Absolute Return Strategies
ETF PM’s five absolute return strategies target gains in both up and down markets. We employ rules-based trend following in an effort to deliver strong growth with principal protection. On a long-term basis, we target average annual returns of 15% to 20% with an overriding risk limit of 12% to 15% per year.
In order to reduce risk and maximize client value, all of these flexible portfolios may shift into cash as needed, none of them use leverage or short exposure, and we do not charge a performance fee.
See our ETF Trend Following presentation and Sample Portfolios.
Flexible Portfolios
The 50/50 Portfolio is half trend following and half indexing. The objective is to provide strong growth with risk control through a combination of leading investment strategies that are uncorrelated. Over 4.3 years since inception (1/08 – 4/12), our 50/50 Portfolio gained 12.3% while the S&P 500 increased by 4.7%.
The Aggressive Growth portfolio provides tactical rotation of concentrated ETFs that track individual sectors, developed and emerging foreign countries, commodities, real estate, and/or fixed income. Over 7.3 years since inception (1/05 – 4/12), our Aggressive Growth portfolio gained 35.1% while the S&P 500 increased by 34.2%.
The Diversified Portfolio is two-thirds trend following and one-third indexing. The objective is to provide strong growth with risk control through a combination of leading investment strategies that are uncorrelated. Over 4.3 years since inception (1/08 – 4/12), our Diversified Portfolio gained 8.4% while the S&P 500 increased by 4.7%.
The Global Growth portfolio offers tactical rotation of ETFs that track broadly diversified equity indexes. Over 4.3 years since inception (1/08 – 4/12), our Global Growth portfolio gained 10.0% while the S&P 500 increased by 4.7%.
The Single Sector portfolio offers tactical rotation of one ETF that tracks broadly diversified equity indexes, individual sectors, single foreign countries, emerging markets, commodities, real estate, or fixed income. Over 4.3 years since inception (1/08 – 4/12), Single Sector gained 35.6% while the S&P 500 increased by 4.7%.
Performance & Presentations
Historical performance is shown in our performance summaries and presentations.
Past performance does not guarantee future results. See the disclosures page for full disclosures on all of our portfolios.
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