For actual performance for The GPS Fund since inception (October 1st, 2007) click here.

The following is the back tested performance analysis for the Global Portfolio Solution Fund:
For calculation details and disclaimers please click here, or scroll down.

 

 

 

Notes:

Results do not include use of any leverage. Range was 100% long to 100% short depending on market conditions. The actual Global Portfolio Solution will use conventional leverage for maximum market exposure of 300% long and 100% short.

Transaction costs and dividends have not been included in the calculations.

Results are based on a simple month end rebalancing. Portfolio was completely turned over each month.

Results were not optimized and were based on a simple rotational model of buying oversold ETFs with bullish characteristics while selling overbought ETFs with bearish characteristics. Actual portfolio will utilize the Probability Indicator Convergence (PIC) process described herewith.

Universe of liquid ETFs was considered for selection in each monthly period. GPS fund goal was to hold approximately 8 ETFs each month. The net long versus short bias was determined by market volatility and directional bias.

Performance calculations were based upon the above factors, simulated to determine historical performance after deductions for management and performance fees. All returns shown do not take into account sales, redemption, distribution or optional charges or income taxes payable by any security holder that would have reduced returns. Investment funds are not guaranteed, their values change frequently and past performance may not be repeated. Investors are cautioned that data based on less than 5 years results may not be sufficient to establish a track record on which investment decisions should be made. The information provided does not constitute a solicitation of an offer to buy, or an offer to sell securities. Please refer to the fund's offering memorandum.