The reason we chose the above assets is because their representative indices (or index funds) have longest history. Bear in mind that REITs (VGSIX) only started in 1996. It can certainly help (to improve the performance) if it had older history. 

1. Overall Performance Comparison 

The following shows how the portfolio has performed, compared with S&P 500 (using Vanguard 500 VFINX) and Vanguard Balanced Index fund (VBINX)

Portfolio Performance Comparison (as of 12/07/2012)

Ticker/Portfolio NameSince InceptionYTD
1Yr AR1Yr Sharpe3Yr AR3Yr Sharpe5Yr AR5Yr Sharpe10Yr AR10Yr Sharpe
VFINX (3/30/2987)8.7%15.0%14.9%110.9%10.9%58.5%1.0%2.6%6.5%25.7%
VBINX (6/20/1996)6.9%10.8%10.9%140.3%9.3%85.8%3.7%22.4%6.8%46.4%
P Relative Strength Trend Following Six Assets (6/28/1991)11.4%9.6%6.1%63.9%8.0%56.4%6.2%43.5%11.6%80.6%

*: NOT annualized

**YTD: Year to Date

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