Atlas Capital Profile Picture Investment Adviser

Atlas Capital

Atlas Capital

  • EducationUCLA Anderson School of Business; Stanford University
  • QualificationsMBA in Finance; BA in Economics
  • Investment Experience10 Years
  • Founded2003

100-30 Portfolio

The 100/30 portfolio uses an enhanced indexing approach, benchmarked to 70% of the S&P 500, and 100% of the portfolio is long while 30% is short. Factor-model analysis, with a tax-efficiency overlay, is used to select individual securities. Value (price-to-earnings, price-to-cash flow and price-to-book), momentum and short-term reversal are among the factors used. Our portfolio construction process determines the attractiveness of individual assets by ranking them according to a set of risk factors. We believe that portfolios built upon these factors have outperformed index and stock-picker strategies. Based on all these characteristics, we believe these portfolios may exhibit lower volatility and drawdowns compared with other strategies.

Risk score

Risk Score 4
4
Leverage: 1.31
6.3%

Best 30 days

-7.9%

Worst 30 days

Performance

  • -3.0%
    30 day
  • -3.1%
    90 day
  • 6.6%
    S.I.
    November 29, 2013
Monthly vs S&P500
Atlas Capital - 100 30 Portfolio Monthly vs S&P500
-3.4% S.I.
  • $100,000 investment min
  • Margin account required
  • 1% fee

Replicability

100.0%
  • Replicable

Top 5 securities View all

3.1%
2.9%
2.8%
2.7%
2.6%

Portfolio commentary

  1. What investors can learn from the $1.7 trillion ETF market

    9 January 2014

    Follow the money in this hot market to spot developing trends.

  2. Should investors focus on performance or process when selecting managers? 19 December 2013
  3. A hedge fund strategy without the high fees 12 December 2013
  4. Atlas Capital takes Nobel-winning research and runs with it 4 November 2013
  5. Investing in REITs for income and capital appreciation 23 October 2013

show more


Performance detail

  • Manager (net of fees)

Performance

Covestor inception November 29, 2013

as of October 23, 2014 Manager (net of fees) S&P 500
Past 30 days -3.0% -1.5%
Past 90 days -3.1% -0.9%
Since Covestor inception 6.6% 10.0%
2014 (YTD) 4.3% 7.3%

Risk metrics

Since Covestor inception

as of October 23, 2014 Manager (net of fees) S&P 500
Best 30 days 6.3% 7.9%
Worst 30 days -7.9% -6.7%
Volatility 10.4% 11.2%
Sharpe Ratio 0.71 0.99
Sortino Ratio 0.92 1.29
Maximum Drawdown -8.9% -7.3%
Value-at-risk (95%, 1 week) -2.4% -2.6%
vs. S&P 500
Information Ratio - 0.82
Alpha -1.8%
Beta 0.85
R-Squared 0.83
  • $100,000 investment min
  • Margin account required
  • 1% fee

Latest transactions View all

Average trades per month 38.8
Executed Symbol Security Replicable Type Price
09/30/14 GWW WW Grainger Inc Yes Sell short $253.92
09/30/14 CF CF Industries Holdings Inc Yes Sell $276.80
09/30/14 SJM JM Smucker Co/The Yes Buy to cover $99.24
09/30/14 ICE Intercontinental Exchange Inc Yes Sell short $194.85
09/30/14 BCR CR Bard Inc Yes Sell $143.56
09/30/14 R Ryder System Inc Yes Buy $91.19
09/30/14 SHW Sherwin-Williams Co/The Yes Buy to cover $220.78
09/30/14 ISRG Intuitive Surgical Inc Yes Buy to cover $463.62

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the average, time-weighted returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  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 Covestor, 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. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor 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 have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.