RESOLVE ADAPTIVE ASSET ALLOCATION:

8% VOLATILITY (CAD)
“It’s not the strongest of species that thrives, nor the most intelligent. It is the one that is most adaptable to change.”
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MANDATE HIGHLIGHTS

Investment Vehicle: Separately Managed Account
Custodian: Interactive Brokers
Eligibility: All Registered and Non-Registered Accounts
Liquidity: Daily
Style: Global Tactical Asset Allocation
Investment Type: Long Only

Inception Date: May 2012
Volatility Mandate: 
8% Target Volatility
Currency: 
CAD
Leverage: None

HOW THIS STRATEGY APPLIES

ReSolve AAA methodology is applied to deliver returns in Canadian dollars. The mandate targets about 0.5% daily portfolio volatility (approximately 8% annualized), and overall portfolio exposure will expand or contract to attempt to meet this target. U.S. dollar exposure is actively managed through the use of hedged or unhedged ETFs. The performance below is a composite of all of our AAA 8% volatility target mandates denominated exclusively in Canadian dollars. 

What should you expect? Hills and valleys instead of mountains and canyons. Investors trade off one, three or even five years of underperformance when compared to the Global Balanced Portfolio benchmark for the opportunity to earn persistent gains, even during major bear markets.

Calendar Performance

This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.

AVERAGE ANNUAL RETURNS

RETURN RISK METRICS

This is composite performance. Please refer to “Performance Disclosure” at the bottom of this page.

Month-End Holdings and Risk Statistics

MONTH-END ASSET ALLOCATION

ESTIMATED MONTH-END RISK CONTRIBUTION

This is composite performance. Please refer to “Risk Contribution Disclosure” at the bottom of this page.

ASSET ALLOCATION CHANGES THROUGH TIME

1 Performance Disclaimer

The performance data above represents the composite results of all portfolios following the ReSolve Global Adaptive Asset Allocation: 8% (CAD) strategy. Performance data prior to September, 2015 reflects the performance of accounts managed by Dundee Securities Ltd., which used the same investment decision makers, processes, objectives and strategies as ReSolve has used to manage these mandates since ReSolve’s inception in September, 2015. Records that document and support this past performance are available upon request. Performance is expressed in CAD, net of a management fee of 0.95% annualized. Indicated returns of one year or more are annualized. Past performance is not indicative of future performance.

Performance Disclosures
Past performance is not indicative of future performance. The performance data above represents the performance composite of the referenced mandate managed by ReSolve Asset Management Inc. Indicated returns of one year or more are annualized. Actual performance for individual client accounts may vary from the rate of return quoted within the documents depending on the timing of the initial investment and subsequent additions and/or withdrawals.

Risk Contribution Disclosure
Portfolio Risk Contribution is computed as the standard deviation of daily return observations. Individual asset risk is computed as the weighted marginal portfolio risk. Asset covariance is estimated using daily returns over the previous 50-days.