Alpha Portfolios Model ETF Managed Investment Portfolios
The Low/Smart Beta sector rotation model ETF portfolio

Low Beta sector rotation ETF Model Investment Portfolio
The results of this model portfolio are based on a backtest, which is a representations of a portfolio. The backtest results are hypothetical and actual results will vary. Performance of this model portfolio may differ substantially from the results of the backtest depicted here. Please see Portfolio and Backtest disclosures about this model portfolio.
Investment Philosophy
- Low Beta strategy is large capitalization sector rotation investment model designed to outperform the S&P 500 Index
- Low Beta strategy takes advantage of the low volatility effect that shows that low volatility equities outperform the market
- Low Beta invests in liquid, large cap low cost SPDR ETFs from State Street Global Advisors
Investment Process
Low Beta sector rotation strategy analyzes volatility and beta parameters of large capitalization sector ETFs and picks sectors that exhibit lower longer term beta characteristics. Strategy is always invested in the market.
Performance
"S&P 500" - The Standard & Poor's 500, is a stock market index based on the market capitalizations of 500 large companies having common stock listed on the NYSE or NASDAQ
Sources: Rockledge, Compustat, Yahoo
Backtested performance
Benefits of the Portfolio
- Designed to outperform S&P 500 in up and down markets
- Aim to provide higher risk adjusted returns relative to the S&P 500
- Liquid holdings
- Diversified holdings minimizing individual company specific risk
Who Should Invest
- Investors looking for long term capital appreciation and growth portfolio
- Investors who are seeking to participate in equity market
- Investors who are comfortable with medium investment risk
Portfolio Allocation - Low Beta strategy
Positions for September 2014
[private]
Ticker | Description | Weight |
XLE | Energy Select Sector SPDR | 25% |
XLK | Technology Select Sector SPDR | 25% |
XLU | Utilities Select Sector SPDR | 25% |
XLV | Health Care Select Sector SPDR | 25% |
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