-10.7% 7/2/2010
-56.8% 3/9/2009
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
28.7% 12.7% 6.7% 16.2% 9.8% 11.9% 35.0% 15.9% 4.7% 14.3% 18.8% 4.1% -3.2% 13.7%
26.4% 9.0% 3.0% 13.5% 3.5% -38.5% 23.5% 12.8% 0.0% 13.4% 29.6% 11.4% -0.7% 9.5%
$100,000 investment:
$169,464.00
FBIAS Longs Peak 80/20
S&P 500 Cash Index
$628,596.00
Maximum Drawdown
S&P 500 Cash Index
$100,000 investment:
$798,060.00
Ending value of initial
Selected Benchmark:
Difference:
FBIAS Longs Peak 80/20
Ending value of initial
Historical Data*
FBIAS Longs Peak 80/20
-60%
-40%
-20%
0%
2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
Drawdown Profile
$0
$100,000
$200,000
$300,000
$400,000
$500,000
$600,000
$700,000
$800,000
$900,000
FBIAS LONGS PEAK 80/20 S&P 500 CASH INDEX
A moderately aggressive portfolio that allocates a 80% equity position between 3 models: FBIAS Min/Max 0-100, FBIAS Long/Short Asset, & FBIAS Bull/Calendar. The 40% fixed income position is to the FBIAS Multi Sector Bond model. Each model uses a different indicator to determine market exposure (Quarterly Trend, Intermediate-Trend, Bull/Bear Trend) and react differently in bear markets. Combining different equity strategies with varying indicators produces a highly efficient, risk-adjusted, diversified portfolio with a high MAR ratio, and a low MAX DD. Suitable for all investor types. Risk Number 37..
FBIASTM Anthony Capital Moderately Aggressive Longs Peak 80/20
`
27% TOTAL
27%
26%
20%
0%
0% 100%
All Years 1 year 3 Years 5 Years
CAGR MaxDD Correlation Beta SharpeSharpe
Annualized
MAR
Ratio
Up
Capture
Down
Capture
Std.
Deviation
Std Dev
AnnualR Squared Riskalyze Number
13.9% -10.7% 0.51 0.30 0.45 1.57 1.30 76.0% 17.5% 2.47% 8.6% 0.26 37
3.5% -56.8% 1.00 1.00 0.09 0.30 0.06 100.0% 100.0% 4.25% 14.7% 1.00 73
* for Date Range 1/2/2001 - 12/30/2016
FBIAS Longs Peak 80/20
12.2%$67,232.18
Cumulative advisor fee withdrawals
$0.00
S&P 500 Cash Index 3.5% 8.5%
Ending investment amount
NOTE: Client withdrawals are applied to both Blends and Benchmarks, whereas Advisor fees are applied to
Blends but not to Benchmarks. Riskalyze calculations do not use withdrawals or fees.
S&P 500 Cash Index
Summary of selected models and their percent allocations.
Other Inputs (optional)
January 2, 2017
Enter optional annual advisor fee percent
below. Choose fee withdrawal interval from
the drop-down list.
Calculated Statistics*
Bull/Calendar
Enter initial investment amount below:
0.0%
FBIAS Longs Peak 80/20
Multi-Sector Bond
Star Min/Max $798,060.00
Cumulative client withdrawals
$100,000.00
1.00%6.7%
12.6%13.9%
Current Allocations
Enter scheduled client withdrawal in fixed
dollar amount or percentage below. Choose
the withdrawal interval from the drop-down
list.
Annualized Returns*
(select a model)
(select a model)
4.4% 9.2%
FBIAS Longs Peak 80/20
Calculated Totals
Long/Short
Dollar Amount Percentage
Disclaimer: Anthony Capital, LLC began in 2006 and started managing monies for advisory clients in 2013. The illustrated performance does not represent the results of actual client accounts but was achieved by means of the retroactive application of FBIAS model designs with the benefit of hindsight. Results may not reflect the impact that material economic & market factors might that have had on AC's decision making process had they been managing actual client accounts. FBIAS base & core blend models could have changed materially from 2001 to present. All performance results are illustrated net of AC annual 1% management fee & interest and dividends are reinvested. Taxes and trading costs are not accounted for. Actual trading results of client accounts can differ from model performance numbers which are derived from taking the average price between the open and closing price of the security on the day that it was purchased. FBIAS does not guarantee a profit or any specific return. Investing involves risk and past performance does not predict future results.