Quantitative Analysis of Investment vehicles
We begin with the entire universe of publicly available ETFs and mutual funds, and we screen and score each for attributes we prefer for our clients. We give higher scores to investments with broad exposure (not sector specific), solid risk-adjusted performance over time, and low internal costs. We also score other factors such as liquidity, tax-efficiency, income yield, and historical volatility of the investment. We aim to include in nearly every portfolio three buckets: Stocks, Bonds, and Alternatives (to include, but not limited to real estate, commodities, preferred securities, bank loans, etc.)
Do you need Sustainable Income?
To be included in one of our Sustainable Income Portfolios, the asset must have an above average income-yield for its asset class.
Are you keenly focused on keeping costs/fees low?
If you are keenly focused on keeping investment fees/costs down, we can screen out all investment vehicles with above average costs for the asset class.
Do you want to focus on socially conscious (aka SRI - Socially Responsible Investing) strategies, or do you wish to invest for impact?
We can take into consideration the "impact" of your investment dollars. We have socially conscious portfolios that focus on environmental, social, and governance issues. We include both strategies that screen to exclude "bad" exposures, and others that invest in themes that are purposeful in their focus on more responsible environmental, social, and governance impacts.
Are you at a point in life where you need to be Conservative? Aggressive?
If you want to be aggressive, we exclude all investments that have conservative attributes, like low-volatility. If you want to be conservative with your investments, we screen out all investment vehicles with highly volatile characteristics.
Are there economic themes on the horizon that are positive for the asset class? Negative for the asset class?
Every year we discern three economic themes that are present in the coming 12 months. We then score each potential investment vehicle based on how those themes will impact each asset class.
SFM Growth Portfolios
| SFM Portfolio (as of 3/31/2020) | Risk Number | Dividend Yield | 3-Month Return | 1-Year Return | 3-Year Avg. Annual Return | Internal Portfolio Cost | Strategy Summary |
|---|---|---|---|---|---|---|---|
| Conservative Growth | 38 | 3.4% | -11.1% | -3.7% | 3.5% | 0.5% | |
| Moderate Growth | 46 | 2.8% | -9.7% | -0.4% | 6.3% | 0.4% | More Info |
Buffered-ETF Global Equity | 48 | N/A | -13.6% | N/A | N/A | 0.8% | More Info |
| Aggressive Growth | 53 | 2.7% | -12.4% | -2.0% | 6.3% | 0.2% | More Info |
| Global All-Cap All-Stock | 79 | 2.5% | -23.7% | -14.4% | 0.7% | 0.1% | More Info |
SFM Sustainable Income Portfolios
| SFM Portfolio (as of 3/31/2020) | Risk Number | Dividend Yield | 3-Month Return | 1-Year Return | 3-Year Avg. Annual Return | Internal Portfolio Cost | Strategy Summary |
|---|---|---|---|---|---|---|---|
| Ultra-Conservative | 22 | 4.0% | -6.4% | -3.2% | 1.2% | 0.2% | More Info |
| Conservative Income | 55 | 4.5% | -15.9% | -8.7% | 1.6% | 0.4% | More Info |
| Moderate Income | 59 | 4.5% | -17.6% | -10.4% | 1.3% | 0.4% | More Info |
| Aggressive Income | 49 | 4.5% | -16.3% | -11.8% | 1.1% | 0.4% | More Info |
| CEF-Arb Balanced | 58 | 9.3% | -19.8% | -11.1% | 2.6% | 1.5% | More Info |
SFM Low-Cost Portfolios
| SFM Portfolio (as of 4/7/2020) | Risk Number | Dividend Yield | 3-Month Return | 1-Year Return | 3-Year Avg. Annual Return | Internal Portfolio Cost | Strategy Summary |
|---|---|---|---|---|---|---|---|
Conservative LC Growth | 47 | 3.7% | -14.4% | -6.9% | 2.4% | 0.3% | More Info |
| Conservative LC Income | 43 | 4.5% | -16.7% | -10.5% | 0.7% | 0.3% | More Info
|
| Moderate LC Growth | 54 | 2.9% | -11.7% | -2.5% | 5.5% | 0.2% | More Info |
| Moderate LC Income | 45 | 3.6% | -11.9% | -4.4% | 3.3% | 0.3% | More Info
|
| Aggressive LC Growth | 52 | 2.6% | -12.2% | -2.3% | 6.4% | 0.2% | More Info
|
| Aggressive LC Income | 57 | 3.5% | -13.1% | -5.4% | 3.4% | 0.2% | More Info
|
SFM Social Impact Investment Portfolios
| SFM Portfolio (as of 4/7/2020) | Risk Number | Dividend Yield | 3-Month Return | 1-Year Return | 3-Year Avg. Annual Return | Internal Portfolio Cost | Strategy Summary |
|---|---|---|---|---|---|---|---|
| Conservative SRI | 45 | 3.7% | -15.5% | -8.2% | 1.6% | 0.7% | More Info
|
| Moderate SRI | 56 | 2.6% | -15.1% | -6.1% | 4.0% | 0.4% | More Info
|
| Aggressive SRI | 60 | 2.4% | -14.6% | -4.8% | 4.7% | 0.4% | More Info
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Top 10 Client Holdings
| Investment Name (Figures as of 3/31/2020) | Ticker | Dividend Yield | 1-Year Return | 3-Year Avg. Annual Return | Expense Ratio | Fact Sheet |
|---|---|---|---|---|---|---|
iShares Global Low-Volatility | ACWV | 3.0% | -6.0% | 4.5% | 0.20% | More Info
|
| SPDR Large-Cap Low-Volatility | LGLV | 2.2% | -5.5% | 6.5% | 0.12% | More Info
|
| iShares USA Momentum Factor | MTUM | 1.7% | -0.5% | 12.8% | 0.15% | More Info
|
| Vanguard Dividend Appreciation | VIG | 2.0% | -2.2% | 8.0% | 0.06% | More Info
|
| SPDR Interm. Corporate Bond | SPIB | 3.1% | 2.2% | 2.9% | 0.07% | More Info
|
| iShares USA Quality Factor | QUAL | 2.0% | -5.1% | 6.5% | 0.15% | More Info
|
| Invesco Variable Rate Preferred | VRP | 5.9% | -8.1% | -0.7% | 0.50% | More Info
|
| SPDR Gold MiniShares | GLDM | 0.0% | 25.4% | NA | 0.18% | More Info
|
| iShares Short Maturity Bond | NEAR | 2.7% | -0.8% | 1.1% | 0.25% | More Info
|
| First Trust Preferred Securities | FPE | 6.2% | -8.5% | -0.0% | 0.85% | More Info
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