2016 - Systematic Risk Strategy in Annual Isolation...

2016 looks like it has been a good year so far. I've heard of some folks hittin' 30% this year (I'm always curious about their variance; I resist the impulse to ask for a time-weighted monthly series) but that, without any question whatsoever, is not my game.  But this is:

- Green: me
- 60/40 is SPY/AGG (orange)
- Benchmark is AOM (purple) , flawed index for comparison but it's easy...and free
- Hedge Fund index (pink) is Barclays Hedge, flawed but hey, it's free
- I have < 15% stuff in GMDII that acts kinda like private equity where
  the risk, like it is in the rest of life, is not so much "variance" but rather
  the permanent loss of capital. So take that x axis with a <15% weighted
  grain of salt.