Our Strategy

Invest with Confidence

An extensive  study showed that a strategic investing approach will prevail through the many market
fluctuations of the past century. 88% of your experience (the volatility you encounter and the returns you earn) can be traced back to your asset allocation.* Although we prefer investing in individual stocks, when we do use  mutual funds they will  usually be rated 4 or 5 stars by Morningstar and beat their benchmarks across multiple time periods and over 10 years or their lifetime according to Morningstar.

We attribute our success to going beyond the numbers. We dig deeper to gain a better understanding
of where various valuation stands today and where we think it will go in the future.

The Strength Of Strategic Investing

Prudent Risk Management - We carefully manage risk and seek to maximize value for our clients over longer time horizons. We want to excel through bull markets  and especially during the inevitable bear markets that always follow.

History of Excellence

Our funds excel when measured by active success rates (the number of times a fund beat its benchmark over a given time horizon) and by excess returns (the margin by which the fund beat its benchmark).
Our funds we choose are typically the best performing in their classifications.  

My founding mission was to start a company that thought differently about managing risk and do it better that any other company. It is still our core today. If you lose 25% on a portfolio, you need to get a 33% return to break even. If you lose 50% on your portfolio, you need to gain 100% to break even. All our portfolio's are structured to minimize losses and maximize returns.

Invest to generate income

Record low yields are making it harder to generate income in portfolios.  We attempt tp generate portfolio's that maximize income and minimize risk.   Many of our funds pay monthly dividends so you can withdraw income and not have to touch your portfolio.

**Source: Vanguard, The Global Case for Strategic Asset Allocation (Wallick et al., 2012).