ETF Global Tactical Asset Allocation Strategy

ETF Global TAA Long/Short Strategy from GRT Capital Partners, L.L.C.

This strategy seeks capital appreciation in a diversified and balanced portfolio by investing in Exchange Traded Funds (ETFs) in order to generate risk-adjusted rates of return favorable to that of broad market balanced indices in general, with comparatively lower levels of volatility and market exposure.

The manager believes that market uncertainty and complexity requires broad diversification with active management in order to protect principal and provide capital appreciation. Furthermore, he believes that disciplined, systematic quantitative tools can be particularly effective at timing asset classes and major markets. Implementation can be effectively accomplished using liquid ETFs representing diverse asset classes to provide superior risk and return vs. a passive, broadly diversified basket of equity, fixed income and commodity markets.

This portfolio is built entirely of highly liquid ETFs. Up to 14 asset classes are represented and, together, they provide a diversified global portfolio. These asset classes typically include five Equity (U.S. and non-U.S.), six Fixed Income (U.S. and non-U.S.), Commodities, Real Estate and Cash. Market conditions, along with correlation and risk analysis, are reviewed weekly. Allocations are adjusted as considered appropriate. Portfolio constraints are in place to control leverage, long-short exposure and exposure to the above-mentioned asset classes.

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Portfolio Manager Mark Rzepczynski