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Disclosure

This website is for the purpose of information exchange. This is not a solicitation or offer to buy or sell any security. You must do your own due diligence and consult a professional investment advisor before making any investment decisions. The use of a proprietary technique, model or algorithm does not guarantee any specific or profitable results. Past performance is not indicative of future returns. The performance data presented are gross returns.

The risk of loss in trading securities can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. All information posted is believed to come from reliable sources. We do not warrant the accuracy or completeness of information made available and therefore will not be liable for any losses incurred.

The investment performance of Dynamic Alpha Indices and Dynamic Solution Indices is HYPOTHETICAL. It is based on the back tests of historical data. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the presentation of hypothetical performance results and all of which can adversely affect actual trading results.

In the back test, we use the data of underlying indices rather than EFTs to get longer histories. Some of the data do not go back to 1970s. In those situations, we use proxies or keep the data incomplete. Therefore, the early test results do not cover all the indices.

Note on Data

In this website, we used data of the underlying indices rather the ETFs to get longer histories. For some of the indices that do not have data dated back to 1970s, we used proxies, approximation or just left them incomplete. The following are the details:

(1) SP 500 Index: 1/1970-present; (2) Russell 2000 Index: 1/1979- present, proxy 1/1970-12/1978 SP500 Index; (3) EAFE Index: 1/1970-present; (4) MSCI Emerging Market Index: 1/1988-present, proxy 1/1970-12/1987 EAFE index; (5) FTSE Equity REIT: 1/1972-present; (6) JP Morgan Alerian MLP Index: 1/1996- present, proxy 1/1972-12/1995 REIT;  (7) London Gold Price: 1/1970-present; (8) SPGC Commodity Index: 1/1970-present; (9) Barclays Capital HY index: 07/1983- present, approximation: 01/1970-06/1983 0.5*Russell 2000+0.5*Barclays Aggregate Bond;  (10) Barclays Capital US Aggregate Index: 1/1976 – present, proxy 1/1973-12/1975 Barclays Treasury Index;  (11) Barclays Capital US TIPS Index: 3/1997-present, proxies 1/1973- 12/1975 Barclays Treasury Index, 1/1976-2/1997 Barclays Aggregate Index ;   (12) Barclays Capital US Treasury Index: 1/1973-present;  (13) Barclays Capital US Treasury 20YR+ Index: 2/1992-present, approximation: 1/1973-1/1992 3*Barclays Treasury Index – 2*3-Month Treasury Bill; (14) US Three-Month Bill: 1/1970-present; (15) Dow Jones Dividend Select Index: 2/1992 – present; (16) JP Morgan Emerging Market  Bond Index: 1/1998 – present, proxy 2/1992 – 12/1997 Barclays US High Yield Index. (Source: Bloomberg)

The indices shown here are not investable so Julex uses ETFs, ETNs, and registered funds to implement the investment strategy.  These investment vehicles have their own fees and costs associated with them and will not exactly match the performance of the index they represent.

ETFs and ETNs trade like stocks and may trade for less than their net asset value.

Reference to an index does not imply that the Julex portfolio will achieve returns, volatility, or other results similar to the index.

The composition of a benchmark index may not reflect the manner in which a Julex portfolio is constructed in relation to expected or achieved returns, investment holdings, portfolio guidelines, restrictions, sectors, correlations, concentrations, volatility, or tracking error targets, all of which are subject to change over time.

No representation or warranty is made to the reasonableness of the assumptions made or that all assumptions used to construct the performance provided have been stated or fully considered.

Market Commentaries

  • Julex Market Weekly 06-16-2013 | Global Stocks Dropped as Bank of Japan Disappointed Investors
  • Julex Market Weekly 06-09-2013 | US Stocks Rose the First Time in Three Weeks
  • Julex Market Weekly 06-02-2013 | US Stocks Declined for Another Week
  • Julex Market Weekly 05-26-2013 | US Stocks Declined From Record Highs
  • Julex Market Weekly 05-19-2013 | US Stocks Set Records Again
  • Julex Market Weekly 05-12-2013 | US Stocks Ended the Week at Record Levels Again
  • Julex Market Weekly 05-05-2013 | US Stocks Rose to Record Highs
  • Julex Market Weekly 04-28-2013 | Global Markets Rallied for the Week
  • Julex Market Weekly 04-21-2013 | Global Stocks Ended Lower for the Week
  • Julex Market Weekly 04-07-2013 | S&P 500 Had Worse Week in 2013

ETF Markets

SPY163.45  chart-2.285  chart -1.38%
IWM98.29  chart-1.22  chart -1.23%
EFA59.95  chart-1.14  chart -1.87%
VWO38.88  chart-1.28  chart -3.19%
VNQ68.57  chart-2.17  chart -3.07%
AMJ45.88  chart-0.45  chart -0.97%
GLD130.59  chart-1.54  chart -1.17%
GSG32.02  chart+0.03  chart +0.09%
JNK39.91  chart-0.51  chart -1.26%
AGG107.93  chart-0.73  chart -0.67%
TIP112.89  chart-1.52  chart -1.33%
IEF103.59  chart-1.44  chart -1.37%
TLT112.11  chart-1.17  chart -1.03%
SHV110.24  chart0.00  chart +0.00%
DVY64.55  chart-1.21  chart -1.84%
EMB110.47  chart-1.31  chart -1.17%
2013-06-19 16:00

News and Commentaries

  • Julex Market Weekly 06-16-2013 | Global Stocks Dropped as Bank of Japan Disappointed Investors
  • Julex Market Weekly 06-09-2013 | US Stocks Rose the First Time in Three Weeks
  • Julex Market Weekly 06-02-2013 | US Stocks Declined for Another Week

Thought Leadership

Julex provides forward-looking and thought-provoking perspectives on managed ETF and asset allocation strategies as well as the investment management industry. We encourage feedback from our colleagues and clients so we can work together to overcome the challenges facing the industry and find innovative solutions to serve the best interest of our clients. Please visit our Thought Leadership Library .

For More Information:

  • 857-453-6669
  • info@julexcapital.com
  • Contact Us

Investment Quote of the Month

    "Investing should be more like watching paint dry or watching grass grow. If you want excitement, take $800 and go to Las Vegas." -
---- Paul Samuelson
(c) 2012 Julex Capital Management, LLC
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