Market Risk Navigator™
25-Year Study
ERS’s Market Risk Navigator™ identifies periods of the greatest market risk, allowing investors to move some portion of their capital into cash or safer harbors.
A portfolio using the MRN™ to alternate between investing 100% in an S&P 500 ETF and 100% in 6-month Treasury bonds suffered a maximum drawdown of only 20%, compared to the S&P 500’s 55% decline.
A $1,000,000 portfolio produced $4,028,160 greater profits in the same period than the S&P 500.
| S&P 500 | S&P 500 With MRN™ |
Difference | |
| Starting Portfolio Value | $1,000,000 | $1,000,000 | |
| Ending Portfolio Value | $6,387,562 | $10,415,722 | +$4,028,160 |
| Max Drawdown in 2000-02 | -47.4% | -11.1% | 76.5% Lower |
| Max Drawdown in 2007-09 | -55.3% | -10.3% | 81.3% Lower |
| Max Drawdown in 2022 | -24.5% | -16.0% | 34.8% Lower |
| Overall Max Drawdown | -55.3% | -20.0% | 63.8% Lower |
