Absolute Return Strategies

ETF PM’s four 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 well above 10%, with overriding risk limits of 8% 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 short exposure, and we do not charge a performance fee.

See our ETF Trend Following presentation.

Flexible Portfolios

50/50 Portfolio

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. The strategy targets annual returns well over 10%, with a risk limit of 10% per year. Over 6.9 years since inception (1/08 – 11/14), our 50/50 Portfolio gained 38% while 60/40 SI gained 45%.

Asset Class Rotation 

Our new Asset Class Rotation (ACR) portfolio employs a trend following strategy that rotates two to four asset class ETFs. The objective is to provide strong growth with risk control through efficient asset class rotation. The strategy targets annualized returns well over 12%, with a risk limit of 8% per year. Over five months since inception (7/14 – 11/14), Asset Class Rotation gained 8% while the Systematic Index was up 4%.

Double ACR 

At select times, our new Double ACR (DACR) portfolio applies leverage to the Asset Class Rotation strategy above. The objective is to enhance performance with the disciplined use of leverage. Double ACR targets annualized returns well over 15%, with a risk limit of 10% per year. Over five months since inception (7/14 – 11/14), Double ACR gained 12% while the Systematic Index was up 4%.

Stock Rotation 

Our new Stock Rotation (SR) portfolio provides tactical rotation between a small number of individual stocks, and cash. The strategy targets annualized returns well over 15%, with a risk limit of 15% per year. Over 11 months since inception (1/14 – 11/14), Stock Rotation gained 3% while the Systematic Index gained 5%.

Performance & Presentations

Historical performance is shown in our performance summaries and presentations.

Prior Portfolios

Note: As of July 2014, the prior portfolios below shifted to Asset Class Rotation.

50/50 Portfolio

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 6.5 years since inception (1/08 – 6/14), our 50/50 Portfolio gained 31.9% while 60/40 SI gained 37.5%.

Aggressive Growth

The Aggressive Growth portfolio provided tactical rotation of concentrated ETFs that track individual sectors, developed and emerging foreign countries, commodities, real estate, and/or fixed income. Over 9.5 years since inception (1/05 – 6/14), our Aggressive Growth portfolio gained 45.5% while the Systematic Index increased by 27.2%.

Global Growth

The Global Growth portfolio offered tactical rotation of ETFs that track broadly diversified equity indexes. Over 6.5 years since inception (1/08 – 6/14), our Global Growth portfolio gained 21.9% while the Systematic Index gained 13.6%.

Single Sector

The Single Sector portfolio offered 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 6.5 years since inception (1/08 – 6/14), Single Sector gained 12.9% while the Systematic Index gained 13.6%.

Tactical Portfolio

The Tactical Portfolio was a combination of three ETF trend following strategies. The objective was to provide strong growth with risk control through a combination of leading investment strategies that are uncorrelated. Over 1.5 years since inception (1/13 – 6/14), our Tactical Portfolio gained 16.5% while the Systematic Index was down -1.9%.

 

Past performance does not guarantee future results. See our disclosures for additional information.

© 2013 ETF Portfolio Management, LLC

ETF Portfolio Management, LLC
350 Via Las Brisas, Suite 270
Newbury Park, CA 91320
Phone: (866) 409-5844 Toll-Free
Fax: (805) 480-1111
Email: info@etfpm.com

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