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For Universal Life Investment Accounts

Dynamic Global All Terrain Fund Series A

Tactical Balanced

As Of: Nov 30, 2019

Fund Objective

Dynamic Global All-Terrain Fund seeks to achieve long-term capital appreciation by allocating across a number of asset classes through investments in ETFs, and in fixed income investments and cash and cash equivalents.

Asset Allocation

Asset Percent
US Equity 34.44%
Foreign Government Bonds 25.64%
International Equity 19.70%
Foreign Corporate Bonds 10.75%
Commodities 5.93%
Other 3.54%

Sector Allocation

Sector Percent
Fixed Income 36.81%
Technology 10.01%
Financial Services 8.92%
Consumer Goods 6.70%
Consumer Services 5.81%
Other 31.75%

Geo Allocation

Region Percent
North America 62.77%
Europe 16.35%
Asia 8.98%
Latin America 2.25%
Africa and Middle East 0.37%
Other 9.28%

Top Holdings

Name Percent
SPDR S&P 500 ETF (SPY) 30.13%
iShares Lehman 1-3 Yr Treasury Bond ETF 12.15%
Vanguard Total International Bond Index ETF (BNDX) 10.52%
iShares iBoxx $ High Yield Corp Bond ETF (HYG) 8.56%
iShares Barclays 3-7 Yr Treasury Bond ETF 7.24%
iShares MSCI Eurozone Index ETF (EZU) 6.61%
Gold Bullion 5.93%
iShares MSCI USA Minimum Volatility Index ETF 5.52%
iShares MSCI Emerging Markets Index ETF (EEM) 4.26%
iShares MSCI Japan ETF (EWJ) 1.99%

Category

Tactical Balanced

General Info

Inception Date Sep 14, 2015
MER 2.38%
Total Assets
(in millions)
$26.15

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.00%
Life Dimensions 2.25%
Wealth Dimensions 1.00%

Fund Management Company

1832 Asset Management L.P.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $11,148.02
Rate of Return +11.48%
Values over period specified.

Legend

Dynamic Global All Terrain Fund Series A

Fundata Global Balanced Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 1.4 2.1 4.1 7.3 4.6 3.4 - - 2.9
Fundata Global Balanced Index 0.5 2.0 4.5 10.4 10.0 7.5 8.2 8.4 -
Quartile 4 3 3 4 4 3 - - -

Calendar Performance

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund -8.1 10.9 -1.2 - - - - - - -
Fundata Global Balanced Index 2.7 8.7 2.4 17.0 12.4 18.9 8.5 0.8 4.9 5.0
Quartile 4 1 4 - - - - - - -

Volatility

Volatility: 4

Risk vs. Return

Dynamic Global All Terrain Fund Series A

Median

Other - Tactical Balanced

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 6.38 - -
Beta 0.77 - -
Alpha -0.02 - -
R-Squared 0.53 - -
Sharpe Ratio 0.37 - -
Sortino Ratio -0.09 - -
Treynor 0.03 - -
Tax Efficiency 93.51 - -

Category

Tactical Balanced

General Info

Inception Date Sep 14, 2015
MER 2.38%
Total Assets
(in millions)
$26.15

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.00%
Life Dimensions 2.25%
Wealth Dimensions 1.00%

Fund Management Company

1832 Asset Management L.P.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth