Disclosure: Results are believed to be accurate and are not guaranteed. The information presented herein is subject to updating, completing, revising, verification, and amendment without notice. Results are gross of money management fees and trading costs. Investors may lose principal in the stock market. The strategy results reflect hypothetical, back-tested results and have inherent limitations including (1) strategy results do not reflect results of actual trading and were achieved by retroactive application of the referenced portfolios with thus use of hindsight, (2) material marketing and economic factors are reflected in comparison with average world (average of 13 single country ETF’s), no expenses, (3) clients may experience materially different results going forward as past performance does not guarantee future performance.

1 Year 2 Year 3 Year 5 Year 10 Year Inception 3/29/1996 Alpha 3 year Beta 3 year R-sq 3 year Maximum drawdown monthly
WCM CAPE / tactical / strategy 19.42 20.25 12.69 14.71 9.98 7.53  3.53  1.00 0.90  -25.38
S&P 500 14.05 13.49 7.83 11.41 7.94 5.11  0.00  1.00  1.00  -52.56

Table 1. Performance and maximum drawdown. Compound annual growth rate from 3/29/1996 to 7/31/2017. World Capital Management is gross performance, no fees or expenses. WCM is hypothetical.

Std dev yearly, 3yr Max mo gain, 3 yr Max drawdown, % Ann Sharpe (2%), 3 yr Ann Sortino (2%), 3yr % positive months, 3yr
WCM CAPE / strategy 10.56 7.45 -25.38 1.01 1.95 67
S&P 500 9.96 8.30 -52.56 0.59 1.14 61

Table 2. Yearly annual gross performance and year to date, no fees or expenses, with dividends included. WCM strategy is hypothetical.