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Awards & Rankings

PSN Top Gun Awards

Informa Investment Solutions (http://www.informais.com/topguns/topguns.asp) utilizes a blend of their client’s top priority performance screens to create the PSN Top Gun Rankings. The award ranks products in six star categories in over 50 investment universes.

 

The following TTM Strategies have won PSN Top Gun Awards

 

Period Ending 9/30/16

Conservative  1 Stars  ETF Global Fixed Income Universe

 

Period Ending 6/30/16

TTM Moderate  1 Stars  ETF US Balanced Universe

 

Period Ending 12/30/15

NASDAQ  1 Stars  ETF US Equity Universe

 

Period Ending 9/30/15

500  1 Stars  ETF US Equity Universe
TA-Income  3 Stars  ETF Global Fixed Income Universe

 

Period Ending 6/30/15

TA-Income  2 Stars  ETF Global Fixed Income Universe 

TA-Income  3 Stars  ETF Global Fixed Income Universe

 

Period Ending 3/31/15

TA-Income  2 Stars  ETF Global Fixed Income Universe

 

Period Ending 12/31/14

Core/Satellite  1 Stars  ETF US Balanced Universe

TA-Income  1 Stars  ETF Global Fixed Income Universe

TA-Income  2 Stars  ETF Global Fixed Income Universe

TA-Income  3 Stars  ETF Global Fixed Income Universe

TA-Income  1 Stars  Global Fixed Income Universe

 

Period Ending 9/30/14

Tuttle Tactical Management is pleased to announce that the following strategies won PSN “Top Gun” awards for the 3rd quarter of 2014.

NASDAQ 1 Stars ETF US Equity Universe

NASDAQ 2 Stars ETF US Equity Universe

Trend Aggregation Opportunity 1 Stars ETF Global Equity Universe

Trend Aggregation Ultra 1 Stars ETF Global Equity Universe

Trend Aggregation Ultra 1 Stars Global Equity Universe

Trend Aggregation Income 3 Stars ETF Global Fixed Income Universe

 

Period Ending 6/30/14

Trend Aggregation-Core 1 Star ETF Global Balanced Universe

 

Period Ending 12/31/13

Momentum-Core 1 Stars ETF Global Balanced Universe

Momentum -Core 2 Stars ETF Global Balanced Universe

Momentum-Core 1 Stars Global / Intl Balanced Universe

Momentum-Core 2 Stars Global / Intl Balanced Universe

Momentum-Growth 1 Stars ETF Global Balanced Universe

Momentum-Growth 2 Stars ETF Global Balanced Universe

Momentum-Growth 1 Stars Global / Intl Balanced Universe

Momentum-Growth 2 Stars Global / Intl Balanced Universe

Momentum-Abs Return 1 Stars Global / Intl Balanced Universe

 

Period Ending 9/30/13

Momentum-Core 1 Stars ETF Global Balanced Universe

Momentum-Core 1 Stars Global / Intl Balanced Universe

Momentum-Growth 1 Stars ETF Global Balanced Universe

Momentum-Growth 2 Stars ETF Global Balanced Universe

Momentum-Growth 1 Stars Global / Intl Balanced Universe

Momentum-Growth 2 Stars Global / Intl Balanced Universe

 

Period Ending 6/30/13

Trend Aggregation-Income 1 Star Global Fixed Income

 

Period Ending 3/31/13

Momentum- Income 1 Star Global Fixed Income Universe

Trend Aggregation- Income 1 Star Global Fixed Income Universe

Trend Aggregation- Absolute Return 1 Star Global / Intl Balanced Universe

Trend Aggregation- Core 1 Star ETF Global Balanced Universe

Trend Aggregation- Core 1 Star Global / Intl Balanced Universe

Momentum- Core 1 Star ETF Global Balanced Universe

Momentum- Core 1 Star Global / Intl Balanced Universe

Momentum- Growth 1 Star ETF Global Balanced Universe

Momentum- Growth 1 Star Global / Intl Balanced Universe

Momentum- Absolute Return 1 Star ETF Global Balanced Universe

Momentum- Absolute Return 1 Star Global / Intl Balanced Universe

 

Period Ending 12/31/12

Alpha 1 Star Managed ETF US Equity Universe

This means that our strategy was among the top 10 performers within one or more peer groups reporting to PSN, the longest-running investment manager database in North America.

It also signifies that our strategy is one of top 5 performers in at least one of the 6 peer groups for ETF managed portfolios.

PSN Top Guns performance rankings are tabulated for thousands of strategies across 58 peer groups subdivided by increasingly rigorous screens and reported in ascending classes from 1-6 stars.

 

1 Star Category

The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPs compliant. There top performers are strictly based on quarterly returns.

 

2 Star Category

The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPs compliant. There top performers are strictly based on returns for a one year period.

 

3 Star Category

The peer groups were created using the information collected through the PSN investment manager questionnaire and uses only gross of fee returns. PSN Top Guns investment managers must claim that they are GIPs compliant. These top performers are strictly based on returns for three year period.

 

Lipper Marketplace Best Money Managers

The following TTM Strategies have made the Lipper Marketplace Best Money Managers List (http://www.lippermarketplace.com/WBMM/Default)

 

Quarter Ending 12/31/14

Trend Aggregation Income—Ranked Number 8 in the International Fixed Income (All Mandates) Category.
Trend Aggregation Income—Ranked Number 3 in the International Fixed Income (Global Mandates) Category.

 

Quarter Ending 6/31/14 U.S. Tactical Asset Allocation Category

Trend Aggregation Core Strategy—Number 8
Trend Aggregation Absolute Return Strategy-Number 10
Momentum Core Strategy—Number 11
Trend Aggregation Low Volatility Strategy—Number 14

According to Lipper here are the minimum criteria for inclusion in Best Money Managers:

Performance must be calculated “net” of all fees and brokerage commissions. This means after all fees have been deducted.

This standard is somewhat controversial, as the SEC requires that only “net” of fees numbers be presented publicly, while GIPS (Global Investment Performance Standards) prefers that “gross” numbers be presented along with a fee schedule.

Since the SEC is a regulatory authority, and since complete fee schedule presentation would be impractical in this “ranking” format, we require “net” numbers.

Performance must be calculated inclusive of all cash reserves.

To explain, any given investment portfolio will hold some level of cash over a particular reporting period. Even equity portfolios which specifically seek to be fully invested in the market at all times will temporarily have dividend payments and other ordinary cash flows which cannot instantaneously be invested in the market.

These cash holdings obviously will have an effect on the performance of the overall portfolio – negative when cash returns are low relative to returns of the asset class, and positive if the opposite is true.

While presentation of “equity-only” (for example) returns may provide a valuable insight into the security selection skills of the manager, we require for comparability’s sake that performance results be inclusive of cash reserves for consideration in the rankings.

Performance results must be calculated in U.S. dollars, that is, from the perspective of a U.S.-based investor.

Currency holdings can have a very significant impact on the performance of a portfolio with international holdings. While this will always be the case (as we do not make distinctions between hedged and unhedged portfolios), we require that performance must be translated into U.S. dollars to ensure comparability to the point where these are all returns that would be seen by a U.S.-based investor.

Performance results must be calculated on an asset base which is at least $10 million in size for “traditional” U.S. asset classes (equity, fixed income, and balanced accounts) or at least $1 million in the case of international and “alternative” U.S. asset classes.

This minimum ensures that the firm and product are somewhat established. The goal is to not taint the rankings with “flashes in the pan” while also not excluding promising emerging managers.

The minimum asset base requirement, therefore, is set at a level which balances these objectives.

The classification of the product must fall into one of the categories which we rank. We only publish rankings for categories/time period combinations for which we have at least 20 contenders.

 

 

 

Tuttle Tactical Management (TTM) is an SEC-Registered Investment Adviser. The firm’s list of composite descriptions is available upon request. Tuttle Tactical Management, LLC (TTM) claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. TTM has not been independently verified.