Strategy Shares Day Hagan Smart Sector ETF · AMEX:SSUS
Strategy Shares Day Hagan Smart Sector ETF — Day Hagan Asset Management — Investor Presentation (March 2016)
16 slides from Strategy Shares Day Hagan Smart Sector ETF's investor presentation, March 2016
Slide 1: Global Tactical Allocation ETF Strategy
GLOBAL TACTICAL ALLOCATION ETF STRATEGY A Disciplined, Time-tested Approach To Investing. Updated March 2016 1000 S. Tamiami Trail, Sarasota, 1 FL 34236 | 941.330.1702 | 800.594.7930 | DayHagan.com | DHFunds.com
Slide 2: Benjamin Graham quote on managing risk
“The essence of investment management is“The essence of investment the management of risks, notmanagement the is the management management of risks, of returns. not the Well managed portfolios startof management with this precept.” returns. Well managed portfolios start with --this precept.” Benjami
Slide 3: Day Hagan Global Tactical Allocation Strategy Summary
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Summary Unemotional, quantitative, model-based tactical asset allocation Tactical allocation models supported by Ned Davis Research Our proprietary models utilize a weight-of-the-evidence approach and are updated and rebalanced twice per month Utilizes E
Slide 4: Up Markets, Down Markets, Sideways Markets = Tactical
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Up Markets, Down Markets, Sideways Markets = Tactical 4
Slide 5: Tactical Asset Allocation: Because Declines Happen
TACTICAL ASSET ALLOCATION Because Declines Happen S&P 500 Price Index Calendar year return Worst peak-to-trough decline during the calendar year Source: JP Morgan 5
Slide 6: Siegel's Paradox: Keep Losses Contained
TACTICAL ASSET ALLOCATION Because Declines Happen Siegel’s Paradox: The most important component to achieving long-term success is to keep losses contained. % Gain Required Years Required to Break % Loss to Break Even Even @ 10% Return 10 11 1.1 20 25 2.4 30 42 3.8 40 66 5.3 50 100 7.2 60 150 9.8 75
Slide 7: Philosophy and Process
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Philosophy and Process • Day Hagan Asset Management utilizes a quantitative, model-based framework to define asset allocation. Our proprietary models incorporate time-tested indicators that mathematically evaluate fundamentals, price-trends and valuation
Slide 8: Decision Matrix
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Decision Matrix Large Capitalization Value U.S. Mid Equities Capitalization Growth Small Capitalization Equities Europe International Pacific Markets Region Emerging Markets Commodities and Fixed Income Fixed Income Precious Metals Cash and Alternative E
Slide 9: Representative Universe of Exchange Traded Funds
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Representative Universe of Exchange Traded Funds (ETF) U.S. Equity: Fixed Income: IWD: iShares Russell 1000 Value AGG: iShares Barclays Aggregate Bond (4-5yr) IWF: iShares Russell 1000 Growth HYG: iShares iBoxx High-Yield Corp Bond (4-5yr) IWS: iShares R
Slide 10: Implementation
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Implementation • Allocation percentages are based on a composite of statistically-proven indicators that have historically identified the most attractive asset classes on a risk-adjusted basis. • Indicator categories include economic activity and trends,
Slide 11: Indicator Examples
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Indicator Examples A quantitative model is one in which the relationships of diverse market trends are identified in mathematical terms. It objectively defines market risks and rewards, removing emotion from the process and evaluating opportunities scien
Slide 12: Executive Summary
DAY HAGAN GLOBAL TACTICAL ALLOCATION STRATEGY Executive Summary 1. Model-based investing 5. Globally Allocated among 25 major asset classes A Tactical and Quantitative approach Trend-following Equity Utilizing the “Weight-of-the-Evidence,” based on a Fixed Income diverse set of indicators
Slide 13: Executive Team
EXECUTIVE TEAM DONALD L. HAGAN, CFA Co-founder and Partner Don began his career in 1988 with Ned Davis Research and became Chief Sector Analyst and editor of several publications. He was then named Director of Research and Portfolio Manager for SCI Capital Management in 1996. SCI was acquired by Wel
Slide 14: Investment Committee
DAY HAGAN INVESTMENT COMMITTEE NEIL LEESON Day Hagan Investment Committee Consultant Neil has over 22 years of investment research experience. From 1993 to 1998 Neil was the Senior International Strategist for Ned Davis Research Group, and from 2003 to 2015 was Ned Davis Research Group’s ETF Strateg
Slide 15: Investment Committee
DAY HAGAN INVESTMENT COMMITTEE ARTHUR S. DAY Co-founder and Partner Art’s career began in 1984 with Dean Witter Reynolds. In 1987, he joined E.F. Hutton/Shearson Lehman Brothers and in 1993 joined PaineWebber/UBS as First Vice President of Investments. In 1999, Art began his association with Engagem
Slide 16: Disclosures
DISCLOSURES The data and analysis contained herein are provided “as is” and without any warranty of any kind, either expressed or implied. Day Hagan Asset Management (DHAM) , any of its affiliates or employees, or any third party data provider, shall not have any liability for any loss sustained by
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