Strategic Growth Allocation

Managed by Sizemore Capital

-0.3% Last 30 days 4.2% Last 90 days 12.1% Last 365 days 1.69 Sharpe Ratio -2.6% Max Drawdown

Strategic Growth Allocation

Managed by Sizemore Capital

-0.3% Last 30 days 4.2% Last 90 days 12.1% Last 365 days 1.69 Sharpe Ratio -2.58 Max Drawdown
Risk score
Strategy ETFs / Funds
AUM fee 1.0%
Requirements
• Investment minimum: $10,000
• Margin account
or Sign up to invest
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.

Research

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.

Approach

Unlike traditional asset allocation strategy, which generally shifts assets between "conventional" equities and bonds, I incorporate non-traditional asset classes including: High-Dividend StocksEmerging Market Consumer StocksMaster 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.

Allocation discipline

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.

Sell discipline

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.

Exceptions

None.

All performance information on this page is based on the performance of the Portfolio Manager’s account. Client performance may differ. This information was calculated on November 17, 2017.

Daily returns
Performance
S&P 500
Manager (net of fees )
Last 30 days -0.3% 0.7%
Last 90 days 4.2% 6.3%
Last 365 Days 12.1% 17.9%
Since inception (Annualized) 9.0% 13.9%
2017 (YTD) 8.7% 15.2%
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)
S&P 500
Manager (net of fees )
Volatility 6.4% 6.8%
Sharpe Ratio 1.69 2.44
Sortino Ratio 2.67 3.26
Maximum Drawdown -2.6% -2.8%
Value-at-risk (95%, 1 week) -1.5% -1.6%
Additional metrics (last 365 days)
vs. S&P 500
Information Ratio -1.6%
Alpha -1.57
Beta 0.79
R-Squared 0.7%
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About Sizemore Capital

Sizemore Capital Management LLC is a registered investment advisory firm located in Dallas, Texas. Charles Lewis Sizemore, CFA is the founder and Chief Investment Officer of the firm.

Investment process

Sizemore Capital Management generally takes a top-down, macro approach to the investment process. I attempt to identify durable macro trends and choose attractively-priced investments that stand to benefit from those trends. I take a global approach; all international markets and industries are considered for investment.

How I got started

I am a long-time financial writer and I founded Sizemore Capital Management in 2008 to grant my readers access to my investment insights.

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.
  9. This portfolio was launched on IB Asset Management on September 29, 2011.