|STRATEGIES||2020 YTD thru Sept1||2019 Net Return(%)1||CAGR since 12/31/20062||Max Drawdown (%)3||Approx Recovery (months)4||2008 Return %||Click to view Factsheets|
Russell 3000 Index w/Div5
Bloomberg Barclays Hi-Yld. Bond Composite Index6
** Performance results verified by Theta Research LLC. since 8/31/13. Strategy returns are net of highest possible management fee and all other costs. Your fee may be less. Benchmark returns do not reflect any transaction or management and includes reinvestment of capital gains and dividends.
1 Returns for periods of one year or less are not annualized.
2 Selected time period may include both hypothetical and actual returns. Please see Disclosure for detailed explanation.
3 "Max Drawdown" (expressed as a negative percent) refers to the the maximum drop in a strategy's account value peak to valley, since inception,based on month end values.
4 Approximate time to recover provides an indication of a Strategy's average capacity to recover from a drawdown and attain a new high, given its CAGR since inception.
5 The Russell 3000 Index measures the performance of the largest 3,000 US companies representing approximately 98% of the investable US equity market. The Russell 3000 Index is constructed to provide a comprehensive, unbiased and stable barometer of the broad market and is completely reconstituted annually to ensure new and growing equities are included. For comparative purposes, a broader index such as this may be more representative of a random, individually created portfolio you could be currently managing.
6 The Bloomberg Barclays US Corporate High Yield Bond Index measures the USD-denominated high yield, fixed-rate corporate bond market. Securities are classified as high yield if the middle rating of Moody's, Fitch and S&P is Ba1/BB+/BB+ or below. Bonds from issuers with an emerging markets country of risk, based on Barclays EM country definition, are excluded.
Returns should not be considered indicative of the skill of the adviser. Returns may not reflect the impact that any material market or economic factors have had on the adviser's use of the backtested models if the models had been used during the period to actually manage client assets.
PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS. Please see DISCLOSURE for important information regarding this page.
Our past performance is driven by mathematical models, not just market indicators. 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.