20% 20% Conservative Moderate Balanced Growth Aggressive

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1 The Global View Tactical Asset Allocation series offers five risk-based model portfolios specifically designed for the Retirement Account (PCRA), which is a self-directed brokerage account option offered by employer-sponsored retirement plans. Each risk-based model portfolio follows a rules-based discipline that seeks to best manage specific asset classes and/or market conditions to given suitability profiles. Each portfolio can be a mix of equity (US & International), alternative (including currencies and commodities), bond (US & International) and long/short strategies. Due to the transaction costs associated with trading, Global View Capital Management (GVCM) has selected mutual funds that are tactically managed within the fund to reduce the impact of trading costs associated with the PCRA program,* including its own Tactical Asset Allocation fund. The allocation blend to each model is determined by a targeted set of risk metrics that specifically manages for downside risk in bear markets. Minimum Account Size: $10,000 GVC Program Fee: 0.50% Advisor Fee: Add up to 1.5% DLTNX DoubleLine Total Return Bond PWRAX WE Donoghue Power Income GVTAX Global View Tactical Allocation Fund SILVX Summit Global Investments US Low Vol Equity PWDAX WE Donoghue Power Dividend Fund 40% 15% 35% 20% 20% 25% 40% 50% 60% 15% 60% Conservative Balanced Growth Aggressive *Please refer to your specific plan sponsor for transaction costs and any restrictions. All share classes utilized are load-waived. Past performance may not be indicative of future results. Different types of investments involve varying degrees of risk. Therefore, it should not be assumed that future performance of any specific investment or investment strategy (including the investments and/or investment strategies recommended and/or undertaken by Global View Capital Management, Ltd.), or any non-investment related services, will be profitable, equal any historical performance level(s), be suitable for your portfolio or individual situation, or prove successful. Global View Capital Management, Ltd. is neither a law firm nor accounting firm, and no portion of its services should be construed as legal or accounting advice. Please remember that it remains your responsibility to advise Global View Capital Management, Ltd., in writing, if there are any changes in your personal/financial situation or investment objectives for the purpose of reviewing/evaluating/revising our previous recommendations and/or services, or if you would like to impose, add, or to modify any reasonable restrictions to our investment advisory services. A copy of our current written disclosure statement discussing our advisory services and fees is available upon request. The scope of the services to be provided depends upon the terms of the engagement. Page 1 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and

2 Growth of $100,000 $400,000 $300,000 GVCM PCRA DJ Global ly Conservative Index $330,419 $229,291 $200,000 $188,009 $100,000 $100,000 12/99 6/00 12/00 6/01 12/01 6/02 12/02 6/03 12/03 6/04 12/04 6/05 12/05 6/06 12/06 6/07 12/07 6/08 12/08 6/09 12/09 6/10 12/10 6/11 12/11 6/12 12/12 6/13 12/13 6/14 12/14 6/15 Underwater Analysis 0% -10% -20% - -40% -50% GVCM PCRA DJ Global ly Conservative Index -60% Dec-99 Jun-00 Dec-00 Jun-01 Dec-01 Jun-02 Dec-02 Jun-03 Dec-03 Jun-04 Dec-04 Jun-05 Dec-05 Jun-06 Dec-06 Jun-07 Dec-07 Jun-08 Dec-08 Jun-09 Dec-09 Jun-10 Dec-10 Jun-11 Dec-11 Jun-12 Dec-12 Jun-13 Dec-13 Jun-14 Dec-14 Jun-15 Page 2 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and

3 Drawdown Analysis Risk/Return GVCM PCRA Rank Depth Length Recovery Peak Trough % 7 14 May-11 Nov % 11 8 Nov-07 Sep % 2 3 May-10 Jun % 5 6 Jun-02 Oct % 4 6 Apr-00 Jul % 5 5 Jun-01 Oct-01 DJ Global ly Conservative Index Rank Depth Length Recovery Peak Trough % Nov-07 Feb % 8 19 Feb-01 Sep % 5 4 May-11 Sep % 3 2 Sep-00 Nov % 2 3 Apr-00 May % 2 1 May-10 Jun-10 Rank Depth Length Recovery Peak Trough % Nov-07 Feb % Oct-00 Sep % 2 1 Dec-99 Feb % 2 3 Apr-12 May % 2 3 Apr-00 May % 2 2 Jun-07 Jul-07 Annualized Return 12% 10% 8% 6% 4% 2% 0% GVCM PCRA DJ Global ly Conservative Index 0% 10% 20% 40% 50% 60% Largest Drawdown Yearly Performance GVCM PCRA DJ Global ly Conservative Index S&P 500 Total Return Index 2000 $102, % $101, % -9.13% 2001 $105, % $101, % -5.58% 2002 $107, % $101, % % 2003 $137, % $122, % 28.66% 2004 $153, % $135, % 10.88% 2005 $160, % $140, % 4.91% 2006 $178, % $152, % 15.78% 2007 $192, % $163, % 5.43% 2008 $191, % $138, % % 2009 $244, % $162, % 26.45% 2010 $277, % $180, % 14.88% 2011 $271, % $185, % 2.10% 2012 $291, % $201, % 15.97% 2013 $331, % $217, % 32.38% 2014 $333, % $228, % 13.68% 2015 YTD $335, % $231, % 1.20% Statistics GVCM PCRA Annual Return 8.0% 5.5% Average Monthly Return 0.7% 0.5% Annual Volatility 6.8% 7.0% Skewness Kurtosis Sharpe Ratio Best Month 6.2% 5.4% Worst Month -4.2% -10.0% Largest Drawdown -8.5% -22.8% % of Positive Months 64.5% 63.4% Average Pos. Months 1.8% 1.6% Average Neg. Months -1.4% -1.5% Return % 8.13% Return % 4.78% YTD % 0.44% Ulcer Index (Lower is Better) UPI (Higher is Better) % of Months Hitting New Highs 37.6% 38.2% % of time within 5% of All Time High 92.0% 91.4% % of time within 10% of All Time High 100.0% 94.7% % of time within 15% of All Time High 100.0% 96.3% % of time within 20% of All Time High 100.0% 99.5% DJ Global ly Conservative Index Page 3 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and

4 Monthly Performance of GVCM PCRA Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec Year % 2.68% 2.78% -3.92% -0.11% 0.11% -0.45% 3.07% -1.13% -1.06% 0.76% 2.46% 2.68% % 1.65% -0.60% 0.40% % % -0.92% -1.89% 2.03% 1.48% -0.81% % 0.66% 3.52% 0.67% 0.05% -2.50% -1.90% 0.53% 0.94% -2.23% 3.03% -0.25% 1.59% % 0.41% 0.24% 3.21% 5.46% 1.49% 1.32% 2.46% 0.65% 4.13% 1.36% 4.46% 28.34% % 1.22% -0.02% -2.99% 0.35% 2.10% -1.69% 1.34% 2.46% 1.10% 3.65% 2.58% 11.46% % 2.78% -1.78% -1.86% 2.21% 1.38% 2.15% 0.47% 1.28% -3.42% 2.06% 1.48% 4.47% % -0.55% 1.70% 1.12% -2.50% -0.76% 0.58% 1.16% 0.75% 2.07% 2.17% 1.79% 11.00% % 0.33% 1.28% 1.82% 2.85% -0.59% -1.61% 0.33% 3.60% 2.23% -2.88% -0.04% 8.00% % 1.49% -0.97% 0.17% 0.92% -1.95% -2.52% -0.18% -0.33% 0.33% 1.80% 1.99% -0.55% % 0.55% -0.78% 4.53% 5.12% -0.63% 6.16% 2.43% 4.87% -1.86% 3.00% 2.99% 27.46% % 1.73% 4.81% 2.16% -4.23% -1.67% 2.84% -0.34% 4.55% 2.26% -0.76% 4.58% 13.63% % 2.55% 0.69% 1.78% -0.34% -2.04% -1.40% -2.56% 0.94% -1.64% -1.70% 0.99% -2.03% % 2.23% 0.94% -1.02% -2.16% 1.99% 1.03% 0.76% % 0.02% 1.14% 7.22% % 0.12% 2.52% 1.19% -0.21% -1.15% 2.83% -1.75% 2.34% 2.92% 0.88% 1.50% 13.85% % 2.75% 0.19% 0.02% 1.18% 1.62% % -2.56% 0.42% 0.71% -1.00% 0.48% % 2.10% -0.57% -0.07% 0.43% -1.97% -0.85% Monthly Performance of Dow Jones Global ly Conservative Index Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec Year % 1.99% 2.77% -3.04% -0.94% 2.75% -0.76% 2.70% -1.22% % 2.69% 1.23% % -2.63% -3.15% 3.05% 0.56% -0.53% -0.02% -0.32% -3.55% 2.50% 2.10% 0.32% 0.92% % 0.02% 1.48% 0.44% 0.46% -1.45% -3.01% 1.06% -3.01% 2.01% 2.67% -0.12% -0.36% % -0.05% 0.07% 3.82% 4.43% 0.59% -0.37% 1.84% 2.08% 2.48% 1.24% 3.26% 20.49% % % -3.23% 0.32% 1.29% -1.39% 1.43% 1.48% 1.76% 2.75% 2.29% 10.69% % 1.05% -1.38% -0.32% 1.41% 0.80% 1.24% 0.92% 0.23% -1.61% 1.34% 1.27% 4.06% % 0.04% 0.18% 1.01% -0.99% -0.08% 0.56% 1.61% 0.67% 1.50% 1.96% -0.34% 8.28% % 1.22% 0.43% 1.39% 0.60% -0.50% -0.02% 0.79% 2.32% 1.94% -0.70% -0.34% 7.47% % 0.08% -0.15% 2.02% 0.72% -3.86% -0.61% 0.06% -6.10% % -0.62% 4.49% % % -4.36% 3.88% 5.42% 3.95% 0.46% 4.25% 2.27% 2.76% -0.86% 2.63% -0.16% 17.16% % 1.15% 2.02% 1.23% -2.90% -0.46% 3.80% -0.46% 4.03% 1.69% -1.14% 2.52% 11.22% % 1.38% 0.35% 2.36% -0.06% -0.67% 0.45% -1.65% -3.41% 4.33% -1.21% 0.64% 2.82% % 1.51% 0.06% 0.37% -2.84% 1.62% 1.10% 1.11% 1.47% -0.40% 0.48% 0.76% 8.40% % 0.25% 1.12% 1.31% -1.09% -1.61% 2.35% -1.12% 2.70% 1.94% 0.22% 0.35% 8.13% % 2.35% -0.01% 0.48% 1.35% 1.35% -1.09% 1.78% -2.41% 1.12% 0.55% -0.37% 4.78% % 1.32% -0.20% 0.54% -0.43% -1.14% 0.44% Monthly Performance of Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec Year % -1.92% 9.78% -3.00% -2.09% 2.49% -1.55% 6.17% -5.27% -0.40% -7.92% 0.50% -9.13% % -9.15% -6.32% 7.79% 0.61% -2.40% -0.96% -6.29% -8.09% 1.95% 7.64% 0.87% -5.58% % -1.98% 3.78% -6.02% -0.78% -7.13% -7.76% 0.64% % 8.84% 5.86% -5.89% % % -1.56% 0.99% 8.27% 5.24% 1.27% 1.78% 1.93% -1.06% 5.68% 0.86% 5.25% 28.66% % 1.34% -1.49% -1.54% 1.34% 1.94% -3.29% 0.39% 1.08% 1.56% 4.02% 3.41% 10.88% % 2.03% -1.76% -1.86% 3.15% 0.14% 3.74% -0.96% 0.85% -1.61% 3.69% 0.06% 4.91% % 0.18% 1.27% 1.36% -2.93% 0.18% 0.66% % 3.33% 1.81% 1.42% 15.78% % -2.05% 1.16% 4.48% 3.41% -1.64% -3.05% 1.46% 3.72% 1.65% -4.25% -0.72% 5.43% % -3.32% -0.43% 4.94% 1.24% -8.44% -0.79% 1.40% -8.90% % -7.26% 1.07% % % % 8.84% 9.63% 5.51% 0.22% 7.63% 3.54% 3.75% -1.80% 5.91% 1.96% 26.45% % 3.01% 6.06% 1.63% -8.05% -5.22% 7.06% -4.57% 8.94% 3.81% -0.11% 6.66% 14.88% % 3.34% 0.07% 3.01% -1.19% -1.65% -2.00% -5.49% -7.01% 10.99% -0.31% 1.05% 2.10% % 4.23% 3.32% -0.58% -6.08% 4.15% 1.45% 2.18% 2.59% -1.78% 0.50% 0.91% 15.97% % 1.27% 3.77% 2.00% 2.26% -1.33% 5.14% -2.95% 3.15% 4.67% 2.98% 2.54% 32.38% % 4.47% 0.86% 0.78% 2.27% 2.07% -1.31% 3.94% -1.38% 2.51% 2.60% -0.25% 13.68% % 5.65% -1.57% 1.02% 1.21% -1.93% 1.20% Page 4 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and

5 IMPORTANT MODEL STRATEGY DISCLOSURES: The performance results depicted have been produced by application of selected mathematical calculation criteria to historical price history. Annual returns are compounded daily and are inclusive of the last full trading day of the year. All returns are historical, do not indicate future performance and are subject to adjustments by the sole discretion of Global View Capital Management, Ltd. ( GVCM ) on a quarterly basis. Changes in equities markets, bond markets, commodities and currencies, interest rates, exchange rates, economic conditions, political conditions and other factors may influence a strategy s future performance. The results are not represented as actual trading or client experience nor do they reflect the impact of decisions making economic or market factors experienced during actual management of assets. Performance between selected dates may be misleading as indicative of overall performance strategy since the dates chosen by the operations of the program are susceptible to having been selected in order to present optimum historical performance. This information does not reflect actual strategies because the underlying component strategies may change quarterly or when market conditions warrant a change. Performance figures presented are net-of-fees and do not reflect the impact of taxes. The maximum fees GVC (0.5%) and Financial Advisor (1.5%) charge for their services are reflected in the performance numbers presented herein. This investment profile is designed to assist Financial Advisors and clients in evaluating investment strategies and money managers and is not to be distributed or used for any other purpose. Results shown herein are for the mutual fund s strategy and do not reflect actual performance of any program offered by Global View Capital Management Ltd. ( GVCM ). Drawdown and duration drawdown calculations are based upon month end values beginning 12/31/1997. Drawdown is the maximum percentage loss from the highest month end value to the lowest month end value during the two largest drawdowns in the report period. Months to Recover is the number of months required to return to, or exceed, the account value at the beginning of the highest level of equity, including the months of the decline. Historical performance results for investment indexes and/or categories generally do not reflect the deduction of custodial charges or the deduction of an investment management fee, the occurrence of which would have the effect of decreasing historical performance results. Expenses of the mutual funds are included to the extent that they are reflected in the NAV and/or operating expense of the funds. Economic factors, market conditions, and investment strategies will affect the performance of any portfolio and there are no assurances that it will match or outperform any particular benchmark. The composition and actual volatility of the indexes referenced in this investment profile may be materially different from the composition and performance volatility of any client s managed account. Indexes are unmanaged and cannot be invested in directly. ETFs and mutual funds can entail risks similar to direct stock ownership, and trading prices may not reflect the actual Net Asset Value of the underlying securities. Diversification does not eliminate the risk of experiencing investment losses. GVCM has complied information in this investment profile from sources believed to be reliable. By necessity GVCM relies on certain third-party information, data and software provided, but whose reliability, while believed to be accurate, cannot be guaranteed and losses may result from reliance upon them. These are normal risks for which GVCM take no responsibility beyond reasonable care in its selection of the third party. The performance information and data presented on this investment profile are received at calendar quarter-end but are not independently verified by GVCM. All calculations presented are based upon composite or fund returns provided from these sources assuming that dividends, income and gains have been reinvested. Additionally, performance composites from money managers provided typically represent account groupings of the managers with substantially similar investment objectives, strategies and investment policies. However, these composite accounts could have been subject to other factors impacting their investment performance positively or negatively including differences in cash flows into the account, the timing of trades, fees and expenses, performance calculation methods, account size and portfolio composition. GLOSSARY Alpha. A measurement of the risk-adjusted-return of the portfolio. The alpha of the benchmark is always equal to 0.0%. A positive alpha indicates the portfolio has performed better than its benchmark. A negative alpha indicates the portfolio s under-performance from its benchmark. Therefore, an alpha of 5.0% is the return of the portfolio in excess of its benchmark. Conversely, an alpha of -5.0% is the return below the comparative benchmark. Benchmark. Reference to a comparative index to the identified portfolio that closely represents its characteristics, strategy objectives, number and type of component investments, their volatility and the weight ascribed to them. Beta. A comparative measurement of the risk of a portfolio as determined from its sensitivity to market movements of its benchmark. The beta of the benchmark is equal to 1.0%. The lower the beta of a portfolio, the less volatile or risky when compared to its benchmark. Therefore, if the beta of a portfolio is.40%, then it is 60% less risky than its benchmark (1.0 minus.40 =.60). Low or negative betas may also be indicative of low correlation of return with the benchmark. Conversely, if the beta of the portfolio is 1.40%, then it is 40% more volatile/risky than its benchmark. Black Swan Crisis Event. Defined by Nassim Nicholas Taleb in his research as an event that is unpredictable, highly improbable, and carries a massive impact. The 2008 Global Debt Crisis, 9/11, and the Nasdaq Bubble are examples of Black Swan events since Capital Market Line. Depicts graphically the relationship between risk (standard deviation/volatility on the vertical axis) and the compounded rate of return (measure of return) on the horizontal axis. By plotting the risk and return (horizontal and vertical axis) of a portfolio/asset class, one can compare from its benchmark/ index. Portfolios that plot in the upper northwest quadrant are considered best because they deliver the highest return with less risk when measured against its benchmark/index. Conversely, portfolios that plot in the lower southwest quadrant carry more risk for less return when measured against its benchmark(s). Correlation. A statistical measure of how two portfolios/asset classes move in relation to each other. Correlation is computed into what is known as the correlation coefficient, which ranges from -1 and +1. Perfect positive correlation (a correlation coefficient of +1) implies that both portfolios/asset classes move in lockstep, in the same direction. Alternatively, perfect negative correlation (a correlation coefficient of -1) means the two move in the opposite direction. Crisis Alpha. The ability to generate positive returns when market prices fall in reaction to a crisis event (black swan), when most long-only asset classes correlate in a falling market. Positive alpha generators can be cash, short-term Treasury bonds, gold, inverse funds, managed futures, and safe-haven currencies. Page 5 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and

6 GLOSSARY (continued) Discretionary Manager. An actively managed portfolio that allows the manager to make trades within the portfolio without obtaining prior approval from the client for each individual trade. The client gives discretionary authority to the portfolio manager by means of the Investment/Client Management Agreement prior to opening the account. Exchange Traded Funds (ETFs). An ETF is similar to a mutual fund in that it holds a diversified basket of securities; but unlike a mutual fund that prices once a day at the end of the day, (called NAV), an ETF trades throughout the day in real time. ETFs have grown in popularity because of their lower expense ratios, liquidity, transparency, and tax efficiency. However, ETFs provide access to institutional grade asset classes such as commodities, currencies, real estate, international sectors, and thematic (theme) portfolios and have become popular for investors seeking broader diversification. Exchange Trades Notes (ETNs). An ETN has similar characteristics to an ETF, but ETNs are bonds that are backed by the credit of the issuer, rather than a portfolio of securities independent from the ETF manager. So therefore, an ETN does not represent a per unit stake in the underlying assets tracked by the benchmark. The risk is the credit risk (counterparty) of the issuer. Index. Reference to popular market indexes are used to demonstrate the market environment during the report period shown. No index is a directly tradable investment. Maximum Drawdown. The percentage drop from the highest level of equity to the subsequent lowest level (peak to trough). Also referred to as maximum loss. Maximum Drawdown (Months). How many months from the highest level of equity to the lowest level (peak to trough). Months to Recover. The total number of months from the lowest level to the previous highest level of equity. N/A means it hasn t recovered yet from its previous high. Risk-Adjusted-Return (ROR). The ROR determines the reward per unit of risk. The higher the ROR, the better the portfolio s historical risk-adjusted performance. It is calculated by dividing the portfolio s annualized excess return (return minus 90-day T-bill) by the standard deviation of the portfolio s annualized return. Also referred to as the Sharpe Ratio developed by William Sharpe, a Nobel Prize winner in Economic Sciences for Modern Portfolio Theory. Skewness and Kurtosis. A fundamental task in many statistical analyses is to characterize the location and variability of a data set. A further characterization of the data includes skewness and kurtosis. Skewness is a measure of symmetry, or more precisely, the lack of symmetry. A distribution, or data set, is symmetric if it looks the same to the left and right of the center point. Kurtosis is a measure of whether the data are peaked or flat relative to a normal distribution. That is, data sets with high kurtosis tend to have a distinct peak near the mean, decline rather rapidly, and have heavy tails. Data sets with low kurtosis tend to have a flat top near the mean rather than a sharp peak. A uniform distribution would be the extreme case. Standard Deviation. A statistical measure of the dispersion or variability of the return of a portfolio from the mean average. It is one measure of volatility. A lower standard deviation indicates historically less volatility when measured against its benchmark(s). Tactical. Tactical management is the application of various techniques to measure whether a security is trending up, or trending down. Tactical management attempts to hold securities that are trending up, and sell them when trending down. The goal is to hold the winning positions as long as possible, and cut your losses quickly on loosing trades. This can lead to short term deviation from a stated benchmark in service of a long term goal to provide maximum protection from large drawdowns. Ulcer Index (UI). Ulcer Index is a method for measuring investment risk that addresses the real concerns of investors, unlike the widely used Standard Deviation of return. UI is a measure of depth and duration of drawdowns in prices from earlier highs. Other volatility measures treat up and down movement equally. Investors don t mind upward movement, it s the downside that causes stress and ulcers. The UI measures the depth and duration of drawdowns in price from earlier highs. The greater a drawdown in value, and the longer it takes to recover to earlier highs, the higher the UI. It is the square root of the mean of the squared percentage drawdowns in value. The squaring effect penalizes large drawdowns proportionately more than small drawdowns. The lower the UI, the fewer ulcers incurred over the time period, therefore the better the score. Ulcer Percentage Index (UPI). This is a better method to calculate Risk-Adjusted-Return. This metric is simply UPI = (Total Return Risk Free Return) / Ulcer Index. This is a smarter ROR that punishes downside deviation and rewards upside deviation. The higher the UPI, the better. R-Squared. Measured by how close a portfolio tracks the risk and return of its benchmark. A portfolio with an R-Square of.90 means that the portfolio tracks the return and risk of its benchmark 90% of the time. Conversely, a low R-Squared portfolio will move independently to its benchmark. Page 6 of 6 Strategy returns shown are net maximum fee allowed of 2.0%. All returns are reproduced from s. Disclosures and glossary are integral parts of this presentation and