I N V E S T O R P R E S E N T A T I O N / 0 6 . 2 0 2 0 TABLE - - PowerPoint PPT Presentation
I N V E S T O R P R E S E N T A T I O N / 0 6 . 2 0 2 0 TABLE OF CONTENTS INTRODUCTION TO CORE ALTERNATIVE CAPITAL EXPERIENCED LEADERSHIP TEAM WHY CORE? HISTORICAL PERFORMANCE A BALANCE BETWEEN RISK AND RETURN INVESTMENT STRATEGY
I N V E S T O R P R E S E N T A T I O N / 0 6 . 2 0 2 0
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TABLE OF CONTENTS
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INTRODUCTION TO CORE ALTERNATIVE CAPITAL EXPERIENCED LEADERSHIP TEAM WHY CORE? HISTORICAL PERFORMANCE A BALANCE BETWEEN RISK AND RETURN INVESTMENT STRATEGY OVERVIEW CORE STRATEGY ACROSS MARKET ENVIRONMENTS MARKET SCENARIO EXAMPLES APPENDIX
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INTRODUCTION TO CORE ALTERNATIVE CAPITAL
2 Core Alternative marries the reliability of an experienced portfolio management team with a market-tested strategy, executed with disciplined consistency.
SPECIALIST STRATEGY ESTABLISHED LEADERSHIP David Pursell Danny Mack POTENTIAL COMPETITIVE ADVANTAGES Disciplined execution Reduced volatility Goal of producing Consistent Returns Transparent and Liquid
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EXPERIENCED LEADERSHIP TEAM
3 The Core Alternative portfolio management team has worked together since 2012. Their extensive experience covers risk, portfolio, and volatility management across a broad range of instruments and strategies, including derivatives, equities, private equity, venture capital,
real assets, and structured products. Their complementary skill sets and overlapping areas of expertise provide Core with exceptional stability and strength.
FOUNDER, CHIEF EXECUTIVE OFFICER AND LEAD PORTFOLIO MANAGER CHIEF OPERATING OFFICER AND PORTFOLIO MANAGER EXECUTIVE DIRECTOR
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WHY CORE?
4 At Core, we do not try to predict the future direction of the markets, rather we aim to participate in the future growth of US equities and attempt to harness volatility as a benefit rather than enduring it as a drag on performance.
CORE OFFERS NUMEROUS BENEFITS TO INVESTORS CONSISTENT PERFORMANCE: LIQUIDITY: COMPLEMENTARY ASSET ALLOCATION: VOLATILITY MANAGEMENT: DIVERSIFICATION: EXPERIENCED LEADERSHIP: DISCIPLINED EXECUTION:
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HISTORICAL PERFORMANCE
5 Since inception, CCOR has demonstrated a minimal correlation to both the S&P 500 Total Return Index and the Bloomberg Barclays US Aggregate Bond Index, with significantly less volatility than the S&P.
YTD 1 Month 3 Months 6 Months 1 Year 3 Years Annualized Since Inception Cumulative Since Inception Core Alternative ETF NAV Core Alternative ETF Price Barclays US Aggregate Bond Index S&P 500 Index 60/40 Blend of S&P 500 Index & Barclays US Aggregate Index
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HISTORICAL PERFORMANCE
6 Core’s all-weather strategy has produced relatively consistent returns across a range of market environments, making it a potential cornerstone in diversified portfolios. Developed for institutions and high net worth individuals with the dual objectives of capital
appreciation and volatility mitigation, Core has demonstrated its ability to provide additive alpha during rising, falling or volatile markets.
$1,170,621 $1,323,875 $1,150,067
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A BALANCE BETWEEN RISK AND RETURN
7 Since inception, CCOR has demonstrated a minimal correlation to both the S&P 500 Total Return Index and the Bloomberg Barclays US Aggregate Bond Index, with significantly less volatility than the S&P.
4.53% 10.65% 5.14% STANDARD DEVIATION ALPHA BETA CORRELATION SHARPE RATIO MAX DRAW- DOWN Core Alternative ETF S&P 500 Barclays Aggregate Bond STANDARD DEVIATION ALPHA BETA CORRELATION SHARPE RATIO MAX DRAW- DOWN Core Alternative ETF S&P 500 Barclays Aggregate Bond
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INVESTMENT STRATEGY OVERVIEW
▪ ▪
8 CCOR is designed with the goals:
OBJECTIVES
US equities
EQUITY MOVEMENTS VOLATILITY EXOGENOUS EVENTS MINIMIZE THE NEGATIVE EFFECTS OF:
+ +
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CORE ALT STRATEGY ACROSS MARKET ENVIRONMENTS
9 CCOR’s approach is dynamic: when markets are rising, we actively attempt to minimize the drag created by our protective puts and to capture a portion of the uptrend; when markets are falling and other investors are growing fearful, our options are designed to profit and
reduce the losses that may be experienced in our equities.
PERFORMANCE DRIVERS RISING MARKET FALLING MARKET VOLATILE MARKET MARKET SCENARIO POTENTIAL PORTFOLIO PROTECTION
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UP MARKET EXAMPLE
BULLISH ENVIRONMENT: 5/24/17 – 12/31/17^
10 Core’s strategy has historically provided positive returns during sustained market uptrends.
3.68% 12.52% 1.53%
15% 13% 11% 9% 7% 5% 3% 1%
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DOWN MARKET EXAMPLE
LONGEST MARKET DOWNTURN ITD: 9/20/18 THROUGH 12/24/18^
11 Core’s strategy is designed to provide portfolio protection during market declines.
1.61% 2.63%
5% 0%
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COMBINATION MARKET EXAMPLE
COMBINATION ENVIRONMENT: 6/30/18 – 12/31/18^
12 Core’s strategy has demonstrated that it can produce positive returns across a range of market conditions.
1.65% 9.92%
15% 10% 5% 0%
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RECENT DOWN MARKET EXAMPLE
LARGEST MARKET DOWNTURN ITD: 12/31/19 THROUGH 3/31/20
13 Core’s strategy is designed to provide portfolio protection during market declines.
3.15% 2.44%
10% 5% 0%
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MANAGEMENT BIOGRAPHIES
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CEO AND PORTFOLIO MANAGER COO AND PORTFOLIO MANAGER EXECUTIVE DIRECTOR
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HISTORICAL PERFORMANCE
JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD* Core NAV 1.71%
0.28% Core Price 0.48%
0.14% S&P 500 12.82% 4.76% 1.99%
Barc Agg 1.78% 0.47% 0.63% 6.14% 60/40 Blend 8.40% 3.04% 1.45% 0.60% Core NAV 5.54% Core Price 6.03% S&P 500 31.49% Barc Agg 8.72% 60/40 Blend 22.38% Core NAV 4.87% Core Price 4.64% S&P 500
Barc Agg 0.01% 60/40 Blend
Core NAV 3.31% Core Price 3.68% S&P 500 12.52% Barc Agg 1.53% 60/40 Blend 8.12%
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Trading/Operational Inquiries
COO and Portfolio Manager
CONTACT INFORMATION
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CORE ALTERNATIVE CAPITAL CEO and Portfolio Manager 3930 E. JONES BRIDGE RD SUITE 380 PEACHTREE CORNERS, GA 30092
Investor Inquiries
Executive Director
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GLOSSARY
ALPHA: BETA: CALLS: CORRELATION: MAX DRAWDOWN: PUTS: SHARPE RATIO: STANDARD DEVIATION:
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DISCLOSURES
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