Sizemore Capital

Strategic Growth Allocation



  • Strategy ETFs / Funds
The Strategic Growth Allocation portfolio is Sizemore Capital’s answer to traditional asset allocation. It invests primarily using ETFs. The portfolio is appropriate for risk-averse investors that prefer a more passive "buy and hold" strategy that is consistent with their risk and return goals.  

My goal is to achieve returns comparable to the S&P 500 Index while potentially taking on less risk.
Unlike traditional asset allocation strategy, which generally shifts assets between "conventional" equities and bonds, I incorporate non-traditional asset classes including:

High-Dividend Stocks
Emerging Market Consumer Stocks
Master Limited Partnerships (MLPs)
Real Estate Investment Trusts (REITs)
Bond Exchange Traded Funds (ETFs)

The portfolio is appropriate for long-term investors. It is rebalanced regularly as part of my efforts to manage risk. By rebalancing, I continually buy low and sell high—which I believe is the essence of successful investing.
Using historical returns data, I construct my Strategic Growth Allocation portfolio using asset classes I believe to be attractive long-term investments. The non-traditional asset classes I use tend to have relatively low correlations to the broader stock market as measured by the S&P 500 Index. I choose ETFs for inclusion in this portfolio that I personally believe correctly represent the asset classes covered.
The Strategic Growth Allocation portfolio has the following target weightings:

Large Cap U.S. Equities: 20%
High Dividend Equities: 15%
Euro / Pacific Equities: 15%
Inflation-Adjusted Bonds: 10%
Master Limited Partnerships: 10%
Real Estate Investment Trusts (REITs): 10%
Diversified Fixed Income ETFs: 7.5%
Emerging Market Equities: 5%
Small Cap U.S. Equities: 5%
Cash / Short-Term Fixed Income: 2.5%

Rebalancing occurs at least once a year and may happen more frequently, depending on market conditions.
Positions in the portfolio are usually closed for one of the following two reasons:

1. I have made a major strategic change to the allocation and have decided to eliminate an asset class.

2. I have identified a new security that is a better match for the exposure that I am seeking.
None.

Portfolio Manager performance

-1.9%

Last 30 days

30D

0.5%

Last 90 days

90D

6.1%

Last 365 days

365D

Quarterly vs S&P500

Quarterly vs S&P500

Risk score

  • 8.9%

    Best quarter

  • -7.5%

    Worst quarter

    • 1% fee
    • $10,000 min
  • Required: Margin account

Portfolio Manager performance graph

All performance information on this page is based on the performance of the Portfolio Manager’s account. Client performance may differ. Client account performance is displayed on the client dashboard.

Performance Portfolio inception September 29, 2011

as of August 17, 2017 Manager (net of fees ) S&P 500
Last 30 days -1.9% -1.2%
Last 90 days 0.5% 2.0%
Last 365 Days 6.1% 11.4%
Since inception (Annualized) 8.7% 13.4%
2017 (YTD) 4.5% 8.5%
2016 12.5% 9.5%
2015 -8.3% -0.7%
2014 6.4% 11.4%
2013 17.5% 29.6%
2012 12.0% 13.4%

Risk metrics Last 365 days

as of August 17, 2017 Manager (net of fees ) S&P 500
Volatility 7.9% 8.3%
Sharpe Ratio 0.65 1.25
Sortino Ratio 0.92 1.66
Maximum Drawdown -5.5% -4.7%
Value-at-risk (95%, 1 week) -1.8% -1.9%
vs. S&P 500
Information Ratio -1.29
Alpha -3.1%
Beta 0.84
R-Squared 0.77

Exposure

84.5%
7.6%
  • Equity Fund
  • Fixed Income Fund

Top 5 securities

16.2%
12.6%
12.0%
11.2%
7.3%
View all

Portfolio commentary

  1. Profile Picture Why Buffett likes Synchrony August 17, 2017

    The Oracle still likes American brick-and-mortar retail

  2. Profile Picture Portrait of a young hedgie August 11, 2017
  3. Profile Picture Smart essays for smarter investing August 07, 2017
  4. Profile Picture Battle of the tech titans August 01, 2017
  5. Profile Picture Dividend joy at Kinder Morgan July 27, 2017
Show more

Latest transactions Average trades per month 0.4

Executed Symbol Security Type Price
April 14, 2015 VIG Vanguard Dividend Appreciation ETF Buy $81.37
April 14, 2015 GVAL Cambria Global Value ETF Buy $20.89
April 14, 2015 ECON Columbia Emerging Markets Consumer ETF Sell $27.81
April 14, 2015 AMJ JPMorgan Alerian MLP Index ETN Buy $44.00
April 14, 2015 FYLD Cambria Foreign Shareholder Yield ETF Buy $23.50
April 14, 2015 PID PowerShares International Dividend Achievers Portfolio Sell $18.21
March 03, 2014 ECON Columbia Emerging Markets Consumer ETF Buy $25.21
March 03, 2014 VNQ Vanguard REIT ETF Buy $70.32
View all

Manager's other portfolios

Sizemore Capital - Dividend Growth Dividend Growth

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Important Information

  1. Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings.  
  2. All performance information on this page is based on the performance of the Portfolio Manager’s account, using the manager’s own funds. Portfolio Manager’s pre-IB Asset Management performance information may include performance of non-IB Asset Management client accounts. Performance of the Portfolio Manager's account is calculated by IB Asset Management on a daily time-weighted basis, including cash, dividends and earnings distributions and reflects the deduction of broker commissions. Manager returns include trades and positions that fail IB Asset Management's trading rules, as a result, actual client returns will differ. IB Asset Management advisory fees are simulated and applied retroactively to present the portfolio return "net-of-fees".
  3. None of the performance information displayed on this page is based on the actual performance of any IB Asset Management client account investing in this portfolio. The performance in an IB Asset Management client account invested in this portfolio may differ (i.e., be lower or higher) from the Portfolio Manager’s account performance based on any trading restrictions imposed by the client (resulting in different account holdings), time of initial investment, amount of investment, frequency and size of cash flows in and out of the client account, applicable brokerage commissions, and different corporate actions. Clients investing in this portfolio may view the actual performance of their investment in this portfolio by logging into their IB Asset Management account and reviewing their customized dashboard.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by IB Asset Management, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither IB Asset Management nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns displayed have been calculated by IB Asset Management using daily benchmark prices and do not include dividend income. More information here. For certain portfolios IB Asset Management uses an index as a benchmark, while for others it uses an investable exchange traded fund (ETF) as a benchmark. Index returns do not reflect the deduction of any management fees, transaction costs or expenses. Individuals cannot invest directly in an index. Investable ETF returns reflect the deduction of (i.e., are net of) management fees, transaction costs and expenses.
  7. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of IB Asset Management has been provided by the Portfolio Manager. IB Asset Management makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of IB Asset Management. Transaction history of Portfolio Managers is available upon request. Portfolio classifications are provided by IB Asset Management, and are intended to serve as a general guide.
  8. Not all transactions listed will appear in accounts due to IB Asset Management's trading rules and individual client constraints. Eligibility of these securities is monitored periodically, and may change over time. Actual client investment holdings may vary.