RESOLVE ADAPTIVE ASSET ALLOCATION FUND

“It’s not the strongest of species that thrives, nor the most intelligent. It is the one that is most adaptable to change.”

MANDATE HIGHLIGHTS

Investment Vehicle: Separately Managed Account
Custodian: Interactive Brokers
Eligibility: All Registered & Non-Registered Accounts
Liquidity: Daily

Inception Date: Sep 2015
Volatility Mandate: 
10% Target Volatility
Currency: 
CAD

Currency Hedge: Dynamic CAD/US

HOW THIS STRATEGY APPLIES

The Fund applies the principles of Adaptive Asset Allocation (AAA) and takes advantage of institutional-grade execution and margin rates to run our most dynamic version of AAA. The Fund trades more regularly to aggressively capitalize on material changes in trends, correlations and asset risks. In addition, the Portfolio targets a specified level of Portfolio risk, so overall Portfolio exposure will expand and contract in response to observed changes in Portfolio volatility, subject to leverage constraints. The Fund is constrained to long positions only, and the Canadian dollar is managed vis-a-vis the U.S. dollar by utilizing an active dynamic hedge.

The ReSolve Adaptive Asset Allocation Fund is our sub-advised Canadian mutual fund trust available by offering memorandum through Acorn Global Investments to individuals and institutional investors who meet the definition of “Accredited Investor”. (Accredited Investor Definition).

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 Market 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

Available through your advisor.

1. Download and read the Offering Memorandum.
2. Complete a Subscription Form for Individuals or Non-Individuals and submit to your advisor.
3. Your Advisor or Dealer will invest through the FundServ Network. FundServ Purchase Codes:

 

FundServ Codes

Series AACN CAA
Series A (USD)ACN CAU
Series FACN CFA
Series F (USD)ACN CFU

Fund Facts

EligibilityAccredited Investor
Minimum$10,000
Redemptions/LiquidityDaily
SubscriptionsDaily
Management FeeClass F – 1.45%, Class A – 2.45%
TaxationCapital Gains, Dividends and Interest
Registered AccountsYes
AdministratorApex Fund Services (Canada) ltd.
LegalFasken Martineau DuMoulin LLP
AuditorKPMG LLP

About ReSolve Asset Management
ReSolve Asset Management provides global investment methodologies ranging from truly passive to cutting edge tactical. We are a systematic investment firm that depends on in-depth, academically backed and empirically proven practices to portfolio construction. Our solutions are based on evidence not theory.

Relationship Disclosure Information
To review ReSolve’s Relationship Disclosure document, please click here: Relationship Disclosure.

Complaint Handling Information
If you have a complaint about the ReSolve Adaptive Asset Allocation Fund, please review the following document: Complaint Handling.

General Disclaimer
ReSolve Asset Management Inc. (“ReSolve”). is registered as an investment fund manager in Ontario and Newfoundland and Labrador, and as a portfolio manager and exempt market dealer in Ontario, Alberta, British Columbia and Newfoundland and Labrador. In the U.S. ReSolve is registered with the United States Securities and Exchange Commission as a Non-Resident Investment Adviser.

Performance Disclosures
Past performance is not indicative of future performance. 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.