Anthony Capital Portfolio Historical Performance FBIAS Portfolios Annual Returns Core Blend Portfolios Year Anthony Min/Max 10/30 Anthony Min/Max 20/60 Anthony Min/Max 30/90 Anthony Min/Max 0/100 Anthony Bull/Bear Anthony Buy Replace Anthony Bull Calendar Cal. Effects Sector Rotation Sector Rotation 1.5X Anthony Global ETF Anthony Long Cash Anthony Long Short Multi- Sector Bond S&P 500 Index Elbert Core 20/80 Huron Core 40/60 Plata Core 60/40 Longs Core 87/13 Bells Core 100/0 2000 7.9% 4. -0.6% -4. -7.6% -6.4% -5.3% -2.1% 5.2% -12.6% 2001 7.1% 5.9% 4.6% 8.3% 8.5% -5. 27.8% 27.8% 8.3% 28.9% 63.8% -13. 2002 3.7% -1.1% -5.9% -1.4% 8.3% -19.7% 6.2% 6.2% -1.5% 5.5% 35.3% -23.4% 9.2% 9.6% 10.5% 10.2% 28. 2003 14.4% 25.6% 37.5% 43.9% 34.7% 36.7% 32.2% 27.8% 31.2% 35.1% 21.1% 26.4% 9.3% 14.8% 23. 24.4% 24.1% 2004 7.5% 10.8% 14. 15. 15. 15. 15. 3.3% 16.7% 16.2% 22.4% 9. 6.9% 9.5% 12.3% 15.4% 28. 2005 3.7% 0. 5.9% 6.2% 6.2% 6.2% 6.2% 4.4% 8.3% 7.9% 12.8% 6.9% 3.4% 3. 4.2% 4.9% 5.6% 6.9% 7.1% 2006 7.9% 11.5% 15.1% 15.5% 17.8% 17.8% 17.8% 8.1% 12.5% 13.8% 21.9% 20.1% 7.4% 13.5% 9.2% 11.1% 13.1% 14.5% 19.8% 2007 8.8% 10.2% 11.2% 11.5% 11.5% 11.5% 11.5% 1.3% 15.4% 21.4% 21.5% 11.9% 15.1% 2.9% 3.5% 5. 7.2% 9.3% 14.5% 14.9% 2008 0.3% -4.5% -9.2% 5. 0.4% -40.4% 28.6% 27.1% 9.8% 9.8% 11.6% -21.4% 37.4% 9.8% -38.5% 12.3% 14.8% 17.7% 19.2% 36.9% 2009 13.4% 20.9% 28.5% 29.4% 30.6% 31.4% 39.4% 11.1% 22.1% 37.3% 24.9% 50. 38.1% 13.5% 23.5% 17.8% 22.2% 26.7% 32.4% 39.6% 2010 10. 13.3% 16.3% 12.9% 25.6% 25.6% 25.6% 12.4% 16.1% 20.9% 5.4% 23.5% 25.1% 1.6% 12.8% 5.3% 9.1% 13.1% 18.9% 25.8% 2011 8.2% 8.5% 8.6% 12.5% -10.1% -0.8% -2.3% 17.7% 29.3% 33.1% -6.4% -9.4% 10.2% 21.5% 0. 18.5% 15.2% 12.2% 14.5% 7.7% 2012 5.9% 8.5% 10.9% 10.1% 8.9% 14.8% 8.7% 5.8% 7.9% 10. 7.5% 24.7% 23.7% 6.2% 13.4% 7.8% 9.3% 10.9% 12.3% 20.1% 2013 5.5% 15.4% 26. 29.7% 29.7% 29.7% 29.7% 7. 28.6% 43.3% 6.6% 24.2% 17.1% -1.6% 29.6% 3.3% 8.6% 14.5% 23.1% 20.2% CAGR 7.3% 10. 12.5% 15.2% 14.1% 8.1% 17.6% 10.7% 16. 21.3% 9.8% 14.7% 22.3% 7. 4. 9. 11.3% 13.7% 17. 21.7% MDD 8.7% 14.8% 22.8% 16.2% 23.2% 58.6% 20.5% 12.8% 13.4% 19.6% 18.5% 34.6% 12.1% 6.8% 56.8% 5.1% 6.1% 7.5% 9.7% 9.9% SD 1.3% 2.2% 3.2% 3.3% 3.7% 5.1% 4.1% 3.1% 3. 4.5% 3.9% 4. 3.5% 1.6% 4.5% 1.4% 1.6% 1.9% 2.4% 3. Notes & Disclaimer: CAGR: The Compound Annual Growth Rate represents the annualized growth rate of an investment over a specified period of time. MDD: The represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. SD: Standard Deviation Measures an investment's volatility.past Performance may not be indicative of future results. Therefore, no current or prospectitive client should assume that future performance will be profitable. FBIAS Fact-Based Investment Strategies based on market laws of supply & demand are used to construct these portfolios. Long/Short model is shown using monthlly sector reallocations rom 2002-2013, asset class rotations 2000-2001. See individual model portfolio performance at www.anthonycap.com/our-portfolios. Performance as of 12-31-2013. Account returns are presented gross of the maximum investment management fees as described in Anthony Capital Form ADV Part 2A. All account returns are expressed in U.S. dollars, are net of transaction costs and gross of taxes if any, and reflect the reinvestment of dividends and other earnings. For reasons including variances in portfolio account holdings, variances in the investment management fee incurred, market fluctuation, the date on which a client engaged Anthony Capital's investment management services, and any account contributions or withdrawals, the performance of a specific client's account may have varied from the above indicated portfolio performance results. This information is intended to be used only with current and potential investment advisory clients of Anthony Capital, LLC. It is not intended as a solicitation or an offer to buy or sell any security or service. Neither is this intented as a forecast or guarantee of future results.
FBIAS Anthony Capital & Core Blend Portfolios Portfolio Client Risk Scheduled Unscheduled In the Out of the Profile Activity Activity Market Market Frequency Frequency -Specific Notes Anthony Min/Max 10/30-20/60-30/90-0/100 Anthony Bull/Bear Anthony Buy/Replace Anthony Bull/Calendar Equity exposure is This combines relative-strength rankings, All Profiles: Reallocation, None. determined by the "Min" current Market trends, and predetermined Conservative Quarterly and "Max" setting for (same as minimum and maximum Equities exposure. to Aggressive the specific Min/Max "In the Market") it is a great choice for 401k and other retirement selected. Balance accounts. Acting only on quarterly intervals, it allocated to Fixed Inc. fits easily into restricted 401k and VA situations. Change in long-term trend, During During All Profiles: Reallocation, determined by Bull-Bear Bull Markets Bear Markets Conservative Quarterly indicator. Typical trends last per Bull-Bear per Bull-Bear to Aggressive several years. Indicator Indicator Emphasis is on the longer-term Bull and Bear cycles in the U.S. Moves completely in and out of the market, in contrast to the Min/Max models, which allow for Minimum and exposure. Continuously invested through both Bull and Bear All Profiles: Reallocation, None. Continuously Never Markets. Use for that portion of portfolios intended Conservative Quarterly Continuously invested. Invested to be constantly invested. Seeks to achieve to Aggressive outperformance from portfolio selection. Dominantly U.S. focused. Quarterly Change in long-term trend, During Bull During Bull Uses the Bull/Bear during Bull Markets and All Profiles: reallocation determined by Bull-Bear Markets, 10. Markets, never. the Calendar Effects during Bear Markets. Conservative during Bull Markets Indicator. Typical trends During Bear During Bear Fully invested in equities during Bull Markets, & only to Aggressive 12-14 trades per last several years. Markets, approx. Markets, approx. exposed to the relatively few days with the year during Bears. 28% 72% highest probability of profit during bear markets. Anthony Calendar Effects Conservative 12-14 trades None. During During (in cash per year All trades are Calendar-Effects Non-Calendar 72% of scheduled in advance. Days (28%) Effects Days (72%) market days) Conservative in total market exposure - just 28% of market days. Requires an unrestricted account due to frequency of trades and short duration (6-8 days is typical). Particularly effective in Bear Markets. Anthony Sector Rotation Standard Version Anthony Sector Rotation Leveraged ProFunds Version Anthony Global ETF Reallocation None. 10 in the 10 out of A risk-managed which invests in either highmonthly when in All activity takes place Equity market the U.S. Equity ranked U.S. Equity Sectors, or in high-ranked Moderate to U.S. Equity on monthly or quarterly when in U.S. market when in Bond Sectors. At the start of each quarter a risk Aggressive Sectors; intervals. Equity Sectors. Bond Sectors. measurement is made to determine whether to quarterly when in invest in Equity or Bond Sectors during that Bond Sectors. Reallocation Operates the same as the Standard version of the monthly when in None. 10 in the 10 out of Sector Rotation, except it employs 1.5X Aggressive U.S. Equity All activity takes place Equity market the U.S. Equity leveraged ProFunds when invested in U.S. Equity Sectors; on monthly or quarterly when in U.S. market when in Sectors. Leverage does not apply when it is quarterly when in intervals. Equity Sectors. Bond Sectors. invested in U.S. Bond Sectors. Intended for Bond Sectors. aggressive investors only. Aggressive Reallocation, None. Continuously Never Monthly Continuously invested. Invested Best suited for a smaller portion of a client portfolio as it can be occasionally dominated by non-equity asset classes. Higher volatility than all other models, requiring monthly reallocation. Provides good exposure to global asset classes.
Portfolio Anthony Long/Cash Anthony Long/Cash Anthony Long/Short Client Risk Scheduled Unscheduled In the Out of the Profile Activity Activity Market Market Frequency Frequency Change in intermediate-term During During All Profiles: Reallocation, trend, determined by the Intermediate-term Intermediate-term Conservative Quarterly Intermediate-term Indicator. Indicator green Indicator red to Aggressive Typically last weeks to months. (uptrend) periods (downtrend) periods Change in intermediate-term During SHORT during Aggressive Reallocation, trend, determined by the Intermediate-term Intermediate-term Quarterly Intermediate-term Indicator. Indicator green Indicator red Typically last weeks to months. (uptrend) periods (downtrend) periods -Specific Notes Works best in regular brokerage accounts. Can be very active when Intermediate-term Indicator changes status frequently. Emphasis on the up and down moves within a Bull or Bear market. U.S. focus. Rated "aggressive" because of short positions. Most suitable for regular brokerage accounts. Can be very active when Intermediate-term Indicator changes status frequently. Emphasis is on the up and down moves within a Bull or Bear market. U.S. focus. Anthony Multi-Sector Bond Conservative Elbert Peak All Profiles: Reallocation, None. Continuously Never Conservative Quarterly Continuously invested. invested to Agressive. Continuously invested and reallocated quarterly. Portfolio members are chosen from 15 wide-ranging bond sectors on the basis of the strength rankings. FBIAS Anthony Capital Core Blend Portfolios Conservative Combination of monthly and quarterly reallocations Change in intermediate-term trend and longer term Bull- Bear indicator for equity portions of portfolio. 10 during bulll market for equity allotment (2), fixed income is continuously invested (8). Fixed income portion is continuously invested, portions of equity allotment go to 2 equity allotment between Min/Max, Long/Short, and Bull/Calendar. 8 Fixed Income is Multi Sector Bond l. Lowest maximum drawdown and beta between all models. Moderately Conservative Huron Peak 40/60 Moderately Conservative Combination of monthly and quarterly reallocations Change in intermediateterm trend and longer term Bull-Bear indicator for equity portions of portfolio. 10 during bulll market for equity allotment (4), fixed income is continuously invested (6). Fixed income portion is continuously invested, portions of equity allotment go to cash, or can short. 4 equity allotment between Min/Max, Long/Short, and Bull/Calendar. 6 Fixed Income is Multi Sector Bond l. Low standard deviation & low maximum drawdown. Moderate La Plata Peak 60/40 Moderate Combination of monthly and quarterly reallocations Change in intermediateterm trend and longer term Bull-Bear indicator for equity portions of portfolio. 10 during bulll market for equity allotment (6), fixed income is continuously invested (4). Fixed income portion is continuously invested, portions of equity allotment go to cash, or can short. 6 equity allotment between Min/Max, Long/Short, and Bull/Calendar. 4 Fixed Income is Multi Sector Bond l. Low standard deviation & low maximum drawdown. Moderately Aggressive Longs Peak 87/13 Moderately Aggressive Combination of monthly and quarterly reallocations Change in intermediateterm trend and longer term Bull-Bear indicator for equity portions of portfolio. 10 during bulll market for equity allotment (87%), fixed income is continuously invested (13%). Fixed income portion is continuously invested, portions of equity allotment go to cash, or can short. 87% equity allotment between Min/Max, Long/Short, and Bull/Calendar & leveraged Sector Rotation. 13% Fixed Income is Multi Sector Bond l. Strong compound annual growth rate, 1/2 the volatility of S&P 500. Aggressive Maroon Bells 0/100 Aggressive Combination of monthly and quarterly Change in intermediateterm trend and longer term Bull-Bear indicator 10 during bulll markets as measured by intermediate term and Equity allotment goes to cash, or can short during equity bear markets 10 equity allotment between Bull/Calendar and Long/Short sector rotation. Highest MAR Ratio (risk adjusted return--cagr/mdd) out of all core portfolios. Advisory clients of Anthony Capital LLC, can invest in any one of fourteen individual base " Portfolios", or can choose from any or our proprietary "Core Blend Portfolios" that combine percentages of the base models to create portfolios that have statistically outperformed their respective benchmarks in virtually every risk and return category since their inception. All of our portfolios are actively managed and are reallocated on either a quarterly or monthly basis, and are designed using the FBIAS (Fact-Based Investment Allocation Strategies) based on the market laws of supply & demand that seek to "Profit in Bull Markets and Protect Profits in Bear Markets." Anthony Capital,LLC A Registered Investment Advisor www.anthonycap.com Ph: (303)734-7178 Fax: (720) 836-3319 info@anthonycap.com
FBIAS Anthony Capital Conservative Elbert Peak 20/80 Portfolio Elbert Peak 20/80 A conservative portfolio that allocates 2 equity holdings between Min/Max, Sector/Short, and Bull/Calendar models, with a 8 allocation to the multi sector fixed income model that is reallocated quarterly to include the top three bond sectors out of 18 choices. During bearish equity market conditions, the equity portion will go to cash, and 7% will go short providing the portfolio with a very low historical maximum drawdown risk while protecting profits. 20 15 10 5 Elbert Peak 20/80 $275,289.01 $146,347.30-5 -10 Drawdown Profile -1-2 -3-4 -5-6 $128,941.71 Elbert Peak 20/80 5.1% 8/16/2007 56.8% 3/9/2009 Elbert Peak 20/80 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 9.2% 9.3% 6.9% 4.2% 9.2% 5. 12.3% 17.8% 5.3% 18.5% 7.8% 3.3% 9. 5.1% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% 2013 1 MaxDD 3 Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
FBIAS Anthony Capital Moderately Conservative Huron Peak 40/60 Portfolio Huron Peak 40/60 A moderately conservative portfolio that allocates 4 equity holdings between Min/Max, Sector/Short, and Bull/Calendar models, with a 6 allocation to the multi sector fixed income model that is reallocated quarterly to include the top three bond sectors out of 18 choices. During bearish equity market conditions, the equity portion will go to cash, and 7% will go short providing the portfolio with a very low historical maximum drawdown risk while protecting profits. 30 25 20 Huron Peak 40/60 $348,591.38 15 10 $146,347.30 5-5 -10 Drawdown Profile -1-2 -3-4 -5-6 $202,244.08 Huron Peak 40/60 6.1% 5/7/2010 56.8% 3/9/2009 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 MaxDD 3 Huron Peak 40/60 9.6% 14.8% 9.5% 4.9% 11.1% 7.2% 14.9% 22.1% 9.1% 15.5% 9.3% 8.6% 11.3% 6.1% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
FBIAS Anthony Capital Moderate "La Plata" 60/40 Portfolio La Plata 60/40 A conservative portfolio that allocates 6 equity holdings between Min/Max, Sector/Short, and Bull/Calendar models, with a 4 allocation to the multi sector fixed income model that is reallocated quarterly to include the top three bond sectors out of 18 choices. During bearish equity market conditions, the equity portion will go to cash, and 2 will go short providing the portfolio with a very low historical maximum drawdown risk while protecting profits. 40 35 30 25 20 15 10 La Plata 60/40 $444,287.03 $146,347.30 5-5 -10 Drawdown Profile -1-2 -3-4 -5-6 $297,939.73 La Plata 60/40 7.5% 5/7/2010 56.8% 3/9/2009 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 MaxDD 3 La Plata 60/40 10.5% 20.3% 12.3% 5.6% 13.1% 9.3% 17.9% 26.6% 13.1% 12.7% 11. 14. 13.7% 7.5% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
FBIAS Anthony Capital Moderately Aggressive Longs Peak Portfolio 87/13 Longs Peak 87/13 Moderately aggressive portfolio that combines five powerful risk adjusted models. Mid/Max, Bull Calendar, Leveraged Sector Rotation, Long/Short, and the Multi Bond model. Designed for investors that seek capital appreciations with low correlation to the S&P 500. Approximately 87% of the portfolio is in equities, 13% in fixed income. During Bear equity markets, 25% of equity allocation will short, providing portfolio with low historical drawdown risk. 60 50 40 30 20 Longs Peak 87/13 $612,677.80 $146,347.30 10-10 Drawdown Profile -1-2 -3-4 -5-6 $466,330.50 Longs Peak 87/13 9.9% 5/7/2010 56.8% 3/9/2009 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 MaxDD 3 Longs Peak 87/13 10.2% 24.4% 15.4% 6.9% 14.7% 14.1% 19.3% 33.2% 18.5% 14.9% 12.4% 23.2% 17.1% 9.9% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical.fbias Fact-Based Investment Allocation Strategies.
FBIAS Anthony Capital Aggressive Long Maroon Bells 100 Maroon Bells 100 An aggressive portfolio that combines two models: Bull Calendar, and Long/Short Sector. Designed for aggressive investors that seek capital appreciation and is fully invested during cyclical bull markets, with maximum flexibility to protect profits by going to cash and shorting the market during cyclical bear market periods as determined by the intermediate and cyclical bull/bear indicators. High MAR Ratio (measurement of returns adjusted for risk) of 2.19 versus.07 for S&P 500. 120 100 80 60 40 Maroon Bells 100 $970,043.19 $146,347.30 20-20 Drawdown Profile -1-2 -3-4 -5-6 $823,695.89 Maroon Bells 100 9.9% 5/7/2010 56.8% 3/9/2009 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 MaxDD 3 Maroon Bells 100 28. 24.1% 20.8% 7.1% 19.8% 14.9% 36.9% 39.6% 25.8% 7.7% 20.1% 20.2% 21.7% 9.9% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
Anthony Min/Max The Anthony Min/Max combines relative-strength rankings, current Market trends, and predetermined minimum and maximum Equities exposure. It provides a very effective way to deal with typical "investor risk profile" considerations, and is a great choice for 401k and other retirement accounts. Acting only on quarterly intervals, it fits easily into restricted 401k, variable annuity, and variable universal life options. 50 40 30 20 Low Equities Exposure: Min 1 / Max 3 Medium Equities Exposure: Min 2 / Max 6 High Equities Exposure: Min 3 / Max 9 Reference: Min / Max 10 S&P 500 Cash Index $548,828.77 $410,821.20 $314,455.05 $233,995.01 10 $173,958.75-10 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2013 1 Low Exposure: Min 1, Max 3 3.7% 14.4% 7.5% 3.7% 7.9% 8.8% 0.3% 13.4% 10. 8.2% 5.9% 5.5% 7.3% 8.7% Med. Exposure: Min 2, Max 6-1.1% 25.6% 10.8% 4.9% 11.5% 10.2% -4.5% 20.9% 13.3% 8.5% 8.5% 15.4% 10. 14.8% High Exposure: Min 3, Max 9-5.9% 37.5% 14. 5.9% 15.1% 11.2% -9.2% 28.5% 16.3% 8.6% 10.9% 26. 12.5% 22.8% Reference: Min, Max 10-1.4% 43.9% 15. 6.2% 15.5% 11.5% 5. 29.4% 12.9% 12.5% 10.1% 29.7% 15.2% 16.2% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies. 2012
Anthony Bull/Bear The Anthony Bull/Bear is a longer-term low-activity whose goal is to be invested in equities (mostly U.S.) during Bull Markets and in fixed income during Bear Markets. Activity occurs when a new Bull Market or Bear Market is signaled, and on quarterly intervals within ongoing Bull and Bear Markets. 50 Bull Signal (long the market) Bear Signal (in fixed income) 40 Anthony Bull/Bear S&P 500 Cash Index $489,406.44 30 20 10 $173,958.75-10 $315,447.69 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Bull/Bear 8.3% 34.7% 15. 6.2% 17.8% 11.5% 0.4% 30.6% 25.6% -10.1% 8.9% 29.7% 14.1% 23.2% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
Anthony Buy/Replace The Anthony Buy/Replace is a longer-term low-activity. It is continuously invested regardless of market conditions. The Buy/Replace is identical to the Bull/Bear, but it never exits the market. The Buy/Replace is reallocated quarterly. Portfolio members that have fallen in ranking are replaced by candidates whose ranking has risen, while portfolio members whose ranking remains high are retained. The Buy/Replace seeks to achieve outperformance 20 15 Anthony Buy/Replace S&P 500 Cash Index $255,763.44 10 5 $173,958.75 $81,804.68-5 -10 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Buy/Replace -19.7% 36.7% 15. 6.2% 17.8% 11.5% -40.4% 31.4% 25.6% -0.8% 14.8% 29.7% 8.1% 58.6% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
FBIAS Anthony Capital Porfolios Anthony Bull/Calendar The Anthony Bull/Calendar uses the Bull/Bear strategy during Bull Markets and the Calendar Effects during Bear Markets. Bull and Bear Markets are determined by the Bull-Bear Indicator. The goal of this is to be fully invested in equities during Bull Markets, and only exposed to the relatively few days with the highest probability of profit during Bear Markets. 70 60 50 Bull Market: Bull/Bear in Effect Bear Market: Calendar Effects in Effect Anthony Bull/Calendar S&P 500 Cash Index $698,315.49 40 30 20 10 $173,958.75-10 $524,356.74 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Bull/Calendar 6.2% 32.2% 15. 6.2% 17.8% 11.5% 28.6% 39.4% 25.6% -2.3% 8.7% 29.7% 17.6% 20.5% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical.fbias Fact-Based Investment Allocation Strategies.
Anthony Calendar Effects The Anthony Calendar Effects is a shorter-term whose goal is to be invested only during those short periods of time during the calendar year that have been shown historically to have a high probability of profit. There are about 14 of these short duration periods per year, totaling just 75 market days of exposure per year. The Calendar Effects has been a particularly good performer in Bear Markets. 30 25 20 15 Anthony Calendar Effects S&P 500 Cash Index $338,354.06 10 5 $173,958.75-5 -10 $164,395.31 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Calendar Effects 6.2% 27.7% 3.3% 4.4% 8.1% 1.3% 27.1% 11.1% 12.4% 17.7% 5.8% 7. 10.7% 12.8% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies
Anthony Sector Rotation The Anthony Sector Rotation is a risk-managed which invests either in high-ranked U.S. Equity Sectors, or in high-ranked Bond Sectors. At the start of each quarter a risk measurement is made to determine whether the will invest in Equity Sectors or Bond Sectors during that quarter. When invested in 50 45 40 35 30 25 20 15 10 5 S&P 500 Cash Index Anthony Sector Rotation $591,133.95 $173,958.75-5 -10 $417,175.20 1 Anthony Sector Rotation -1.5% 31.2% 16.7% 8.3% 12.5% 15.4% 9.8% 22.1% 16.1% 29.3% 7.9% 28.6% 16. 13.4% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies
Leveraged Sector Rotation The FBIAS Anthony Leveraged Sector Rotation is a risk-managed which invests either in high-ranked U.S. Equity Sectors, or in high-ranked Bond Sectors. It operates identically to the unleveraged Sector Rotation, except it employs 1.5X leveraged ProFunds Mutual Funds when invested in U.S. Equity Sectors. This is therefore intended for aggressive investors only. 50 45 40 35 30 25 20 15 10 5 Leveraged Sector Rotation S&P 500 Cash Index (begins 1/1/2005) $570,117.36 $173,958.75-5 -10 2005 2006 2007 2008 2009 2010 2011 2012 2013 $396,158.61 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Leveraged Sector Rotation 7.9% 13.8% 21.4% 9.8% 37.3% 20.9% 33.1% 10. 43.3% 21.3% 19.6% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
Anthony Global ETF The FBIAS Anthony Global Asset Classes ETF is an intermediate-term whose goal is to invest via ETFs in high-ranked asset classes from around the world. The asset classes include U.S. Equities, non-u.s. Equities, Bonds, Currencies, Commodities and Real Estate. Activity is limited to once per month, when the recommended portfolio is reselected. 125% 10 75% Anthony Global ETF S&P 500 Cash Index $192,219.63 5 25% -25% -5 $138,121.20 $54,098.44-75% -10 2007 2008 2009 2010 2011 2012 2013 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Global ETF 21.5% 11.8% 24.9% 5.4% -6.4% 7.5% 6.6% 9.8% 18.5% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Base Ivestment Allocation s.
Anthony Long/Cash The FBIAS Anthony Capital Long/Cash is an intermediate-term whose goal is to be invested "Long" during intermediate-term uptrends in the U.S. market, and in the safety of cash during intermediate-term downtrends. Activity takes place when a portfolio is established at the inception of each intermediateterm uptrend. 50 40 Anthony Long/Cash S&P 500 Cash Index $520,434.90 30 20 10 $173,958.75-10 $346,476.15 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Long/Cash 5.5% 35.1% 16.2% 12.8% 21.9% 11.9% -21.4% 50. 23.5% -9.4% 24.7% 24.2% 14.7% 34.6% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
Long/Short Asset The FBIAS Anthony Long/Short is an intermediate-term whose goal is to be invested "Long" during all intermediate-term uptrends in the U.S. market, and "Short" during all intermediate-term downtrends. Activity takes place when a portfolio is established at the inception of each intermediate-term uptrend or downtrend. Portfolio is reallocated monthly with top performing equity sectors or quarterly with best asset classes. 90 80 70 Long/Short Asset S&P 500 Cash Index $885,553.40 60 50 40 30 20 10 $173,958.75-10 $711,594.65 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Long/Short Asset 39.5% 34.1% 17.6% 12.8% 25.8% 12.9% -2.4% 59.8% 23.3% -17.1% 32.7% 18.9% 19.9% 27.2% Benchmark: S&P 500-23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Benchmark: 60/40-11.1% 17.4% 7.1% 2.9% 9.7% 5. -21.9% 15.6% 10.2% 3.7% 9.7% 16.1% 4.7% 36.7% Drawdown represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical.
Long/Short Sector The FBIAS Anthony Long/Short is an intermediate-term whose goal is to be invested "Long" during all intermediate-term uptrends in the U.S. market, and "Short" during all intermediate-term downtrends. Activity takes place when a portfolio is established at the inception of each intermediate-term uptrend or downtrend. Portfolio is reallocated monthly with top performing equity sectors or quarterly with top asset classes. 120 100 80 60 40 Long/Short Sector $1,031,430.93 $146,347.30 20-20 Drawdown Profile -1-2 -3-4 -5-6 $885,083.63 Long/Short Sector 12.1% 4/18/2011 56.8% 3/9/2009 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 MaxDD 3 Long/Short Sector 35.3% 21.1% 22.4% 6.9% 20.1% 15.1% 37.4% 38.1% 25.1% 10.2% 23.7% 17.1% 22.3% 12.1% -23.4% 26.4% 9. 3. 13.5% 3.5% -38.5% 23.5% 12.8% 0. 13.4% 29.6% 4. 56.8% Drawdown ("MaxDD") represents the greatest peak to trough decline over the life of an investment. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general, and its performance is not reflective of the performance of any specific investment. Investments cannot be made directly into an index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.
Anthony Multi-Sector Bond The FBIAS Anthony Multi-Sector Bond is a continously-invested that is reallocated quarterly. The portfolio members are selected from 18 wideranging bond sectors on the basis of their strength rankings, and this seeks to achieve outperformance based on these selections. 10 9 8 7 6 5 4 3 2 1 Anthony Multi-Sector Bond ishares Aggregate Bond (AGG) $183,540.74 $146,512.42 $37,028.32-1 2005 2006 2007 2008 2009 2010 2011 2012 2013 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 1 Anthony Multi-Sector Bond 3.4% 7.4% 2.9% 9.8% 13.5% 1.6% 21.5% 6.2% -1.6% 7. 6.8% ishares Aggregate Bond (AGG) 2.3% 3.9% 6.6% 7.9% 3. 6.4% 7.7% 3.7% -2. 4.3% 12.8% Drawdown represents the greatest peak to trough decline over the life of an investment. The ishares Barclays Aggregate Bond Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the total United States investment grade bond market as defined by the Barclays Capital U.S. Aggregate Bond Index. Historical returns data are calculated using data provided by sources deemed to be reliable, but no representation or warranty, expressed or implied, is made as to their accuracy, completeness or correctness. This information is provided "AS IS" without any warranty of any kind. All historical returns data should be considered hypothetical. FBIAS Fact-Based Investment Allocation Strategies.