Multi-Strategy Allocations are combinations of six separate market neutral total return investment models that exclusively utilize exchange traded funds and index mutual funds in an attempt to generate consistent investment results in all market conditions. The securities chosen come from a broad spectrum of global asset classes including traditional index funds, global equity funds, income funds, commodity funds, and inverse index funds.

The ultimate goal of Multi-Strategy Allocation FormulaFolios is to substantially outperform market averages while simultaneously reducing market risk. Due to the active investment management of these allocations, they often generate short-term capital gains (or losses) and investors should carefully use Multi-Strategy Allocations in taxable accounts.

Multi-Strategy Allocations are combinations of six separate market neutral total return investment models that exclusively utilize exchange traded funds and index mutual funds in an attempt to generate consistent investment results in all market conditions. The securities chosen come from a broad spectrum of global asset classes including traditional index funds, global equity funds, income funds, commodity funds, and inverse index funds.

The ultimate goal of Multi-Strategy Allocation FormulaFolios is to substantially outperform market averages while simultaneously reducing market risk. Due to the active investment management of these allocations, they often generate short-term capital gains (or losses) and investors should carefully use Multi-Strategy Allocations in taxable accounts.

Multi-Strategy Allocations are combinations of six separate market neutral total return investment models that exclusively utilize exchange traded funds and index mutual funds in an attempt to generate consistent investment results in all market conditions. The securities chosen come from a broad spectrum of global asset classes including traditional index funds, global equity funds, income funds, commodity funds, and inverse index funds.

The ultimate goal of Multi-Strategy Allocation FormulaFolios is to substantially outperform market averages while simultaneously reducing market risk. Due to the active investment management of these allocations, they often generate short-term capital gains (or losses) and investors should carefully use Multi-Strategy Allocations in taxable accounts.

The investment strategy utilizes 8 separate global markets to define a tactically chosen asset allocation model. Unlike traditional asset allocation models that are static in weightings, the VaR methodology continually measures the risk and opportunity of each asset class to dynamically change the asset allocation each month. Using no outside leverage or margin, the strategy seeks to identify the most probable direction of major US equity markets, as well as the most statistically probable global asset classes for generating maximum total investor returns. Exchange Traded Index funds (or ETFs) are used exclusively to take advantage of these probabilities.

While the VaR Allocation Series has roots in Nobel Prize academic research such as Modern Portfolio Theory, it also uses proprietary multi-factor quantitative models to overweight desirable markets and underweight less desirable markets. This unique management style allows the portfolios to combine the benefits of low cost and tax efficient ETF investing with active risk management and diversification.

The investment strategy utilizes 8 separate global markets to define a tactically chosen asset allocation model. Unlike traditional asset allocation models that are static in weightings, the VaR methodology continually measures the risk and opportunity of each asset class to dynamically change the asset allocation each month. Using no outside leverage or margin, the strategy seeks to identify the most probable direction of major US equity markets, as well as the most statistically probable global asset classes for generating maximum total investor returns. Exchange Traded Index funds (or ETFs) are used exclusively to take advantage of these probabilities.

While the VaR Allocation Series has roots in Nobel Prize academic research such as Modern Portfolio Theory, it also uses proprietary multi-factor quantitative models to overweight desirable markets and underweight less desirable markets. This unique management style allows the portfolios to combine the benefits of low cost and tax efficient ETF investing with active risk management and diversification.

The investment strategy utilizes 8 separate global markets to define a tactically chosen asset allocation model. Unlike traditional asset allocation models that are static in weightings, the VaR methodology continually measures the risk and opportunity of each asset class to dynamically change the asset allocation each month. Using no outside leverage or margin, the strategy seeks to identify the most probable direction of major US equity markets, as well as the most statistically probable global asset classes for generating maximum total investor returns. Exchange Traded Index funds (or ETFs) are used exclusively to take advantage of these probabilities.

While the VaR Allocation Series has roots in Nobel Prize academic research such as Modern Portfolio Theory, it also uses proprietary multi-factor quantitative models to overweight desirable markets and underweight less desirable markets. This unique management style allows the portfolios to combine the benefits of low cost and tax efficient ETF investing with active risk management and diversification.

The investment strategy utilizes 8 separate global markets to define a tactically chosen asset allocation model. Unlike traditional asset allocation models that are static in weightings, the VaR methodology continually measures the risk and opportunity of each asset class to dynamically change the asset allocation each month. Using no outside leverage or margin, the strategy seeks to identify the most probable direction of major US equity markets, as well as the most statistically probable global asset classes for generating maximum total investor returns. Exchange Traded Index funds (or ETFs) are used exclusively to take advantage of these probabilities.

While the VaR Allocation Series has roots in Nobel Prize academic research such as Modern Portfolio Theory, it also uses proprietary multi-factor quantitative models to overweight desirable markets and underweight less desirable markets. This unique management style allows the portfolios to combine the benefits of low cost and tax efficient ETF investing with active risk management and diversification.

10% of the portfolio is typically comprised of 120 – 140 individual equities and cash equivalents. The holdings represent all market capitalizations. No leverage or short selling is used.

10% of the portfolio is managed with an absolute return objective using exchange traded funds (ETFs), mutual funds, and cash equivalents. The ETFs and mutual funds used include common unleveraged, leveraged, and inverse offerings. No outside leverage or short selling is employed. The principal objective to this 24% of the portfolio is to reduce equity market risk and increase portfolio returns.

80% of the portfolio is managed with an income objective utilizing index funds and ETFs. Our unique process for managing income funds is designed to be equally appropriate for total return in either falling or rising interest rate environments.

24% of the portfolio is typically comprised of 120 – 140 individual equities and cash equivalents. The holdings represent all market capitalizations. No leverage or short selling is used.

16% of the portfolio is managed with an absolute return objective using exchange traded funds (ETFs), mutual funds, and cash equivalents. The ETFs and mutual funds used include common unleveraged, leveraged, and inverse offerings. No outside leverage or short selling is employed. The principal objective to this 16% of the portfolio is to reduce equity market risk and increase portfolio returns.

60% of the portfolio is managed with an income objective utilizing index funds and ETFs. Our unique process for managing income funds is designed to be equally appropriate for total return in either falling or rising interest rate environments.

Due to risk management processes contained within the quantitative models, the portfolio may not be fully invested at all times.

36% of the portfolio is typically comprised of 120 – 140 individual equities and cash equivalents. The holdings represent all market capitalizations. No leverage or short selling is used.

24% of the portfolio is managed with an absolute return objective using exchange traded funds (ETFs), mutual funds, and cash equivalents. The ETFs and mutual funds used include common unleveraged, leveraged, and inverse offerings. No outside leverage or short selling is employed. The principal objective to this 24% of the portfolio is to reduce equity market risk and increase portfolio returns.

40% of the portfolio is managed with an income objective utilizing index funds and ETFs. Our unique process for managing income funds is designed to be equally appropriate for total return in either falling or rising interest rate environments.