Mosaic Financial Partners Profile Picture Investment Adviser

Mosaic Financial

Mosaic Financial Partners

  • Education Golden Gate University; California State University
  • Qualifications MS, CFP
  • Investment Experience 16 years
  • Founded 1997

Strategic Asset Allocation

The model is strategically allocated across asset classes, including US and international equities, fixed income and alternative strategies. Long-term focus.
The model uses Modern Portfolio Theory to develop a strategic asset allocation appropriate for a long-term investor with typical risk tolerance. This model is well diversified across US and international equities, fixed income and alternative investment strategies. It uses multiple asset classes that are not correlated to control risk. It selects low cost investment vehicles, typically ETFs or ETNs. It overweighs "value" and small stocks to improve risk adjusted performance. It does NOT attempt to time the short-term direction of the market.
We use specialized software (Ibbotson EnCorr) to research historical asset class returns, risk (standard deviation) and correlations. We evaluate risk exposure by reviewing how the model performed in varying market environments, including market downturns. We use Morningstar Principia software as a starting point for researching ETFs that might be appropriate for inclusion in the models. We then contact the fund company for more detailed information prior to making a decision.
The model is well diversified and will include 15-20 different investments (typically ETFs), representing different asset classes or strategies. It includes alternative investment strategies, such as commodities, timber and managed futures to control risk via their low correlation to traditional equities. All asset classes have a target allocation percentage. When an asset class varies from its target by +/- 20%, the model rebalances back to the desired level. To better control risk, rebalancing occurs whenever required, not just once per quarter. The model uses specialized software to constantly monitor the portfolio allocations.  The Model may invest in ETNs, unsecured debt obligations whose value is based on the creditworthiness of the company.
Low turnover in the model in order to minimize costs but will sell a fund if it no longer represents the best vehicle to track a given asset class or strategy. Some factors include the benchmark the fund is attempting to track, its expense ratio and level of trading activity.
None.

Risk score

3
10.0%

Best 30 days

-12.1%

Worst 30 days

Performance

  • 4.1%
    30 day
  • 4.6%
    90 day
  • 22.4%
    365 day
Monthly vs S&P500
mosaic financial - strategic asset allocation
-1.7% 12 months
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  • 0.5% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

14.6%
14.1%
9.5%
8.3%
5.3%

Model commentary

  1. The U.S. economic outlook and the case for optimism

    16 August 2012

    We continue to be optimistic about the longer-term prospects for the U.S. market.

  2. Focus on what you can control 17 February 2012
  3. We're cautiously optimistic about this economic recovery - Mosaic Financial Partners 29 July 2011

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Performance detail

  • Manager
  • Dow Jones Moderately Aggressive
  • S&P 500
30D 90D 365D SI

Performance

Inception December 29, 2009
as of May 20, 2013 Manager Dow Jones Moderately Aggressive S&P 500 Average Subscriber
Past 30 days 4.1% 5.8% 7.1% 4.0%
Past 90 days 4.6% 5.9% 8.8% 4.1%
Past 365 days 22.4% 25.4% 28.6% 20.5%
Since Inception (Annualized) 9.4% 11.3% 12.2% -
2013 (YTD) 9.0% 11.8% 16.8% 8.4%
2012 13.1% 14.0% 13.4% 11.1%
2011 -3.2% -2.6% -0.0% -4.5%
2010 14.3% 16.6% 12.8% -

Risk Metrics

Last 365 days
as of May 20, 2013 Manager Dow Jones Moderately Aggressive S&P 500
Best 30 days 6.9% 6.9% 8.2%
Worst 30 days -4.2% -4.5% -7.0%
Volatility 9.1% 9.2% 12.7%
Sharpe Ratio 2.43 2.73 2.24
Sortino Ratio 3.54 4.04 3.23
Maximum Drawdown -4.7% -5.6% -7.7%
Value-at-risk (95%, 1 week) -2.1% -2.1% -3.0%
vs. Dow Jones Moderately Aggressive vs. S&P 500
Information Ratio -0.88 -1.29
Alpha -0.2% 2.8%
Beta 0.92 0.68
R-Squared 0.87 0.91
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  • 0.5% fee

Latest transactions view all

Average trades per month 0.5
Executed Symbol Security Replicable Type Price
04/25/13 VTI Vanguard Total Stock Market ETF Yes Buy $81.72
04/25/13 UCI E-TRACS UBS Bloomberg CMCI ETN Yes Buy $20.80
04/09/13 BIV Vanguard Intermediate-Term Bond ETF Yes Buy $88.11
04/09/13 WDTI WISDOMTREE MGD FUTURES STRAT Yes Buy $41.37
04/04/13 IWW iShares Russell 3000 Value Index Fund Yes Sell $105.35
04/04/13 BSV Vanguard Short-Term Bond ETF Yes Buy $80.99
01/16/13 BSV Vanguard Short-Term Bond ETF Yes Buy $81.04
01/11/13 VTI Vanguard Total Stock Market ETF Yes Sell $75.76


Important Information

1. Past performance is no guarantee of future results.

2. Performance of the model 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 that fail Covestor's trading rules, do not reflect any Covestor suitability or risk score restrictions and are exclusive of Covestor fees. More

3. Average subscription returns ("Avg Sub" or "Avg Client") are calculated by Covestor and are composed of the average, daily, time weighted returns of all active subscriptions to the underlying model. These daily average returns are then linked together for the timeframe requested. In addition, these returns include cash, dividends and earnings distributions, brokerage commissions, Covestor advisory fees, and reflect individual client suitability and risk score restrictions. More

4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The subscription minimum is the minimum subscription required to follow a particular model. The minimum amount is determined by Covestor, based on the characteristics of the underlying model. 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 and do not include cash, dividends and earnings distributions, or 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 Model Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Model 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. Model classifications (Approach, Asset Class) are provided by Covestor, and are intended to serve as a general guide.

9. Top Replicable Holdings: These securities are currently held in the model manager's brokerage account. Those marked as "Replicable Holdings" currently pass Covestor's trading rules, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription holdings may vary.

10. Latest Transactions: These transactions were executed in the model manager's brokerage account. Those 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 subscription trade activity may vary.

11. S&P 500 Index is an unmanaged index compiled by Standard & Poor´s Corp. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index. S&P 500 index data: S&P/Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies Copyright © 2013.


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