4-3-2-1 Dragon at a glance
4-3-2-1 Dragon is a fixed-allocation portfolio by Community Research across US Equity, US Small-Cap Value, Managed Futures, Long Zero-Coupon Treasuries, rebalanced quarterly. Backtested 1994-06-30 to 2026-04-24 (31.9 years): 10.7% CAGR, 1.20 Sharpe, -19.6% max drawdown, 8.8% volatility.
- Type
- Fixed Allocation
- Author
- Community Research
- Rebalancing
- Quarterly
- Risk
- Moderate
- Period
- 1994-06-30 to 2026-04-24
- CAGR
- 10.7%
- Sharpe
- 1.20
- Max Drawdown
- -19.6%
- Volatility
- 8.8%
4-3-2-1 Dragon — Fixed Allocation Portfolio
The 4-3-2-1 Dragon Portfolio inspired by Artemis Capital: 30% SPY, 10% AVUV (small-cap value), 30% KMLM (managed futures for crisis alpha), 20% ZROZ (long zero-coupon treasuries), 10% GLD. A 2x leveraged variant doubles all weights.
Backtest Performance (1994-06-30 to 2026-04-24)
| Metric | 4-3-2-1 Dragon |
|---|---|
| Compound Annual Growth Rate (CAGR) | 10.7% |
| Maximum Drawdown | -19.6% |
| Sharpe Ratio | 1.20 |
| Sortino Ratio | 1.68 |
| Annualized Volatility | 8.8% |
| Calmar Ratio | 0.54 |
| Total Return | 2426.8% |
| Backtest Period | 31.9 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- quarterly
- Risk Level
- moderate
- Variants
- 3
- Author
- Community Research
Asset Classes
- US Equity
- US Small-Cap Value
- Managed Futures
- Long Zero-Coupon Treasuries
- Gold
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