Annualized Returns (as of 3/31/2020)
|YTD*||1 Yr||2 Yr||2019||Since Inception|
|Dynamic Beta (Gross)|
|Dynamic Beta (Net)|
|S&P 500 Index TR Index|
*Year-to-date return figures are not annualized.
|Year End||Low Volatility (Gross)||Low Volatility (Net)||S&P 500 Total Return|
Net performance is calculated as the gross return minus the average weighted fee for each quarter as determined by the individual account fee and account value for each account in the strategy. Returns are based on a composite of accounts invested in a similar strategy. Individual client returns may vary from composite returns.
Accounts’ values may diminish at any time due to adverse market conditions. Past performance is not indicative of future returns. The publishing of these returns does not constitute a solicitation of sale.
The information shown above is supplemental to the compliant presentation.
Gyroscope Capital Management Group, LLC, an investment advisor, does business as Gyroscope Capital Management Group.
Prospective clients and other interested parties can obtain a copy of the Compliant Presentation for the Low Volatility Portfolio by contacting Robert Carr by phone at 1-239-219-0550 or by email at email@example.com.
Gyroscope Capital Management Group, LLC (“GCMG”) claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. GCMG has been independently verified for the periods 10/1/2007 to 12/31/2018.
Dynamic Beta Composite includes all portfolios that invest in our Dynamic Beta strategy which uses a dynamic leverage instrument to target a beta of 1 versus the S&P 500 and for comparison purposes is measured against the S&P 500 Total Return Index. The minimum account size for this composite is $500,00. The Dynamic Beta Composite was created July 10, 2019.
The S&P 500 Total Return Index is an appropriate benchmark for the Low Volatility Portfolio Composite. The S&P 500 Total Return Index is a domestic equity index consisting of 500 stocks representing approximately 75% of the total U.S. equity market focusing on the large-cap sector of the U.S. equities market. It is the type of equity index that tracks both the capital gains of a group of stocks over time, and assumes that any cash distributions, such as dividends, are reinvested back into the index.
Results are based on fully discretionary accounts under management, including those accounts no longer with the firm.
Returns are a composite of accounts invested in the Dynamic Beta Strategy. To be included in the composite, a client’s portfolio must have at least 90% of the account value invested in the Strategy. Return calculations use accrual basis accounting. Portfolio return calculations and valuations are based on trade settlement date.
No derivatives, or short positions have been used in this composite. The strategy does use leverage which is balanced monthly based on the 3-year beta of our Large Cap Low Volatility strategy versus the S&P 500. Leverage is limited to not exceed a Debt to Assets ratio of .8182 and will be reduced during the monthly rebalance if it exceeds this level.
The U.S. Dollar is the currency used to express performance.