RESOLVE GLOBAL TACTICAL EQUITY (USD)

“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
Style: Global Tactical Asset Allocation
Investment Type: Long Only

Inception Date: November 2015
Volatility Mandate: 
Equity Like
Currency: 
USD
Leverage: None
Currency Hedge: None

HOW THIS STRATEGY APPLIES

The Growth (USD) Strategy seeks to consistently rotate into the world’s strongest stock markets according to many measures of trend and momentum. The Strategy allocates between index ETFs tied to U.S. stocks, international stocks, and emerging market stocks. Where our proprietary statistical filter indicates an overwhelming probability that global equities are vulnerable to crash risk, the portfolio can move either partly or wholly into government bonds for ‘safe harbour’, preserving capital while waiting for the inevitable next bull market to begin.

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 TREND STRENGTH OF EQUITY MARKETS

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

ASSET ALLOCATION CHANGES THROUGH TIME

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.

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.

1 Benchmark Disclaimer
The Benchmark is the total return in US dollars of the Vanguard Total World Stock Index ETF.

2 Performance Disclaimer
The performance data above represents the performance composite of all ReSolve Global Tactical Equity: 15% Volatility (USD) mandate managed by ReSolve Asset Management Inc.  Performance is expressed in US dollars, net of applicable management fees. 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.