Defensive Total Return

Objective

The strategy seeks to provide higher risk-adjusted returns than the S&P 500 Index by focusing on reducing downside volatility.

What is the Defensive Total Return Strategy?
• Concentrated portfolio of approximately 30 equity securities that have demonstrated less downside sensitivity to equity market swings.

• The strategy utilizes statistically significant forward-looking economic variables in a factor-based screening process to make investment decisions.

Category

Value

Ticker

DTRS

Inception

12/31/2012