EntryExitSymbolAllocationSymbol RetStrategy RetAccum Strategy RetAnn Strategy RetBenchmark RetAccum Benchmark RetAnn Benchmark Ret
6/29/20187/14/2018#########0.96206.12-0.740.444.39-1.26
6/29/20187/14/2018#########0.96206.12-0.740.444.39-1.26
5/31/20186/29/2018JNK400.07-0.18203.22-1.680.143.82-1.64
5/31/20186/29/2018CWB60-0.35-0.18203.22-1.680.143.82-1.64
4/30/20185/31/2018JNK60-0.24-0.01203.77-1.50.6643.67-1.75
4/30/20185/31/2018TIP400.33-0.01203.77-1.50.6643.67-1.75
3/29/20184/30/2018TLT60-2.09-1.32203.81-1.49-0.9442.73-2.39
3/29/20184/30/2018CWB40-0.16-1.32203.81-1.49-0.9442.73-2.39
2/28/20183/29/2018JNK60-0.54-0.33207.87-0.170.6744.08-1.47
2/28/20183/29/2018CWB400-0.33207.87-0.170.6744.08-1.47
1/31/20182/28/2018JNK40-0.9-1.79208.880.15-1.0143.12-2.12
1/31/20182/28/2018CWB60-2.39-1.79208.880.15-1.0143.12-2.12
12/29/20171/31/2018JNK60-0.051.98214.521.98-1.1344.58-1.13
12/29/20171/31/2018CWB405.041.98214.521.98-1.1344.58-1.13
11/30/201712/29/2017JNK400.3-0.08208.49.220.4746.233.55
11/30/201712/29/2017CWB60-0.33-0.08208.49.220.4746.233.55
10/31/201711/30/2017PCY60-0.81-0.52208.659.31-0.1545.533.07
10/31/201711/30/2017CWB40-0.09-0.52208.659.31-0.1545.533.07
9/29/201710/31/2017JNK400.211.09210.279.880.145.753.22
9/29/201710/31/2017CWB601.691.09210.279.880.145.753.22
8/31/20179/29/2017PCY40-0.210.21206.918.69-0.5745.613.12
8/31/20179/29/2017CWB600.50.21206.918.69-0.5745.613.12
7/31/20178/31/2017JNK400.060.18206.268.460.9446.443.71
7/31/20178/31/2017CWB600.250.18206.268.460.9446.443.71
6/30/20177/31/2017TLT50-0.661.18205.728.270.3345.082.74
6/30/20177/31/2017CWB503.021.18205.728.270.3345.082.74
5/31/20176/30/2017PCY60-0.580.18202.147-0.0244.62.4
5/31/20176/30/2017CWB401.310.18202.147-0.0244.62.4
4/28/20175/31/2017PCY400.690.82201.66.810.6944.622.42
4/28/20175/31/2017CWB600.90.82201.66.810.6944.622.42
3/31/20174/28/2017PCY401.871.77199.165.940.9143.631.72
3/31/20174/28/2017CWB601.71.77199.165.940.9143.631.72
2/28/20173/31/2017JNK40-0.310.38193.964.11-0.0542.340.81
2/28/20173/31/2017CWB600.850.38193.964.11-0.0542.340.81
1/31/20172/28/2017JNK401.321.77192.843.710.6542.420.86
1/31/20172/28/2017CWB602.071.77192.843.710.6542.420.86
12/30/20161/31/2017JNK601.261.91187.751.910.2141.510.21
12/30/20161/31/2017CWB402.871.91187.751.910.2141.510.21
11/30/201612/30/2016JNK601.921.66182.3713.390.2541.212.41
11/30/201612/30/2016CWB401.261.66182.3713.390.2541.212.41
10/31/201611/30/2016JNK400.130.35177.7611.53-2.5740.852.15
10/31/201611/30/2016CWB600.50.35177.7611.53-2.5740.852.15
9/30/201610/31/2016PCY60-2.73-2.08176.811.15-0.8244.564.84
9/30/201610/31/2016CWB40-1.1-2.08176.811.15-0.8244.564.84
8/31/20169/30/2016PCY600.550.8182.6613.50.0545.755.71
8/31/20169/30/2016CWB401.180.8182.6613.50.0545.755.71
7/29/20168/31/2016PCY601.81.83180.4212.6-0.2245.675.65
7/29/20168/31/2016JNK401.871.83180.4212.6-0.2245.675.65
6/30/20167/29/2016PCY602.382.27175.3810.580.5445.995.88
6/30/20167/29/2016TLT402.12.27175.3810.580.5445.995.88
5/31/20166/30/2016CWB400.541.32169.288.131.9445.25.31
5/31/20166/30/2016JNK601.851.32169.288.131.9445.25.31
4/29/20165/31/2016PCY60-0.34-0.08165.766.720.0142.443.31
4/29/20165/31/2016JNK400.32-0.08165.766.720.0142.443.31
3/31/20164/29/2016PCY601.530.63165.976.80.2542.423.29
3/31/20164/29/2016TLT40-0.740.63165.976.80.2542.423.29
2/29/20163/31/2016PCY403.321.27164.326.140.8742.063.03
2/29/20163/31/2016TLT60-0.091.27164.326.140.8742.063.03
1/29/20162/29/2016PCY401.722.54160.994.80.8940.832.14
1/29/20162/29/2016TLT603.092.54160.994.80.8940.832.14
12/31/20151/29/2016PCY60-0.042.2154.522.21.2439.591.24
12/31/20151/29/2016TLT405.572.2154.522.21.2439.591.24
11/30/201512/31/2015PCY60-1.7-1.56149.04-0.55-0.1937.880.48
11/30/201512/31/2015CWB40-1.35-1.56149.04-0.55-0.1937.880.48
10/30/201511/30/2015PCY600.04-0.32152.991.02-0.3938.140.68
10/30/201511/30/2015TLT40-0.87-0.32152.991.02-0.3938.140.68
9/30/201510/30/2015PCY602.661.43153.811.350.0738.681.07
9/30/201510/30/2015TLT40-0.411.43153.811.350.0738.681.07
8/31/20159/30/2015TLT601.971.05150.23-0.080.8138.591
8/31/20159/30/2015PCY40-0.331.05150.23-0.080.8138.591
7/31/20158/31/2015JNK50-2.05-1.22147.63-1.11-0.3437.470.19
7/31/20158/31/2015PCY50-0.39-1.22147.63-1.11-0.3437.470.19
6/30/20157/31/2015CWB60-0.470.17150.70.110.8637.940.52
6/30/20157/31/2015PCY401.120.17150.70.110.8637.940.52
5/29/20156/30/2015CWB60-3.13-2.7150.28-0.06-1.0836.76-0.34
5/29/20156/30/2015JNK40-2.05-2.7150.28-0.06-1.0836.76-0.34
4/30/20155/29/2015CWB401.891.01157.222.71-0.4438.240.75
4/30/20155/29/2015JNK600.431.01157.222.71-0.4438.240.75
3/31/20154/30/2015TLT40-3.43-0.74154.641.68-0.3238.851.19
3/31/20154/30/2015JNK601.05-0.74154.641.68-0.3238.851.19
2/27/20153/31/2015TLT501.10.51156.552.450.3839.31.52
2/27/20153/31/2015CWB50-0.070.51156.552.450.3839.31.52
1/31/20152/27/2015TLT50-6.14-3.22155.241.92-0.8938.781.14
1/31/20152/27/2015PCY50-0.31-3.22155.241.92-0.8938.781.14
12/31/20141/31/2015TLT609.825.32163.745.322.0540.032.05
12/31/20141/31/2015CWB40-1.435.32163.745.322.0540.032.05
11/28/201412/31/2014TLH501.420.7150.4210.10.1537.226
11/28/201412/31/2014BOND50-0.020.7150.4210.10.1537.226
10/31/201411/28/2014AGG500.660.94148.689.330.6637.015.84
10/31/201411/28/2014TLH501.210.94148.689.330.6637.015.84
9/30/201410/31/2014AGG501.061.43146.378.321.0636.125.15
9/30/201410/31/2014TLH501.81.43146.378.321.0636.125.15
8/29/20149/30/2014CWB50-2.55-1.93142.96.79-0.6134.694.04
8/29/20149/30/2014TLH50-1.3-1.93142.96.79-0.6134.694.04
7/31/20148/29/2014CWB503.032.95147.678.891.1535.524.69
7/31/20148/29/2014TLH502.872.95147.678.891.1535.524.69
6/30/20147/31/2014CWB50-1.27-0.7140.565.76-0.2533.983.5
6/30/20147/31/2014TLH50-0.14-0.7140.565.76-0.2533.983.5
5/30/20146/30/2014HYLD501.650.68142.266.510.1334.323.76
5/30/20146/30/2014TLH50-0.280.68142.266.510.1334.323.76
4/30/20145/30/2014HYLD500.651.45140.625.791.1734.143.62
4/30/20145/30/2014CWB502.251.45140.625.791.1734.143.62
3/31/20144/30/2014HYLD500.861137.194.280.6432.582.42
3/31/20144/30/2014TLH501.131137.194.280.6432.582.42
2/28/20143/31/2014JNK50-0.02-1.13134.843.25-0.1531.751.77
2/28/20143/31/2014CWB50-2.24-1.13134.843.25-0.1531.751.77
1/31/20142/28/2014JNK502.314.48137.534.430.3831.941.92
1/31/20142/28/2014CWB506.644.48137.534.430.3831.941.92
12/31/20131/31/2014JNK500.57-0.05127.35-0.051.5431.451.54
12/31/20131/31/2014CWB50-0.66-0.05127.35-0.051.5431.451.54
11/29/201312/31/2013JNK500.520.92127.4611.87-0.5629.45-1.98
11/29/201312/31/2013CWB501.320.92127.4611.87-0.5629.45-1.98
10/31/201311/29/2013JNK500.790.9125.3910.85-0.2530.18-1.43
10/31/201311/29/2013CWB501.010.9125.3910.85-0.2530.18-1.43
9/30/201310/31/2013JNK502.492.63123.399.870.8330.5-1.18
9/30/201310/31/2013CWB502.772.63123.399.870.8330.5-1.18
8/30/20139/30/2013SHY500.221.51117.667.051.1229.43-2
8/30/20139/30/2013CWB502.791.51117.667.051.1229.43-2
7/31/20138/30/2013CWB50-0.8-0.45114.435.47-0.8327.99-3.08
7/31/20138/30/2013SHY50-0.1-0.45114.435.47-0.8327.99-3.08
6/28/20137/31/2013CWB504.62.38115.45.940.2729.06-2.28
6/28/20137/31/2013SHY500.162.38115.45.940.2729.06-2.28
5/31/20136/28/2013SHY50-0.1-1.18110.383.48-1.5728.71-2.54
5/31/20136/28/2013CWB50-2.27-1.18110.383.48-1.5728.71-2.54
4/30/20135/31/2013TLH50-4.34-1.14112.94.71-230.76-0.99
4/30/20135/31/2013CWB502.06-1.14112.94.71-230.76-0.99
3/28/20134/30/2013JNK502.071.9115.365.930.9733.431.04
3/28/20134/30/2013CWB501.721.9115.365.930.9733.431.04
2/28/20133/28/2013JNK501.051.67111.363.950.132.150.07
2/28/20133/28/2013CWB502.291.67111.363.950.132.150.07
1/31/20132/28/2013JNK500.710.62107.882.240.5932.02-0.03
1/31/20132/28/2013CWB500.540.62107.882.240.5932.02-0.03
12/31/20121/31/2013JNK500.271.61106.591.61-0.6231.24-0.62
12/31/20121/31/2013CWB502.951.61106.591.61-0.6231.24-0.62
11/30/201212/31/2012CWB502.431.21103.329.71-0.2432.063.76
11/30/201212/31/2012BOND50-0.021.21103.329.71-0.2432.063.76
10/31/201211/30/2012JNK501.111.03100.898.40.2732.394.01
10/31/201211/30/2012CWB500.961.03100.898.40.2732.394.01
9/28/201210/31/2012JNK500.880.5598.847.3-0.0532.033.73
9/28/201210/31/2012CWB500.230.5598.847.3-0.0532.033.73
8/31/20129/28/2012JNK500.731.7397.756.70.2632.093.78
8/31/20129/28/2012CWB502.721.7397.756.70.2632.093.78
7/31/20128/31/2012TLH50-0.520.0294.394.89031.743.5
7/31/20128/31/2012BOND500.550.0294.394.89031.743.5
6/29/20127/31/2012TLH502.142.0194.354.871.3631.743.5
6/29/20127/31/2012BOND501.882.0194.354.871.3631.743.5
5/31/20126/29/2012TLH50-0.98-0.1590.522.81-0.0229.972.11
5/31/20126/29/2012BOND500.69-0.1590.522.81-0.0229.972.11
4/30/20125/31/2012JNK50-3.48-1.290.812.961.0829.992.13
4/30/20125/31/2012AGG501.08-1.290.812.961.0829.992.13
3/30/20124/30/2012JNK501.54-0.2693.134.210.9128.611.04
3/30/20124/30/2012CWB50-2.05-0.2693.134.210.9128.611.04
2/29/20123/30/2012JNK50-1.22-0.2993.634.48-0.5727.450.14
2/29/20123/30/2012CWB500.64-0.2993.634.48-0.5727.450.14
1/31/20122/29/2012JNK502.130.3394.194.78-0.0128.190.71
1/31/20122/29/2012TLH50-1.460.3394.194.78-0.0128.190.71
12/30/20111/31/2012JNK502.654.4493.554.440.7328.20.73
12/30/20111/31/2012CWB506.224.4493.554.440.7328.20.73
11/30/201112/30/2011TLH502.371.8685.3216.191.3627.287.69
11/30/201112/30/2011AGG501.361.8685.3216.191.3627.287.69
10/31/201111/30/2011TLH501.130.481.9414.07-0.3325.586.25
10/31/201111/30/2011AGG50-0.330.481.9414.07-0.3325.586.25
9/30/201110/31/2011TLH50-2.05-0.9681.2213.620.13266.6
9/30/201110/31/2011AGG500.13-0.9681.2213.620.13266.6
8/31/20119/30/2011TLH505.052.9182.9814.720.7725.846.47
8/31/20119/30/2011AGG500.772.9182.9814.720.7725.846.47
7/29/20118/31/2011TLH506.524.0277.811.481.5224.885.66
7/29/20118/31/2011AGG501.524.0277.811.481.5224.885.66
6/30/20117/29/2011TLH503.942.8170.937.171.6923.014.08
6/30/20117/29/2011AGG501.692.8170.937.171.6923.014.08
5/31/20116/30/2011TLH50-1.38-0.9166.254.23-0.4520.972.35
5/31/20116/30/2011AGG50-0.45-0.9166.254.23-0.4520.972.35
4/29/20115/31/2011JNK500.580.2967.785.191.2421.512.81
4/29/20115/31/2011CWB500.010.2967.785.191.2421.512.81
3/31/20114/29/2011JNK501.61.6867.294.891.5720.021.55
3/31/20114/29/2011CWB501.761.6867.294.891.5720.021.55
2/28/20113/31/2011JNK50-0.03-0.0164.533.15-0.2218.17-0.02
2/28/20113/31/2011CWB500.01-0.0164.533.15-0.2218.17-0.02
1/31/20112/28/2011JNK501.351.6164.553.170.2918.430.21
1/31/20112/28/2011CWB501.881.6164.553.170.2918.430.21
12/31/20101/31/2011JNK501.961.5361.941.53-0.0918.09-0.09
12/31/20101/31/2011CWB501.11.5361.941.53-0.0918.09-0.09
11/30/201012/31/2010SHY50-0.161.5359.512.34-0.7418.196.37
11/30/201012/31/2010CWB503.221.5359.512.34-0.7418.196.37
10/29/201011/30/2010JNK50-1.67-0.4257.110.65-0.7719.077.16
10/29/201011/30/2010CWB500.84-0.4257.110.65-0.7719.077.16
9/30/201010/29/2010JNK502.93.1657.7611.110.1519.997.99
9/30/201010/29/2010CWB503.423.1657.7611.110.1519.997.99
8/31/20109/30/2010TLH50-0.881.3352.937.710.0119.817.82
8/31/20109/30/2010JNK503.541.3352.937.710.0119.817.82
7/30/20108/31/2010TLH505.433.3650.926.31.2919.87.81
7/30/20108/31/2010AGG501.293.3650.926.31.2919.87.81
6/30/20107/30/2010TLH500.780.8246.012.840.8618.286.45
6/30/20107/30/2010AGG500.860.8246.012.840.8618.286.45
5/28/20106/30/2010TLH503.852.8144.832.011.7717.275.54
5/28/20106/30/2010AGG501.772.8144.832.011.7717.275.54
4/30/20105/28/2010JNK50-4.99-6.2140.87-0.781.5215.243.71
4/30/20105/28/2010CWB50-7.43-6.2140.87-0.781.5215.243.71
3/31/20104/30/2010JNK501.561.9750.215.790.613.512.16
3/31/20104/30/2010CWB502.371.9750.215.790.613.512.16
2/26/20103/31/2010JNK503.724.4847.313.76-0.0512.841.55
2/26/20103/31/2010CWB505.234.4847.313.76-0.0512.841.55
1/29/20102/26/2010JNK500.250.3341-0.690.4112.891.6
1/29/20102/26/2010AGG500.410.3341-0.690.4112.891.6
12/31/20091/29/2010JNK500.41-1.0240.53-1.021.1812.431.18
12/31/20091/29/2010CWB50-2.45-1.0240.53-1.021.1812.431.18
11/30/200912/31/2009JNK504.043.7641.9828.9-1.7111.112.98
11/30/200912/31/2009CWB503.483.7641.9828.9-1.7111.112.98
10/30/200911/30/2009JNK500.52.0436.8324.221.513.054.77
10/30/200911/30/2009CWB503.582.0436.8324.221.513.054.77
9/30/200910/30/2009CWB50-0.35-0.0634.121.740.0211.383.22
9/30/200910/30/2009JNK500.22-0.0634.121.740.0211.383.22
8/31/20099/30/2009JNK506.335.1534.1821.821.4211.363.2
8/31/20099/30/2009CWB503.975.1534.1821.821.4211.363.2
7/31/20098/31/2009JNK500.691.7527.6115.851.319.791.75
7/31/20098/31/2009CWB502.811.7527.6115.851.319.791.75
6/30/20097/31/2009JNK505.653.225.4113.860.768.370.43
6/30/20097/31/2009AGG500.763.225.4113.860.768.370.43
5/29/20096/30/2009JNK501.711.0721.5210.320.427.55-0.32
5/29/20096/30/2009AGG500.421.0721.5210.320.427.55-0.32
4/30/20095/29/2009JNK507.033.8720.249.160.717.1-0.75
4/30/20095/29/2009AGG500.713.8720.249.160.717.1-0.75
3/31/20094/30/2009JNK5014.237.3715.765.090.526.34-1.45
3/31/20094/30/2009AGG500.527.3715.765.090.526.34-1.45
2/27/20093/31/2009JNK505.553.327.81-2.121.15.8-1.95
2/27/20093/31/2009AGG501.13.327.81-2.121.15.8-1.95
1/30/20092/27/2009TLH50-0.73-0.894.34-5.27-1.054.64-3.02
1/30/20092/27/2009AGG50-1.05-0.894.34-5.27-1.054.64-3.02
12/31/20081/30/2009TLH50-6.85-4.425.28-4.42-1.995.76-1.99
12/31/20081/30/2009AGG50-1.99-4.425.28-4.42-1.995.76-1.99
11/28/200812/31/2008TLH507.574.0710.1510.156.657.97.9
11/28/200812/31/2008SHY500.564.0710.1510.156.657.97.9
10/31/200811/28/2008TLH5011.756.435.855.853.031.171.17
10/31/200811/28/2008SHY501.16.435.855.853.031.171.17
9/30/200810/31/2008TLH50-3.84-1.37-0.54-0.54-2.28-1.8-1.8
9/30/200810/31/2008SHY501.1-1.37-0.54-0.54-2.28-1.8-1.8
8/29/20089/30/2008TLH500.120.450.840.84-1.760.490.49
8/29/20089/30/2008SHY500.780.450.840.84-1.760.490.49
7/31/20088/29/2008TLH501.851.160.390.390.742.292.29
7/31/20088/29/2008SHY500.471.160.390.390.742.292.29
6/30/20087/31/2008JNK50-1.1-0.35-0.77-0.770.391.531.53
6/30/20087/31/2008AGG500.39-0.35-0.77-0.770.391.531.53
5/30/20086/30/2008JNK50-3.47-1.83-0.41-0.41-0.191.131.13
5/30/20086/30/2008AGG50-0.19-1.83-0.41-0.41-0.191.131.13
4/30/20085/30/2008JNK500.38-0.441.441.44-1.261.321.32
4/30/20085/30/2008AGG50-1.26-0.441.441.44-1.261.321.32
3/31/20084/30/2008TLH50-1.8-1.311.891.890.332.622.62
3/31/20084/30/2008SHY50-0.83-1.311.891.890.332.622.62
2/29/20083/31/2008TLH500.690.473.253.250.132.282.28
2/29/20083/31/2008SHY500.250.473.253.250.132.282.28
1/31/20082/29/2008AGG50-0.160.222.762.76-0.162.152.15
1/31/20082/29/2008TLH500.60.222.762.76-0.162.152.15
12/31/20071/31/2008TLH502.762.542.542.542.312.312.31
12/31/20071/31/2008AGG502.312.542.542.542.312.312.31