Risk-adjusted portfolios, tailored for you.

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Our Approach

Strategies Built for Reality

By adopting new and improved research, we have developed three investment strategies that we feel fit the needs of nearly every investor. Our goals are the same as yours – maximize returns and limit downside risk. Yes, you can never eliminate drawdowns, risk, or volatility. But now, you can apply proven principals that limit your exposure and capture upside potential.

Wild fluctuations in the market can kill your returns. By reducing volatility and increasing the consistency of investment returns, you can realize higher compounded returns and a less stressful investment ride. These rules-based, benchmarked models use both relative strength and absolute momentum applied to U.S. Equity Sectors. While these strategies don’t avoid declines – remember, we have to move with the market – the beauty of dual momentum lies in avoiding the big declines. Since 1973, there have been nine years in which the S&P 500 declined. In that same time period, the dual momentum strategy declined just five times. The beauty of dual momentum lies in avoiding the big declines.

Sector Rotation

Factor VI Sector Rotation

Primary Goal: Primary goals of the strategy are to increase return, minimize downside risk, and reduce volatility. A balanced market approach allocates from among 11 U.S. equity sectors as identified by Morningstar, Inc. No one sector can be more than 16.67% of the portfolio. The strategy is designed to avoid large drawdowns. Downside risk is mitigated by moving some or all holding positions to cash or cash alternatives when the formula dictates a defensive position.

Factor VI data depicted here represents hypothetical back-tested data. Cumulative returns from Jan. 1, 1998 – Dec. 31, 2016 using hypothetical Factor VI data, net of fees of 0.75%, and actual S&P 500 and 60/40 represented by 60% S&P 500 and 40% Barclays Aggregate Bond Index returns. Factor VI returns are based on a simulated portfolio using back-testing from 1973-2016. Past performance is not indicative of results. Potential for profits is accompanied by the possibility of loss. Click here for more disclosures.

Asset Allocation

Factor VI Tactical Asset Allocation

Primary Goal: Primary goals of the strategy are to increase return, minimize downside risk, and reduce volatility. A balanced market approach allocates from among 11 distinct asset classes for diversification among equity and fixed income. No one asset class can be more than 16.67% of the portfolio. The strategy is designed to avoid large drawdowns. Downside risk is mitigated by moving some or all holding positions to cash or cash alternatives when the formula dictates a defensive position.

Factor VI data depicted here represents hypothetical back-tested data. Cumulative returns from Jan. 1, 1998 – Dec. 31, 2016 using hypothetical Factor VI data, net of fees of 0.75%, and actual S&P 500 and 60/40 represented by 60% S&P 500 and 40% Barclays Aggregate Bond Index returns. Factor VI returns are based on a simulated portfolio using back-testing from 1973-2016. Past performance is not indicative of results. Potential for profits is accompanied by the possibility of loss. Click here for more disclosures.

Asset Allocation

Factor VI Global Asset Allocation

Primary Goal: Primary goals of the strategy are to increase return, minimize downside risk, and reduce volatility. A balanced market approach allocates from among 11 distinct asset classes for global diversification among equity and fixed income. No one asset class can be more than 9% of the portfolio. The strategy is designed to avoid large drawdowns. Downside risk is mitigated by moving some or all holding positions to cash or cash alternatives when the formula dictates a defensive position.

Factor VI data depicted here represents hypothetical back-tested data. Cumulative returns from Jan. 1, 1998 – Dec. 31, 2016 using hypothetical Factor VI data, net of fees of 0.75%, and actual S&P 500 and 40/60 represented by 40% S&P 500 and 60% Barclays Aggregate Bond Index returns. Factor VI returns are based on a simulated portfolio using back-testing from 1973-2016. Past performance is not indicative of results. Potential for profits is accompanied by the possibility of loss. Click here for more disclosures.

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