High Income

STRATEGY

The stock selection process is based on analysis of profitable companies utilizing strict equity price to free cash flow guidelines. Relationships of free cash flow to the multiple of free cash flow are measured to determine whether the stock makes it into the portfolio. Stocks are selected based on historic low price to free cash flow relationships.

In structuring the portfolio, risk (BETA) is reduced in various ways. Specifically, equities are purchased in pairs of low correlating asset classes as measured by historical price to free cash flow returns and its impact on the equity price.

Further, the buying focus is on equities in bullish sectors of U.S. markets. This discipline forces the purchase of equities that benefit from larger market and economic trends.

As equities are identified, further technical and weighting indicators are then applied. This enhances the fundamental analysis by adding a critical timing element to the buy/sell equation.

FACTS AT A GLANCE

Performance

As of Date:1/31/2017

  High Income HYD
YTD 0.45 1.39
1 Year 13.04 0.81
2 Years -0.03 2.14
3 Years 4.74 5.76
5 Years - 4.6
10 Years - -
15 Years - -
Since Inception 3.6 3.14
Risk Metrics

 

GeaSphere Core 

S&P 500 

 Excess Return

 1.16

 0.00

 Beta

 0.97

 1.00

 Alpha

 1.49

 0.00

 Standard Deviation

 13.00

 12.07

 Sharpe Ratio

 0.88

 0.85

 R-Squared

 81.14

 100.00

 Up Capture Ratio

 101.40

 100.00

 Down Capture Ratio

 93.96

 100.00

 

Top-10 Holdings

 

Portfolio Weighting %

Total Ret YTD (daily)

iShares 20+ Year Treasury Bond

13.86

8.56

Visa Inc Class A

4.22

-5.61

Palo Alto Networks Inc

4.2

-26.12

Microsoft Corp

4.15

-4.45

Abiomed Inc

4.1

-8.67

Home Depot Inc

4.04

-7.11

Facebook Inc A

4.04

2.39

American Electric Power Co Inc

4.03

8.82

Starbucks Corp

4.02

-1.6

Walt Disney Co

4.02

-8.29

Risk of Loss: The value of securities and other investments may move up or down, sometimes rapidly and unpredictably. Securities markets can be volatile. A client account may at any point in time be worth less than its initial value. Regardless of how well an individual investment performs, if financial markets decline, you could lose money. Investment in specific securities involves risks of loss due to a variety of reasons.