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For Universal Life Investment Accounts

Dynamic Global All Terrain Fund Series A

Tactical Balanced

As Of: Feb 29, 2020

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 33.61%
International Equity 29.20%
Foreign Government Bonds 18.38%
Foreign Corporate Bonds 9.76%
Commodities 6.92%
Other 2.13%

Sector Allocation

Sector Percent
Fixed Income 28.41%
Financial Services 11.82%
Technology 10.56%
Consumer Goods 7.83%
Consumer Services 6.24%
Other 35.14%

Geo Allocation

Region Percent
North America 57.05%
Europe 16.34%
Asia 9.85%
Latin America 3.83%
Africa and Middle East 0.56%
Other 12.37%

Top Holdings

Name Percent
SPDR S&P 500 ETF (SPY) 23.67%
iShares MSCI Eurozone Index ETF (EZU) 7.02%
Vanguard Total International Bond Index ETF (BNDX) 6.93%
Gold Bullion (Ounces) 6.92%
iShares Barclays 3-7 Yr Treasury Bond ETF 6.42%
iShares MSCI Emerging Markets Index ETF (EEM) 6.29%
iShares MSCI USA Minimum Volatility Index ETF 6.18%
iShares iBoxx $ High Yield Corp Bond ETF (HYG) 5.89%
iShares Lehman 1-3 Yr Treasury Bond ETF 5.38%
Invesco S&P 500 Pure Value ETF (RPV) 5.07%

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 $10,752.67
Rate of Return +7.53%
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 -4.8 -3.5 -1.5 -4.5 0.3 0.9 - - 1.9
Fundata Global Balanced Index -2.7 -0.9 2.4 -1.2 8.1 6.4 6.2 8.7 -
Quartile 4 4 4 4 4 4 - - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 8.4 -8.1 10.9 -1.2 - - - - - -
Fundata Global Balanced Index 12.3 2.7 8.7 2.4 17.0 12.4 18.9 8.5 0.8 4.9
Quartile 4 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 6.84 - -
Beta 0.85 - -
Alpha -0.04 - -
R-Squared 0.56 - -
Sharpe Ratio -0.03 - -
Sortino Ratio -0.50 - -
Treynor 0.00 - -
Tax Efficiency 77.87 - -

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