Performance Summary

(from 12/31/06 to 9/30/18)

2018 Net
thru Sep1
2017 Net
CAGR since
Max DD since
Months to
% Returns
Bond Strategy
Durable Bond * -.80 4.08 8.86 -5.4 7 2.98 FactSheet
Bond/Equity Strategy
Retirement/401k 1.75 11.63 16.51 -9.5 7 26.75 FactSheet
Equity Strategies
Moderate 3.72 17.14 17.78 -12.9 9 27.11 FactSheet
Growth 3.48 17.85 21.93 -13.3 7 64.27 FactSheet
Aggressive ** 5.30 22.40 26.58 -22.1 10 67.53 FactSheet
SPY 2 8.99 21.70 8.14 -50.8 89 -36.79

* Performance derived from actual accounts of model developers or from trade signals verified by an independent third party.

** Performance results verified by Theta Research, LLC. since 8/31/13.


1 Returns for periods of one year or less are not annualized and includes highest possible fee.

2 For comparative return purposes, we use “SPY”, which is the SPDR SP500 ETF. SPY seeks to provide investments results that before expenses generally correspond to the price and yield performance of the S&P 500 Index. Return figures include reinvestment of all dividends.

3 Selected time period may include both hypothetical and actual returns. Please see Disclosure for detailed explanation.

4 Approximate time to recover provides an indication of a Strategy’s capacity to recover from a drawdown and attain a new high, given its CAGR since inception.

Quantitative Analytics Explained

Porter Investments strongly believes that individuals cannot consistently outperform proven Quantitative models. These models are designed with an understanding of Quantitative analysis and mathematics, and are successfully used in hundreds of environments. Examples would be complex control systems used in commercial aircraft and power plants. Our performance is driven by these types of mathematical models, not just market indicators.

Porter Investments’ technical advisors have spent hundreds of hours searching and learning from model developers that have developed some of the very best stock market models available. We construct our strategies from this select group of outstanding models and after considerable research, we have developed our own proprietary mix for each strategy.

Our Conservative Strategy’s core model uses trade signals independently verified by since November of 2005. Our other core models retain much of this original code, with improvements and newer algorithms added. Our Aggressive strategy has been verified by Theta Research LLC since September of 2013.

Additional models that we use complement these core models in a series of growth based investment Strategies, with each one offering a different risk/reward profile. As a group, they can produce outstanding results.

The various models that we have researched, analyzed, contracted for, and offer to our clients are part of our intellectual property, as well as the complex “mixes” of these models that make up our five Strategies. The model allocations in our Strategies were designed to seek certain risk/reward ratios, such as CAGR versus Maximum Drawdown, that are extremely important to all investors. We believe that we have developed unique allocations that will satisfy investors that seek these risk/reward profiles and as such, consider specific details pertaining to the model mix of each Strategy to be confidential.








Past performance is no guarantee of future result. See DISCLOSURE for important information regarding this report.

All Strategy returns reflect the maximum possible fee deduction, your actual fee may be less. Benchmark (SPY) returns do not reflect any transaction or management fee deduction. Returns should not be considered indicative of the skill of the adviser. Results may not reflect the impact that any material market or economic factors might have had on the adviser’s use of the back-tested models if the models had been used during the period to actually manage client assets.