Tactical MultiFactor « Trademark Capital®

Tactical MultiFactor

An innovative approach that utilizes a diverse mix of markets and strategies.

The strategy may use a combination of different equity factors, indexes, fixed income, commodities, or alternatives to be opportunistic in identifying and capturing trends. As market trends shift, Tactical MultiFactor aims to shift with them. As stocks lose favor, our models are designed to be opportunistic in finding trends in many other asset classes. Cash and/or ultra-short duration fixed income may be utilized to become defensive as markets decline.

This information is not for retail clients.

If you are not an investment professional, please call us at 706-534-2351 for information pertaining to our retail advisory services. Individuals who work directly with Trademark Capital (i.e., retail clients) receive additional services from Trademark Capital and are therefore subject to a higher fee schedule than those who access our services through other financial professionals and institutions (“Investment Professionals”). The fees and returns reflected on this website are only applicable to investment professionals that hire/recommend Trademark Capital to manage their clients’ assets. It is important to note that returns would be lower for individual retail clients.

For Institutional Use Only – Not for Retail Clients

Trailing Returns
Data Point: Return Calculation Benchmark*
Time Period: Since Inception (4/1/2019) to 06/30/2024

Fund Name	YTD	1 Year	3 Years	Since Inception Performance
Trademark Tactical MultiFactor 60bps	12.92	8.33	1.23	7.34
MultiFactor Benchmark*	8.33	13.14	1.96	6.07

* The blended benchmark used in this analysis combines several exchange-traded fund (ETF) tickers for performance comparison purposes. The specific ETFs included in the blended benchmark are ticker symbols MTUM, SPLV, and AGG. The benchmark weighting of each ETF is 30% iShares MSCI USA Momentum Factor ETF (MTUM), 30% Invesco S&P 500 Low Volatility ETF (SPLV), and 40% iShares Core US Aggregate Bond ETF (AGG). This customized benchmark was created solely for this analysis and is not meant to represent any tradable or investable portfolio. It provides a broad market comparison for evaluating the performance of the portfolio being analyzed.

Performance results for the Trademark Capital® Tactical MultiFactor Portfolio are those of the composite of accounts invested in the strategy. Composite returns include reinvestment of income/gains and are net of transaction costs and other expenses. Net of fee performance was calculated by deducting TCM’s highest sub-advisory fee for this strategy equal to an annual rate of 0.60% from gross composite returns. Actual advisory fees incurred by clients will vary. Returns are annualized for periods of greater than one year. Composite inception date is 4/01/2019. Past performance does not predict future performance.

For Institutional Use Only – Not for Retail Clients

Risk
Time Period: Since Inception (4/1/2019) to 06/30/2024 Calculation Benchmark*

Fund Name	Max Drawdown	Std Dev	Up Capture Ratio	Down Capture Ratio	Beta	Alpha	Correlation	Sharpe Ratio	Sortino Ratio
Trademark Tactical MultiFactor 60bps	-20.70	11.28	85.22	69.54	0.71	2.46	0.67	0.48	0.74
MultiFactor Benchmark*	-18.14	10.79	100.00	100.00	1.00	0.00	1.00	0.39	0.56

Core Methodology

The core methodology of Tactical MultiFactor is trend following. We believe limiting the downside loss of each trade is necessary. Each security purchased will have a predetermined exit price, which we think is crucial to managing risk. By limiting downside losses, trend followers are left with a potentially unlimited upside. The strategy applies its method of measuring trends to a combination of different equity factors, indexes, fixed income, commodities, and alternatives to be opportunistic in identifying and capturing trends.

Core Methodology

The core methodology of Tactical MultiFactor is trend following. We believe limiting the downside loss of each trade is necessary. Each security purchased will have a predetermined exit price, which we think is crucial to managing risk. By limiting downside losses, trend followers are left with a potentially unlimited upside. The strategy applies its method of measuring trends to a combination of different equity factors, indexes, fixed income, commodities, and alternatives to be opportunistic in identifying and capturing trends.

Offense & Defense

When stocks are going up, anybody can make money. That is why buy-and-hold investors have been rewarded so well since 2010 as stock prices rose. What happens if stock prices don’t rise?

Tactical MultiFactor thinks like a ball coach: offense and defense. When the stock market trend is up, we want to participate in that trend while always being mindful of our need to be defensive. Risk management is the key driver of everything that we do, and that is what we believe separates us.

Have a plan for when stocks aren’t going up.

Offense & Defense

When stocks are going up, anybody can make money. That is why buy-and-hold investors have been rewarded so well since 2010 as stock prices rose. What happens if stock prices don’t rise?

Tactical MultiFactor thinks like a ball coach: offense and defense. When the stock market trend is up, we want to participate in that trend while always being mindful of our need to be defensive. Risk management is the key driver of everything that we do, and that is what we believe separates us.

Have a plan for when stocks aren’t going up.

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Trademark Capital® Management (“Trademark”) composite portfolio results represent actual results for the Trademark Capital Tactical MultiFactor composite during the corresponding time periods. The performance results reflect the reinvestment of dividends and other account earnings and are net of applicable account transaction and/or custodial charges, and net of a model annualized sub-advisory fee of 0.60%. Additionally, investors will indirectly bear fees and expenses charged by the underlying ETFs in which a managed account invests. For reasons including variances in portfolio account holdings, variances in the investment management fee incurred, market fluctuation, the date on which a client engaged Trademark’s investment management services, and any account contributions or withdrawals, the performance of a specific client’s account may have varied substantially from the indicated Trademark composite performance results. Information pertaining to Trademark’s advisory operations, services, and fees is set forth in Trademark’s current disclosure Brochure, a copy of which is available from Trademark upon request.

Past performance is no guarantee of future results. Asset allocation/diversification does not guarantee investment returns and does not eliminate the risk of loss. When executing an investment strategy using a proprietary quantitative or investment model, securities or other financial instruments selected may perform differently than expected, or from the market as a whole, as a result of a model’s component factors, the weight placed on each factor, changes from the factors’ historical trends, and technical issues in the construction, implementation and maintenance of the models (e.g., data problems, software issues). There can be no assurance that Trademark’s model will achieve its objective or that the methodology employed by a portfolio strategy will eliminate exposure to downward trends and/or volatility in the markets or provide immediate exposure to upward trends and/or volatility in the markets. Investments are subject to risk, and any of Trademark’s investment strategies may lose money. Investment return and principal value of an investment will fluctuate so that an investor’s portfolio may be worth more or less than their original investment. An Advisor’s judgment about markets, interest rates the attractiveness, relative values, liquidity, or potential appreciation of particular investments is important to the portfolio accomplishing its goals. The portfolio could experience losses if these judgments prove to be incorrect. Stock prices fluctuate, sometimes rapidly and dramatically, due to factors affecting individual companies, particular industries or sectors, or general market conditions. Fixed-income securities involve interest rate, credit, inflation, and reinvestment risks; and possible loss of principal. As interest rates rise, the value of fixed-income securities falls. International investing involves certain risks not usually associated with domestic investing, including currency fluctuation, economic and political volatility, foreign taxation and differences in financial standards.

A custom blended benchmark comprised of three ETFs is used for performance comparison purposes. The benchmark weighting of each ETF is 30% iShares MSCI USA Momentum Factor ETF (MTUM), 30% Invesco S&P 500 Low Volatility ETF (SPLV), and 40% iShares Core US Aggregate Bond ETF (AGG). The benchmark is rebalanced quarterly. The iShares MSCI USA Momentum Factor ETF seeks to track the investment results of an index composed of U.S. large- and mid-capitalization stocks exhibiting relatively higher price momentum. The Invesco S&P 500 Low Volatility ETF seeks to track the investment results of an index that consists of the 100 securities from the S&P 500 Index with the lowest realized volatility over the past 12 months. The iShares Core U.S. Aggregate Bond ETF seeks to track the investment results of an index composed of the total U.S. investment-grade bond market. The historical performance results for the benchmark are provided exclusively for context, so as to provide general comparative information for the strategy. Please Also Note: (1) performance results do not reflect the impact of taxes; (2) It should not be assumed that account holdings will correspond directly to the comparative benchmark ; (3) the comparative benchmark may be more or less volatile than the Trademark portfolios.

Any forecasts or estimates are set out for information purposes only, based on certain assumptions and current market conditions and are subject to change without prior notice. Although we make such statements based on assumptions that we believe to be reasonable, investors should be aware that actual results can differ materially from our estimates.

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Trademark Capital Management, Inc. dba Trademark Capital Asset Management is an investment advisory firm registered with the U.S. Securities and Exchange Commission. Registration does not imply a certain level of skill or training. Investments are subject to risk, and any of Trademark Capital’s investment strategies may lose money.

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