Asymmetry Investment Program™
Shell Capital Management, LLC has one of the longest running track records applying a quantitative global tactical rotation system to exchange traded securities. Mike Shell, President and Chief Investment Officer, is the portfolio manager.
The Asymmetry Investment Program™ is a Separate Managed Account program managed by Shell Capital Management, LLC. Investors’ accounts are owned and titled in their own name at a third-party custodian, independent of Shell Capital Management, LLC. A managed account offers complete transparency, individual security ownership, and the potential for tax management.
Objective:
The Asymmetry Investment Program™ has an absolute total return objective applying a proprietary multi-system, multi-market approach that pursues a positive asymmetric risk/return profile. That is, to create a positive return over a full market cycle and to create a positive imbalance of risk/reward; more total return, less downside risk.
The Asymmetry Investment Program™ takes asset management to a new level by actively controlling downside risk and dynamically adapting to evolving markets applying our disciplined quantitative Global Tactical Rotation systems.
Our systems are adaptive and flexible. They may apply various tactics in pursuit of our objective, such as multi-parameter relative strength, systematic trend following, momentum, and dynamic hedging active risk management. Global Tactical Rotation is a quantitative systematic rotation between multiple markets; cash, currency, global bonds, global stocks, and hard assets/commodities via exchange traded index funds (ETFs). We rotate to ETFs that are rising in price and reduce exposure by selling positions as they weaken. We believe that there are times to be in the market and times to be out. Instead of trying to time bottoms or tops, our systems adapt to directional price trends. We apply our trend following and rotational systems to a wide range of markets through a universe of more than 1,000 liquid exchange traded securities.
Asymmetry™ R15 is our longest running portfolio and represents the majority of our accounts. Asymmetry™ R15 is a defensive portfolio that actively manages risk. It is primarily designed for investors who want to maximize total return within a maximum drawdown tolerance of about -20%. Asymmetry™ R15 does not use margin or sell short. The universe is liquid exchange traded funds, which may include inverse ETFs. The composite of all accounts in the Asymmetry™ R15 portfolio is examined by an independent accountant, Ashland Partners & Co. LLP.
For more information, including a performance composite and our Asymmetry Investment Program™ brochure please contact us.
Asymmetry™, Asymmetry Investment Program™, and Asymmetry Capital Partners™ are registered trademarks of Shell Capital Management, LLC.
Investment results are probabilistic, not a sure thing. There is no guarantee that active asset management or any investment strategy will be successful. Investing involves risk including the potential loss of principal. No investment strategy can guarantee a profit or assure against loss. Risk should be managed, directed, and controlled, but such tactics are not guaranteed. Past performance is no guarantee of future results.