":2276,"return":2275},{"date":"2006-08-31","value":2316,"return":2315},{"date":"2006-09-30","value":2342,"return":2341},{"date":"2006-10-31","value":2415,"return":2414},{"date":"2006-11-30","value":2462,"return":2461},{"date":"2006-12-31","value":2455,"return":2454},{"date":"2007-01-31","value":2508,"return":2507},{"date":"2007-02-28","value":2534,"return":2533},{"date":"2007-03-31","value":2588,"return":2587},{"date":"2007-04-30","value":2637,"return":2636},{"date":"2007-05-31","value":2725,"return":2724},{"date":"2007-06-30","value":2713,"return":2712},{"date":"2007-07-31","value":2703,"return":2702},{"date":"2007-08-31","value":2700,"return":2699},{"date":"2007-09-30","value":2718,"return":2717},{"date":"2007-10-31","value":2748,"return":2747},{"date":"2007-11-30","value":2858,"return":2857},{"date":"2007-12-31","value":2849,"return":2848},{"date":"2008-01-31","value":2759,"return":2758},{"date":"2008-02-29","value":2816,"return":2815},{"date":"2008-03-31","value":2833,"return":2832},{"date":"2008-04-30","value":2835,"return":2834},{"date":"2008-05-31","value":2875,"return":2874},{"date":"2008-06-30","value":2835,"return":2834},{"date":"2008-07-31","value":2923,"return":2922},{"date":"2008-08-31","value":3000,"return":2999},{"date":"2008-09-30","value":2906,"return":2905},{"date":"2008-10-31","value":2597,"return":2596},{"date":"2008-11-30","value":2580,"return":2579},{"date":"2008-12-31","value":2725,"return":2724},{"date":"2009-01-31","value":2637,"return":2636},{"date":"2009-02-28","value":2515,"return":2514},{"date":"2009-03-31","value":2627,"return":2626},{"date":"2009-04-30","value":2980,"return":2979},{"date":"2009-05-31","value":3075,"return":3074},{"date":"2009-06-30","value":3068,"return":3067},{"date":"2009-07-31","value":3243,"return":3242},{"date":"2009-08-31","value":3335,"return":3334},{"date":"2009-09-30","value":3465,"return":3464},{"date":"2009-10-31","value":3336,"return":3335},{"date":"2009-11-30","value":3390,"return":3389},{"date":"2009-12-31","value":3665,"return":3664},{"date":"2010-01-31","value":3689,"return":3688},{"date":"2010-02-28","value":3784,"return":3783},{"date":"2010-03-31","value":3870,"return":3869},{"date":"2010-04-30","value":4261,"return":4260},{"date":"2010-05-31","value":3880,"return":3879},{"date":"2010-06-30","value":3607,"return":3606},{"date":"2010-07-31","value":3837,"return":3836},{"date":"2010-08-31","value":3548,"return":3547},{"date":"2010-09-30","value":3949,"return":3948},{"date":"2010-10-31","value":4299,"return":4298},{"date":"2010-11-30","value":4521,"return":4520},{"date":"2010-12-31","value":4751,"return":4750},{"date":"2011-01-31","value":4895,"return":4894},{"date":"2011-02-28","value":5228,"return":5227},{"date":"2011-03-31","value":5451,"return":5450},{"date":"2011-04-30","value":5427,"return":5426},{"date":"2011-05-31","value":5271,"return":5270},{"date":"2011-06-30","value":5211,"return":5210},{"date":"2011-07-31","value":5057,"return":5056},{"date":"2011-08-31","value":4664,"return":4663},{"date":"2011-09-30","value":4209,"return":4208},{"date":"2011-10-31","value":4871,"return":4870},{"date":"2011-11-30","value":4738,"return":4737},{"date":"2011-12-31","value":4770,"return":4769},{"date":"2012-01-31","value":5219,"return":5218},{"date":"2012-02-29","value":5369,"return":5368},{"date":"2012-03-31","value":5514,"return":5513},{"date":"2012-04-30","value":5465,"return":5464},{"date":"2012-05-31","value":5045,"return":5044},{"date":"2012-06-30","value":5409,"return":5408},{"date":"2012-07-31","value":5435,"return":5434},{"date":"2012-08-31","value":5636,"return":5635},{"date":"2012-09-30","value":5696,"return":5695},{"date":"2012-10-31","value":5676,"return":5675},{"date":"2012-11-30","value":5811,"return":5810},{"date":"2012-12-31","value":5985,"return":5984},{"date":"2013-01-31","value":6403,"return":6402},{"date":"2013-02-28","value":6562,"return":6561},{"date":"2013-03-31","value":6935,"return":6934},{"date":"2013-04-30","value":7057,"return":7056},{"date":"2013-05-31","value":7550,"return":7549},{"date":"2013-06-30","value":7455,"return":7454},{"date":"2013-07-31","value":7950,"return":7949},{"date":"2013-08-31","value":7718,"return":7717},{"date":"2013-09-30","value":8187,"return":8186},{"date":"2013-10-31","value":8316,"return":8315},{"date":"2013-11-30","value":8485,"return":8484},{"date":"2013-12-31","value":8655,"return":8654},{"date":"2014-01-31","value":8341,"return":8340},{"date":"2014-02-28","value":8522,"return":8521},{"date":"2014-03-31","value":8571,"return":8570},{"date":"2014-04-30","value":8354,"return":8353},{"date":"2014-05-31","value":8342,"return":8341},{"date":"2014-06-30","value":8845,"return":8844},{"date":"2014-07-31","value":8553,"return":8552},{"date":"2014-08-31","value":8967,"return":8966},{"date":"2014-09-30","value":8494,"return":8493},{"date":"2014-10-31","value":9041,"return":9040},{"date":"2014-11-30","value":9073,"return":9072},{"date":"2014-12-31","value":9359,"return":9358},{"date":"2015-01-31","value":9353,"return":9352},{"date":"2015-02-28","value":9475,"return":9474},{"date":"2015-03-31","value":9673,"return":9672},{"date":"2015-04-30","value":9831,"return":9830},{"date":"2015-05-31","value":9769,"return":9768},{"date":"2015-06-30","value":9640,"return":9639},{"date":"2015-07-31","value":9786,"return":9785},{"date":"2015-08-31","value":9794,"return":9793},{"date":"2015-09-30","value":9947,"return":9946},{"date":"2015-10-31","value":10740,"return":10739},{"date":"2015-11-30","value":10921,"return":10920},{"date":"2015-12-31","value":10356,"return":10355},{"date":"2016-01-31","value":10237,"return":10236},{"date":"2016-02-29","value":10360,"return":10359},{"date":"2016-03-31","value":10714,"return":10713},{"date":"2016-04-30","value":11195,"return":11194},{"date":"2016-05-31","value":11360,"return":11359},{"date":"2016-06-30","value":11761,"return":11760},{"date":"2016-07-31","value":12314,"return":12313},{"date":"2016-08-31","value":12086,"return":12085},{"date":"2016-09-30","value":12314,"return":12313},{"date":"2016-10-31","value":11643,"return":11642},{"date":"2016-11-30","value":12943,"return":12942},{"date":"2016-12-31","value":13762,"return":13761},{"date":"2017-01-31","value":13674,"return":13673},{"date":"2017-02-28","value":13989,"return":13988},{"date":"2017-03-31","value":14099,"return":14098},{"date":"2017-04-30","value":14172,"return":14171},{"date":"2017-05-31","value":14074,"return":14073},{"date":"2017-06-30","value":14640,"return":14639},{"date":"2017-07-31","value":14843,"return":14842},{"date":"2017-08-31","value":13945,"return":13944},{"date":"2017-09-30","value":14609,"return":14608},{"date":"2017-10-31","value":14270,"return":14269},{"date":"2017-11-30","value":14491,"return":14490},{"date":"2017-12-31","value":14335,"return":14334},{"date":"2018-01-31","value":14076,"return":14075},{"date":"2018-02-28","value":13895,"return":13894},{"date":"2018-03-31","value":14295,"return":14294},{"date":"2018-04-30","value":14518,"return":14517},{"date":"2018-05-31","value":15104,"return":15103},{"date":"2018-06-30","value":15631,"return":15630},{"date":"2018-07-31","value":15632,"return":15631},{"date":"2018-08-31","value":15665,"return":15664},{"date":"2018-09-30","value":14874,"return":14873},{"date":"2018-10-31","value":13519,"return":13518},{"date":"2018-11-30","value":13280,"return":13279},{"date":"2018-12-31","value":11672,"return":11671},{"date":"2019-01-31","value":12830,"return":12829},{"date":"2019-02-28","value":13155,"return":13154},{"date":"2019-03-31","value":12658,"return":12657},{"date":"2019-04-30","value":12890,"return":12889},{"date":"2019-05-31","value":11172,"return":11171},{"date":"2019-06-30","value":12199,"return":12198},{"date":"2019-07-31","value":12210,"return":12209},{"date":"2019-08-31","value":12323,"return":12322},{"date":"2019-09-30","value":12443,"return":12442},{"date":"2019-10-31","value":12640,"return":12639},{"date":"2019-11-30","value":12857,"return":12856},{"date":"2019-12-31","value":13254,"return":13253},{"date":"2020-01-31","value":13713,"return":13712},{"date":"2020-02-29","value":14119,"return":14118},{"date":"2020-03-31","value":14643,"return":14642},{"date":"2020-04-30","value":16936,"return":16935},{"date":"2020-05-31","value":18076,"return":18075},{"date":"2020-06-30","value":19048,"return":19047},{"date":"2020-07-31","value":19211,"return":19210},{"date":"2020-08-31","value":19025,"return":19024},{"date":"2020-09-30","value":19087,"return":19086},{"date":"2020-10-31","value":19603,"return":19602},{"date":"2020-11-30","value":21593,"return":21592},{"date":"2020-12-31","value":22473,"return":22472},{"date":"2021-01-31","value":22872,"return":22871},{"date":"2021-02-28","value":24026,"return":24025},{"date":"2021-03-31","value":24703,"return":24702},{"date":"2021-04-30","value":25511,"return":25510},{"date":"2021-05-31","value":26386,"return":26385},{"date":"2021-06-30","value":26724,"return":26723},{"date":"2021-07-31","value":26275,"return":26274},{"date":"2021-08-31","value":26395,"return":26394},{"date":"2021-09-30","value":25583,"return":25582},{"date":"2021-10-31","value":26306,"return":26305},{"date":"2021-11-30","value":25847,"return":25846},{"date":"2021-12-31","value":26170,"return":26169},{"date":"2022-01-31","value":25308,"return":25307},{"date":"2022-02-28","value":25330,"return":25329},{"date":"2022-03-31","value":25136,"return":25135},{"date":"2022-04-30","value":23467,"return":23466},{"date":"2022-05-31","value":23845,"return":23844},{"date":"2022-06-30","value":21484,"return":21483},{"date":"2022-07-31","value":22805,"return":22804},{"date":"2022-08-31","value":22304,"return":22303},{"date":"2022-09-30","value":20585,"return":20584},{"date":"2022-10-31","value":22519,"return":22518},{"date":"2022-11-30","value":22672,"return":22671},{"date":"2022-12-31","value":21778,"return":21777},{"date":"2023-01-31","value":24191,"return":24190},{"date":"2023-02-28","value":23915,"return":23914},{"date":"2023-03-31","value":22980,"return":22979},{"date":"2023-04-30","value":22555,"return":22554},{"date":"2023-05-31","value":22091,"return":22090},{"date":"2023-06-30","value":23716,"return":23715},{"date":"2023-07-31","value":24991,"return":24990},{"date":"2023-08-31","value":24520,"return":24519},{"date":"2023-09-30","value":24081,"return":24080},{"date":"2023-10-31","value":23614,"return":23613},{"date":"2023-11-30","value":24673,"return":24672},{"date":"2023-12-31","value":27369,"return":27368},{"date":"2024-01-31","value":25769,"return":25768},{"date":"2024-02-29","value":25368,"return":25367},{"date":"2024-03-31","value":25777,"return":25776},{"date":"2024-04-30","value":24192,"return":24191},{"date":"2024-05-17","value":25407,"return":25406}]