Keystone Wealth AlphaRotation® Index
May 1, 2005 – March 31, 2016
The Keystone Wealth AlphaRotation® Index (“KWGLEQAR Index”) systematically allocates and rotates between US treasuries, US equities, developed foreign equities, and emerging market equities using a rules-based approach that ranks the asset classes according to a proprietary relative strength score.
Index holdings are calculated and rebalanced monthly and contain the asset classes highest in relative strength. This index is available for licensing opportunities. Please contact us to discuss details.
HYPOTHETICAL INDEX PERFORMANCE
|S&P 500 TR||7.90%||15.85%||5.14%||-36.81%||26.37%||15.06%||1.89%||15.99%||32.31%||13.46%||-5.29%||1.74%||7.34%|
IMPORTANT DISCLOSURES & INFORMATION REGARDING THE INDEX
Chart is logarithmic scale base 2. No representation is being made that any investor will or is likely to achieve results similar to those presented by this Index. The results do not represent the performance of any mutual fund or account managed by Keystone Wealth Advisors, LLC (“Keystone”). The Index presented is Hypothetical. As a result, no person or entity has derived benefit from this index illustration. Further, the index as presented is calculated by S&P Opco, LLC using S&P indexes and not any actual ETFs or their respective underlying indexes as used by Keystone to manage any separate account, mutual fund, or any other investment product. This means the Index does not represent the results of actual trading, but were achieved solely by the means of the retroactive application of a model and ideas designed with the benefit of Keystone’s hindsight and modification including the ability to adjust the method for selecting securities until returns for past periods are maximized to achieve stated results. The index does not represent any actual strategy managed by Keystone; nor does any strategy, investment portfolio, mutual fund, or other investment product managed by Keystone seek to replicate the portfolio or returns of the index. As a result, prospective clients or investors should not base investment decisions on the illustrated and back-tested data presented here. The index does not pay fees, commissions, transaction costs, taxes, or penalties and cannot be invested in directly. In fact, there may be substantial differences between the results shown for the index and the actual results subsequently achieved by any particular investment program seeking to track the results of the index. Investment results may vary substantially from year to year or even month to month. An investor could lose all or a substantial amount of his investment in an account, mutual fund or other product seeking to deliver the performance results of the index. There are inherit limitations in hypothetical/back tested illustrations, particularly the fact that such results do not represent actual trading and that they may not reflect the impact that material economic and market factors might have had on the advisors decision making if the advisor were actually managing client’s money. No representation is being made that any account, mutual fund, or other investment product will achieve performance results similar to those shown in this presentation. The index is total return; reflecting the reinvestment of dividends and capital gains and is presented in US dollars. As the Index uses a number of S&P Indexes that include equity and U.S. Treasuries over varying time periods, the S&P 500 is used solely for illustrative purposes and out-performance of the index should be compared to all of the securities (or S&P Indexes) used over the time periods. The information in this presentation is made available on an “as is”, without representation or warranty basis. The index performance results nor any opinion expressed herein constitutes a solicitation for the purchase or sale of any security.
The model, after achieving desired results, did not materially change. The horizontal graph uses an arbitrary starting point for all illustrative growth with a uniform starting point of 100 versus actual values for the Keystone Wealth AlphaRotation® Index and the related underlying market indexes. The purpose of the back-tested illustration is to test the investment ideas, investment strategy developed (and modifications) to achieve stated results. Past results, including hypothetical and back-tested results are not a guarantee or predictor of future results. Performance of the underlying candidate Indexes are provided to illustrate the performance to make the graph easier to read. Indexes cannot be invested in directly, do not have trading costs or fees associated with them and are total return (reinvestment of dividends and capital gains). S&P 500 Equal Weight Index (EWI) is the equal-weight version of the widely-used S&P 500. The index includes the same constituents as the capitalization weighted S&P 500, but each company in the S&P 500 EWI is allocated a fixed weight - or 0.2% of the index total at each quarterly rebalance. S&P EWI is owned by Standard and Poor’s. Standard & Poor's Completion PR Index comprises all members of the S&P TMI Index except for the current constituents of the S&P 500®. The index covers approximately 3000 constituents, offering investors broad exposure to mid, small, and micro cap companies. S&P Emerging BMI PR Index captures all companies domiciled in the emerging markets within the S&P Global BMI with a float-adjusted market capitalization of at least USD 100 million and a minimum annual trading liquidity of USD 50 million. The index is segmented by country/region, size (large, mid and small), style (value and growth), and GICS (sectors/industry groups). S&P Developed ex-U.S. BMI Index is a member of the S&P Global BMI series, and is a comprehensive benchmark including stocks from developed markets excluding the United States. The S&P/BGCantor U.S. Treasury Bond Index is comprised of sub-indices that are differentiated by the range of maturities of its constituents. This index seeks to measure the performance of the U.S. Treasury Bond market maturing in 20+ years. All data from S&P.
The Keystone Wealth AlphaRotation® Index (the “KWGLEQAR Index”) is the exclusive property of Keystone Wealth Advisors, LLC, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P”) to calculate and maintain the KWGLEQAR Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”) and “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are trademarks of S&P and/or its affiliates and third party licensors, and these trademarks have been licensed for use by Keystone Wealth Advisors, LLC. Neither S&P Dow Jones Indices, SPFS, nor any of their affiliates shall be liable for any errors or omissions in calculating the KWGLEQAR Index. KWGLEQAR Index is not sponsored, endorsed, sold or promoted by S&P, SPFS, or any of their affiliates (collectively, “S&P Dow Jones Indices Entities”). S&P Dow Jones Indices Entities do not make any representation or warranty, express or implied, to the owners of the KWGLEQAR Index or any member of the public regarding the advisability of investing in securities generally or in the Keystone Wealth AlphaRotation® Index particularly or the ability of the Index to track general market performance. S&P Dow Jones Indices Entities only relationship to Keystone Wealth Advisors, LLC with respect to the Index is the licensing of certain trademarks, service marks and trade names of S&P Dow Jones Indices Entities and for the provision of calculation and maintenance services related to the Index. S&P Dow Jones Indices Entities are not responsible for and have not participated in the determination of the prices and amount of the Keystone Wealth AlphaRotation® Strategy or any product based upon the KWGLEQAR Index or the timing of the issuance or sale of the Keystone Wealth AlphaRotation® Strategy or any other product based upon the KWGLEQAR Index or in the determination or calculation of the equation by which the Keystone Wealth AlphaRotation® Strategy or any other product based upon the KWGLEQAR Index is to be converted into cash. S&P Dow Jones Indices Entities have no obligation or liability in connection with the administration, marketing or trading of the Keystone AlphaRotation® Strategy or any product based upon the KWGLEQAR Index. S&P Dow Jones Indices LLC is not an investment advisor. Inclusion of a security within the Index is not a recommendation by S&P Dow Jones Indices Entities to buy, sell, or hold such security, nor is it considered to be investment advice. S&P DOW JONES INDICES ENTITIES DOES NOT GUARANTEE THE ADEQUACY, ACCURACY, TIMELINESS AND/OR THE COMPLETENESS OF THE INDEX OR ANY DATA RELATED THERETO OR ANY COMMUNICATION, INCLUDING BUT NOT LIMITED TO, ORAL OR WRITTEN COMMUNICATION (INCLUDING ELECTRONIC COMMUNICATIONS) WITH RESPECT THERETO. S&P DOW JONES INDICES ENTITIES SHALL NOT BE SUBJECT TO ANY DAMAGES OR LIABILITY FOR ANY ERRORS, OMISSIONS, OR DELAYS THEREIN. S&P DOW JONES INDICES ENTITIES MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES, OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE OR AS TO RESULTS TO BE OBTAINED BY KEYSTONE WEALTH ADVISORS, LLC, OWNERS OF THE PRODUCTS BASED ON THE KWGLEQAR INDEX, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE KWGLEQAR INDEX OR WITH RESPECT TO ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT WHATSOEVER SHALL S&P DOW JONES INDICES ENTITIES BE LIABLE FOR ANY INDIRECT, SPECIAL, INCIDENTAL, PUNITIVE, OR CONSEQUENTIAL DAMAGES INCLUDING BUT NOT LIMITED TO, LOSS OF PROFITS, TRADING LOSSES, LOST TIME ORGOODWILL, EVEN IF THEY HAVE BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES, WHETHER IN CONTRACT, TORT, STRICT LIABILITY, OR OTHERWISE.