MBA Portfolios
MBA Portfolios are systematic, rules-based long-term tactical equity portfolios seeking to out-perform a target benchmark with a significantly lower Beta over a full market cycle using Managed Beta Allocation (MBA) signals.
These long-only, non-leveraged portfolios further seek to minimize drawdowns and deliver low volatility (standard deviation), Alpha, and high Sharpe ratios.
Management fees are 35 bps annually for all MBA strategies, withdrawn quarterly or monthly in arrears or in advance, depending upon the platform. Other expenses, such as platform fees, trading fees, taxes, or any other fees are borne by the advisor or the advisor’s client.
As with any investment program, there can be no assurance that MBA Portfolios’ investment objectives will be achieved.
For professional Advisor and operational personnel due diligence only: please review the results of our model back-tests for our Hedge, LifeCore, MBA, MBA MAXX, and Probabilities portfolios, including returns and portfolio statistics here:
AdvisorPortfolios.modelbacktest
Seeks to provide a rising dividend yield that is at least 50% higher than the S&P 500 dividend yield, with dividend growth rates and market returns similar to the S&P 500 TR index with lower Beta and lower volatility relative to the S&P 500 over a full market cycle.
MBA: Growth Portfolio
Seeks to out-perform the S&P 500 over a full market cycle with a low Beta relative to the S&P 500 Total Return index, minimize drawdowns and standard deviation, and generate high Sharpe ratios.
MBA: Technology Portfolio
Seeks to out-perform the iShares US Technology ETF (IYW) over a full market cycle with low Beta relative to IYW, minimize drawdowns and standard deviation, and generate high Sharpe Ratios.