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.

Performance

-1.3%

Month to date

MTD

2.5%

Quarter to date

QTD

2.5%

Year to date

YTD

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

Performance detail

Performance Portfolio inception September 29, 2011

as of March 22, 2017 Manager (net of fees ) S&P 500
Month-to-date -1.3% -0.6%
Quarter-to-date 2.5% 4.9%
Last 365 Days 11.9% 14.6%
Since inception (Annualized) 8.9% 13.7%
2017 (YTD) 2.5% 4.9%
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 March 22, 2017 Manager (net of fees ) S&P 500
Volatility 9.7% 10.1%
Sharpe Ratio 1.15 1.36
Sortino Ratio 1.50 1.79
Maximum Drawdown -5.5% -5.6%
Value-at-risk (95%, 1 week) -2.2% -2.3%
vs. S&P 500
Information Ratio -0.64
Alpha -0.6%
Beta 0.87
R-Squared 0.83

Exposure

85.4%
7.7%
  • Equity Fund
  • Debt Fund

Top 5 securities

16.5%
13.0%
12.0%
11.2%
8.0%
View all

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Latest transactions Average trades per month 0.5

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

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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 reflects the deduction of 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 retroactively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the asset-weighted daily average 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, and earnings distributions, and reflect the deduction of Covestor advisory fees, brokerage and other commissions and expenses actually paid by clients.
  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. 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 displayed have been calculated by Covestor using daily benchmark prices and do not include dividend income. More information here. For certain portfolios Covestor 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. 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 of Portfolio Managers is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Not all transactions listed will appear in accounts due to Covestor'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.