The Power of Risk Triggers:
Why Fusion knew to go defensive on Feb 28th
Advisor calls have been extremely positive during March and their clients have been downright... happy.
Our advisors were able to proactively reach out to clients and explain that our Risk Trigger went off on Feb 28th and we were going defensive March 2nd. We moved out the market before the dip and were able to skip major market losses. At one point the market was down over 27% since we exited! Clients have been reaching back out to our advisors thanking them! Needles to say they are very relieved, calm and over the moon happy! Our advisors have been telling us that these clients are now clients for life!
This isn't the first time we've heard this. Our Risk Triggers provided a similar result in 2008...
Fusion Advisors are paid on the average daily balance monthly...
We believe that this is the most fair and true measure to bill clients. Drastic market swings don’t impact the fees clients are charged. Another benefit is that helps advisors pay remain more consistent and reliable during times of uncertainty.
Contact our team for specifics on how this helped both clients and advisors navigate this economic volatility.
[For Advisory Use Only]
More About Risk Triggers
Fusion Risk Triggers are designed to help investors capture the upside of market movements, while limiting the losses from the downside. These decisions are based on historical data, mathematics, and market analyzation, not emotion or prediction.
This tactical approach is one that is utilized by many of our money managers, with the aim of helping investors limit their drawdown, while capturing the gains. Why ride the market up and down when you can use a strategy that "skips the dips"? Learn more about risk triggers via the button below, or contact our team to get all of the details on our strategies.
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Fusion Capital Management, LLC is an SEC registered Investment Adviser. Information pertaining to Fusion’s advisory operations, services, and fees is set forth in Fusion’s current Form ADV Part 2 (Brochure), a copy of which is available upon request and at www.adviserinfo.sec.gov. The performance information presented in certain charts or tables represent backtested performance based on a combination of simulated index data and live (or actual) ETF results from January 1, 2003 to the period ending date shown, using the strategy of buy and hold and/or monthly rebalancing on the first trading day of each month. Backtested performance is hypothetical (it does not reflect trading in actual accounts) and is provided for informational purposes only to indicate historical performance had the portfolios been available over the relevant time period.
Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. Actual performance for client accounts may be materially lower than that of the index portfolios. Backtested performance results have certain inherent limitations. Such results do not represent the impact that material economic and market factors might have on an investment adviser’s decision-making process if the adviser were actually managing client money. Backtested performance also differs from actual performance because it is achieved through the retroactive application of model portfolios designed with the benefit of hindsight. As a result, the models theoretically may be changed from time to time and the effect on performance results could be either favorable or unfavorable.
Backtested performance results assume the reinvestment of dividends and capital gains and monthly rebalancing at the beginning of each month. For all data periods, annualized standard deviation is presented as an approximation by multiplying the monthly standard deviation number by the square root of 12. Please note that the number computed from annual data may differ materially from this estimate. We have chosen this methodology because Morningstar uses the same method. In those charts and tables where the standard deviation of daily returns is shown, it is estimated as the standard deviation of monthly returns divided by the square root of 22.
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