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 7 years since inception (1/08 – 12/14), our 50/50 Portfolio gained 37% while 60/40 SI gained 49%.

Tactical (T) 

Our new Tactical (T) portfolio employs a trend following strategy that rotates leading ETFs. The objective is to provide strong growth with risk control through efficient ETF rotation. T targets annualized returns well over 12%, with a risk limit of 8% per year. Over six months since inception (7/14 – 12/14), Tactical (T) gained 8% while the Systematic Index was up 9%.

Tactical 2x (T2) 

At select times, our new Tactical 2x (T2) portfolio applies up to 2x leverage to the Tactical strategy above. The objective is to enhance performance with the disciplined use of leverage at select times. T2 targets annualized returns well over 15%, with a risk limit of 10% per year. Over six months since inception (7/14 – 12/14), Tactical 2x (T2) gained 11% while the Systematic Index was up 9%.

Tactical 3x (T3) 

At select times, our new Tactical 3x (T3) portfolio applies up to 3x leverage to the Tactical strategy above. The objective is to enhance performance with the disciplined use of leverage at select times. T3 targets annualized returns well over 20%, with a risk limit of 10% per year. Over six market sessions since inception (1/1/15 – 1/9/15), Tactical 3x (T3) gained 9% while the S&P 500 fell by 1%.

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 our new Tactical strategy above.

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%.

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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