RESOLVE GLOBAL RISK PARITY: 12% VOLATILITY (USD)

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

ReSolve Global Risk Parity methodology is applied to deliver returns in U.S. dollars. The mandate has an ambient daily volatility of around 1% (12% yearly).

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.

Mandate Highlights

Inception Date Volatility Mandate Currency Leverage Currency Hedge
Feb 2016 12% Target Volatility U.S. Yes None

Calendar Performance

Calendar Performance

AVERAGE ANNUAL RETURNS

RISK METRICS

Month-End Holdings and Risk Statistics

MONTH-END ASSET ALLOCATION

ESTIMATED MONTH-END RISK CONTRIBUTION

ASSET ALLOCATION CHANGES THROUGH TIME

STRATEGY DOCUMENTS

PERFORMANCE FACT SHEET

RESOLVE RISK PARITY - A PRIMER

STRATEGY DOCUMENTS

RESOLVE BROCHURE-INSIDE OUR DNA

INVESTMENT VEHICLE

SEPARATELY MANAGED ACCOUNTS

CUSTODIAN

INTERACTIVE BROKERS

ELIGIBILITY

ALL REGISTERED & NON-REGISTERED ACCOUNTS

LIQUIDITY

DAILY

INCEPTION DATE

FEBRUARY 1, 2016

STYLE

GLOBAL TACTICAL ASSET ALLOCATION

INVESTMENT TYPE

LONG ONLY

CURRENCY

USD

 

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 approximates the returns to a passive global market capitalization weighted portfolio in Canadian dollars. It consists of the following investable universe of low-cost Exchange Traded Funds: 45% Vanguard Total World Stock Market, 20% Vanguard Total Bond Market, 20% SPDR Barclays International Treasury Bond, 2% PowerShares DB Commodity Index, 2% SPDR Gold Shares, 3% iShares iBoxx $ High Yield Corporate Bond, 1.5% iShares International Inflation-Linked Bond, 5% SPDR Dow Jones Global Real Estate, 1.5% iShares TIPS Bond.

2 Performance Disclaimer

The performance data above represents the performance composite of all ReSolve Global AAA (CAD) 8% Volatility Target mandates managed by ReSolve Asset Management Inc. Performance data prior to September, 2015 reflects the performance of accounts managed by Dundee Securities Ltd., which used the same investment decision makers, processes, objectives and strategies as ReSolve has used to manage the ReSolve Global AAA (CAD) 8% Volatility Target mandates since it commenced operations in September, 2015. Records that document and support this past performance are available upon request. Performance is expressed in CAD, net of applicable management fees. Indicated returns of one year or more are annualized. Past performance is not indicative of future performance.