Global Beta All World Rotation Model Strategy

The Strategy

Global Beta manages and advises a multi asset class rotation model comprised of exchange traded funds and passively managed index funds. The process begins with a top down evaluation of global asset classes, which are represented by known indexes or ETF strategies representing indexes. The evaluation determines short term returns of the asset class versus intermediate and long term returns of the asset class. The next step is to determine the effect that valuation of recent returns have on the asset class. We use a proprietary valuation process to determine if the asset class is overvalued or undervalued.

Global Beta believes valuation metrics are generally a leading indicator of an asset class for forward looking return potential. In terms of equities, Global Beta recognizes several factors within an equity index or ETF to measure valuation. Those factors include size, value, quality, growth, momentum and volatility. In terms of fixed income, Global beta recognizes risk category, credit spreads, duration risk, and negative convexity risks.

Once our proprietary valuation analysis is complete, we select the optimal ETFs to represent the global asset allocation exposure for a client’s portfolio. Finally, we select the weighting of each ETF within the total portfolio. We monitor the efficacy of the portfolio daily and make rebalance decisions on circumstances that arise from the market. This strategy has over a 10-year live track record tracking the model through one of Global Beta’s institutional clients.

Risk Characteristics (01/1997 – 01/2019)

Data sources from FactSet
Please see important disclosures.


Calendar Year Performance

Data sources from Factset
Please see important disclosures.
YTD – 01/2019


Multihorizon (01/2019)

Data sources from Factset
Please see important disclosures.

Global Beta All World ETF Rotation Model (10/30/20)

Global Equity Composite includes all institutional balanced portfolios that invest in a multi-asset class strategy with the goal of providing long-term capital growth from a well-diversified strategy. Although the strategy allows for international equity exposure of around 30%, the typical allocation is between 17-20%. For comparison purposes is measured against a blended benchmark.  The blend consists of 80% of the iShares MSCI ACWI ETF and 20% of the iShares core U.S. bond ETF. The blend is rebalanced monthly. The benchmark includes global stocks and domestic bonds representing all major industries of the global economy.  The minimum account size for this composite is $100,000.  The Global Equity Composite was created December 31st, 2017.

Global Beta Advisors LLC (“GBA”) claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards.   GBA has been independently verified for the periods 3/16/2016 through 12/31/2017.  The verification reports are available upon request

Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis and (2) the firm’s policies and procedures are designed to calculate and present performance in compliance with the GIPS standards.  Verification does not ensure the accuracy of any specific composite presentation.

Performance presented prior to 03/16/2016 occurred while the Portfolio Management Team was affiliated with a prior firm and the Portfolio Management Team was the only individuals responsible for selecting the securities to buy and sell.

Results are based on fully discretionary accounts under management, including those accounts no longer with the firm. Past performance is not indicative of future results.

The U.S. Dollar is the currency used to express performance. Returns are presented net of management fees and include the reinvestment of all income. Net of fee performance was calculated using actual management fees. Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.

Actual investment advisory fees incurred by clients may vary.