RAA (Resilient Asset Allocation) at a glance
RAA (Resilient Asset Allocation) is a tactical asset allocation (TAA) strategy by Wouter J. Keller across US Growth Equity, US Small-Cap Value, Gold, Intermediate Treasuries, rebalanced monthly. Backtested 1994-03-31 to 2026-04-24 (32.1 years): 9.7% CAGR, 1.03 Sharpe, -23.7% max drawdown, 9.4% volatility.
- Type
- Tactical (TAA)
- Author
- Wouter J. Keller
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1994-03-31 to 2026-04-24
- CAGR
- 9.7%
- Sharpe
- 1.03
- Max Drawdown
- -23.7%
- Volatility
- 9.4%
RAA (Resilient Asset Allocation) — Tactical Asset Allocation Strategy
Resilient Asset Allocation by Wouter Keller uses Growth-Trend Timing — combining FRED unemployment data with canary momentum. If unemployment is NOT rising, stay risk-on regardless. If rising, check canary (VWO, BND) 13612W momentum as override.
Backtest Performance (1994-03-31 to 2026-04-24)
| Metric | RAA (Resilient Asset Allocation) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.7% |
| Maximum Drawdown | -23.7% |
| Sharpe Ratio | 1.03 |
| Sortino Ratio | 1.46 |
| Annualized Volatility | 9.4% |
| Calmar Ratio | 0.41 |
| Total Return | 1853.0% |
| Backtest Period | 32.1 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 1
- Author
- Wouter J. Keller
- Source
- Keller, W.J. (2021). Resilient Asset Allocation (RAA)
Asset Classes
- US Growth Equity
- US Small-Cap Value
- Gold
- Intermediate Treasuries
- Long-Term Treasuries
Categories
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