Global Balanced Fund
The aim of the Atlas Global Balanced Strategy (the Strategy) is to outperform strategies which are balanced approximately 60% in global equities and 40% in fixed income. The 60/40 allocation is prevalent among institutional and individual investors. Sixty percent of the allocation of the Strategy will be the Atlas Global Defensive Equity Strategy. The remaining forty percent of the strategy will be yield-oriented asset classes which have lower investment risk than equities.
Performance Chart
All performance information is of the Portfolio Manager account, net of management fees.
All performance information is of the Portfolio Manager account net of management fees, and not of any investing client accounts.
Actual client returns will differ based on client-specified security exclusions, client cash flow behavior (investments and divestments), and trading restrictions placed on client accounts by brokerage.
The management fees applicable to Interactive Advisors proprietary portfolios are actually charged to
the Interactive Advisors accounts managing those portfolios, whereas the management fees applicable to
Portfolio Manager portfolios are applied retroactively as simulated fees to the Portfolio Manager account returns (as
Interactive Advisors does not manage or control these accounts) for purposes of this net-of-fees performance presentation only.
Performance, composition and volatility could vary significantly from that of the benchmark(s), which are
provided for illustrative purposes only.
This information was calculated up to Apr 18, 2024.
Metrics
Performance
The performance table shows the returns over various time periods, including the time periods that are clickable on the chart, calendar years and also the Since inception (annualized) performance which is the year over year growth rate of portfolio asset value.
| Last 30 days | -1.9% |
| Last 90 days | 1.6% |
| Last 365 days | 7.0% |
| Since inception (Oct 27, 2021) | -1.5% |
| Since inception (annualized) | -0.6% |
| 2024 (YTD) | 0.8% |
| 2023 | 9.9% |
| 2022 | -10.9% |
Risk metrics (last 365 days)
The risk metrics table is only present for portfolios with more than a 365 day track record which is needed to meaningfully compute the summary risk metrics.
You can learn more here.
| Volatility
The standard deviation of portfolio returns; a measure of risk. |
6.5% |
| Sharpe ratio
A measure of risk-adjusted portfolio return. |
0.26 |
| Sortino ratio
A measure of portfolio return adjusted for down-side volatility. |
0.42 |
| Maximum drawdown
Maximum value lost from peak to trough over the last year. |
-6.1% |
| Value-at-risk (95%, 1 week)
Estimates the potential loss of a portfolio with a specified confidence level and time horizon. |
-1.5% |
Estimate your costs
All costs shown are estimated and consist of the annual management fee applicable to the specific portfolio displayed. We compute the annual management fee applicable to your investments daily and charge it to you monthly in arrears or in conjunction with a withdrawal.
On a daily basis, the applicable fee associated with each portfolio you invest in will be applied to the end-of-day gross market value of your investment in that portfolio and the resulting amount will be divided by 365. At the end of each month, you will be charged a fee made up of the sum of all daily fees calculated during that month for each portfolio investment. The more assets you invest in a given portfolio with us, the higher the amount of the annual fee charged to you.
No trading commissions apply to trading in any of the portfolios due to the IBKR-LITE commissions structure we have selected for all of your clients. For portfolios including ETFs, additional expense ratios will need to be paid to the ETF issuer and they are not included in this calculation.
Portfolio information
The Portfolio Manager utilizes academic, investment industry and proprietary research regarding allocation strategies among fixed income choices. The primary attributes considered are expected return, sentiment, and risk.
The approach utilized by Atlas Capital Advisors LLC (the Manager) for the 60% of the fund in global equities is described in [provide link to Defensive Equity Strategy]. This aim of this part of the portfolio is to outperform the capitalization-weighted global equity index. For the remaining 40%, the Manager uses a proprietary framework to evaluate expected returns relative to risk for a large set of yield-oriented investment categories. These categories include investment grade fixed income, high yield of various maturities and credit quality, local and hard currency emerging market debt, preferred stock, bank loans and inflation-protected securities. The aim of this part of the portfolio is to outperform the Bloomberg Barclays U.S. Aggregate Bond Index. The Strategy uses a consistent, systematic approach with a foundation in academic and Manager proprietary research. The benchmark for the overall Strategy is 60% FTSE Global All Cap Net Tax (US Regulated Investment Company) Index and 40% Bloomberg Barclays U.S. Aggregate Bond Index. The sections which follow describe the research and approach underlying the 40% of the fund in yield-oriented investments. (1) Evaluate expected return: - For yield-oriented investments, the Manager estimates the future investment return by adjusting the current yield for downgrades, defaults, carry, capital appreciation and other factors. (2) Evaluate sentiment - Current investor sentiment is assessed based upon the recent price history, whether the price trend is positive or negative. (3) Evaluate risk: - The uncertainty of the expected return is calculated based upon historical uncertainty. (4) Identify most favorable choices - Potential choices are ranked on two criteria – the return/risk ratio and sentiment - Investments made for the Strategy must rank highly on both dimensions (5) Portfolio optimization - Three to five choices are selected for the yield-oriented part of the portfolio, with the weights set to optimize the expected return/risk ratio of the overall Strategy.
None
Portfolio updates
Manager
Atlas Capital
Atlas Capital Advisors Inc is an independent, fee-only investment advisor dedicated to providing unbiased advice to our clients. Our specialty is designing and managing sophisticated, tax-sensitive portfolios based on a systematic, disciplined, unemotional, and academically rigorous investment process. We serve affluent individuals, families, trusts, nonprofits and privately held businesses.
Ken Frier is the Chief Investment Officer. Prior to joining Atlas, he held the same role at Walt Disney, Hewlett-Packard, Stanford and the UAW. Jonathan Tunney is the founder. He is the architect of the Atlas Capital enhanced indexing system.
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Disclosures
Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings.
This portfolio was launched on Interactive Advisors on October 27, 2021, when clients were able to start investing in it. All performance information on this page is actual performance of the Portfolio Manager’s account and presented “net of fees”. The actual performance chart is provided for informational purposes only, and should not be used as the basis for making an investment decision. Actual client returns will differ. All Portfolio Manager information including personal data, profiles, and strategies has been provided by the Portfolio Manager. Interactive Advisors makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Interactive Advisors.
All performance information on this page is based on the performance of the Portfolio Manager’s account, using the manager’s own funds. Performance of the Portfolio Manager's account is calculated by Interactive Advisors on a daily time-weighted basis, including cash, dividends and earnings distributions and reflects the deduction of broker commissions (when commissions were charged). Manager returns include trades and positions that fail Interactive Advisors' trading rules, as a result, actual client returns will differ. Interactive Advisors’ advisory fees are simulated and applied retroactively to present the portfolio return “net-of-fees”.
In addition to Interactive Advisors’ management fees, clients will also be charged management fees and other expenses (custodian fees, brokerage commissions, and legal and accounting fees) by ETF issuers if the portfolio contains ETFs.