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 well above 12% 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.
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 6.3 years since inception (1/08 – 3/14), our 50/50 Portfolio gained 32.7% while the 60/40 SI gained 34.5%.
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 9.3 years since inception (1/05 – 3/14), our Aggressive Growth portfolio gained 54.0% while the Systematic Index increased by 27.0%.
The Global Growth portfolio offers tactical rotation of ETFs that track broadly diversified equity indexes. Over 6.3 years since inception (1/08 – 3/14), our Global Growth portfolio gained 30.9% while the Systematic Index gained 13.4%.
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 6.3 years since inception (1/08 – 3/14), Single Sector gained 24.2% while the Systematic Index gained 13.4%.
The Tactical Portfolio is a combination of three ETF trend following strategies. The objective is to provide strong growth with risk control through a combination of leading investment strategies that are uncorrelated. Over 1.3 years since inception (1/13 – 3/14), our Tactical Portfolio gained 20.2% while the Systematic Index was down -1.1%.
Performance & Presentations
Past performance does not guarantee future results. See our disclosures for additional information.