Disciplined Dividend Income™
The Disciplined Dividend Income™ strategy invests in a portfolio of U.S. dividend paying stocks with a favorable combination of rankings based on Financial Trust’s Yield Momentum (YM) and Profitability and Quality (PQ) scores. The strategy’s investible universe is comprised of stocks of U.S. companies that pay a dividend and have a market capitalization greater than $2 billion (excluding REITs and Limited Partnerships). The Yield Momentum ranking scores companies based on dividend yield and positive price momentum. The Profitability and Quality ranking compares profitability and quality factors such as return on equity, return on assets, profit margin, financial leverage, and price volatility. The top 50 stocks based on the YM and PQ ranks are then selected for the portfolio. The portfolio is equally weighted and is rebalanced and reallocated on a quarterly basis. For comparison purposes, this strategy is measured against the S&P 500 Index.
Summary
|
Asset Class |
U.S. Equity |
|
Market Capitalization |
Large and Mid Cap |
|
Investment Objective |
Long-term growth of capital and income generation |
|
Passive/Active |
Active |
|
Long Only/Tactical |
Long-only |
|
Factors |
Yield, Momentum, Quality, Growth |
|
Target # of Holdings |
50 |
|
Benchmark |
S&P 500 |
ValueMomentum Leaders™ Strategies
The ValueMomentum Leaders™ strategies invest in 20 to 50 stocks from the associated universe that are ranked using Financial Trust’s proprietary ValueMomentum Leaders™ methodology. This methodology ranks stocks based on a combination of value and momentum factors. To be initially included in the portfolio, companies must have higher year-over-year earnings. Positions are equally weighted, and the portfolio is rebalanced and reallocated on a monthly basis. In select strategies as indicated below, we conduct additional analysis using Elliott Wave Theory as well as top-down macroeconomic and fundamental analysis.*
Each strategy, its universe, and its benchmark for comparison purposes are listed below.
| Strategy | Asset Class | Universe | Benchmark* | Additional Portfolio Manager Evaluation* | Target Number of Stocks |
|---|---|---|---|---|---|
|
ValueMomentum Leaders™ |
U.S. Equity |
Stocks of US Companies with a market capitalization greater than $2 billion. |
S&P 500 |
No |
50 |
|
Health Value |
U.S. Equity |
Stocks of US Companies in the healthcare sector |
MSCI US IMI Healthcare |
No |
50 |
|
International ValueMomentum |
International Equity |
US Listed Stocks and ADRs of International companies with a market capitalization greater than $2 billion |
MSCI ACWI x US Net |
Yes |
35 |
|
Asia ValueMomentum |
International Equity |
US Listed Stocks and ADRs of Asian companies |
MSCI AC Asia Pacific Index Net |
Yes |
20 |
|
Europe ValueMomentum |
International Equity |
US Listed Stocks and ADRs of European companies |
MSCI Europe Index Net |
Yes |
20 |
|
Latin ValueMomentum |
International Equity |
US Listed Stocks and ADRs of Latin American companies |
MSCI Emerging Markets Latin America Index Gross |
Yes |
20 |
|
Global Resources |
Global Equity |
US Listed Stocks and ADRs of International and Domestic companies in the Natural Resources Sector |
S&P Global Natural Resources Index |
Yes |
20 |
|
Global REIT |
Global Equity (primarily U.S. Equity) |
US Listed Stocks and ADRs of International and Domestic Real Estate Investment Trusts (REITs) and Real Estate related securities |
MSCI World Real Estate Index Gross |
Yes |
20 |
Summary
|
Asset Class |
Equity |
|
Market Capitalization |
Large and Mid Cap |
|
Investment Objective |
Long-term growth of capital and income generation |
|
Passive/Active |
Active |
|
Long Only/Tactical |
Long-only |
|
Factors |
Value, Momentum, Growth |
VMV (ValueMomentum and Volume) Equity Strategies
Each VMV strategy invests in a portfolio of 20 stocks from its associated universe. First, the universe is filtered to include only stocks with higher year-over-year earnings. Second, Financial Trust Asset Management’s proprietary VAER (Volatility Adjusted Excess Return) ranking compares each stock’s volatility adjusted excess return over four different timeframes. Third, Financial Trust Asset Management’s proprietary ValueMomentum Leaders™ methodology ranks stocks based on a combination of value and momentum factors. Lastly, we conduct additional analysis using Volume Price Analysis, Elliott Wave Theory, and broad top-down macroeconomic and fundamental analysis.
| Strategy | Universe | Benchmark/Universe |
|---|---|---|
|
VMV Large Cap |
Stocks in the S&P 500 index |
S&P 500 |
|
VMV Mid Cap |
Stocks in the S&P Midcap 400 Index |
S&P Midcap 400 Index |
|
VMV Small Cap |
Stocks in the S&P Small Cap 600 Index |
S&P Small Cap 600 Index |
|
VMV Developed Markets ex U.S. |
US Listed Stocks and ADRs of companies in developed market countries (excluding the United States) |
MSCI EAFE Index Net |
|
VMV Emerging Markets |
US Listed Stocks and ADRs of companies in emerging market countries |
MSCI Emerging Markets Index Net |
Summary
|
Asset Class |
Equity |
|
Market Capitalization |
Large, Mid, and Small Cap |
|
Investment Objective |
Long-term growth of capital and income generation |
|
Passive/Active |
Active |
|
Long Only/Tactical |
Long-only |
|
Factors |
Value, Momentum, Growth |
|
Target # of Holdings |
20 |
*Please see benchmark descriptions.