American Funds - Brinker Capital
American Funds
Risk Budget 100
June 30, 2021
Portfolio overview*
n Targets a risk level similar to a 100% allocation to a globally diversified equity benchmark
n Actively managed allocation utilizing American Funds?
n Risk budgeting methodology pairs a disciplined risk management system with a flexible approach to asset allocation
Key statistics
Inception date Number of holdings Yield Internal expense ratio Beta vs. S&P 500 (5 year)
April 2002 8
1.25% 0.50%
0.90
About Brinker Capital Investments
Brinker Capital Investments, a brand entity of Orion Advisor Solutions, provides individual clients with an institutional, multi-asset class investment experience by using a highly strategic, disciplined approach. By continually enhancing and applying these principles, we strive to deliver better outcomes for investors.
Portfolio management team
Grant Engelbart, CFA, CAIA, Sr. Portfolio Manager n 12 years industry experience n BBA, University of Nebraska
Michael Hadden, CFA, Portfolio Manager n 4 years industry experience n BS, University of Nebraska
Asset class breakdown
n Domestic Equity n International Equity n Global Equity
Portfolio holdings
Domestic Equity Washington Mutual Investors Fund The Investment Company of America? Fundamental Investors? The New Economy Fund? International Equity American Funds Developing World Gr & Inc International Growth and Income Fund Global Equity SMALLCAP World Fund? New Perspective Fund?
Weight 49% 35% 16%
Weight 49.00% 16.00% 11.00% 11.00% 11.00% 35.00% 20.00% 15.00% 16.00% 11.00%
5.00%
The holdings supplied are a complete list as of 6/30/2021. These may change prior to investment and are subject to change at any time. Allocations may not add to totals due to rounding of asset class and fund allocation percentages and an allocation to cash. Beta: A measure of a portfolio's sensitivity to market movements, measured against the S&P 500. Yield: The income return on an investment, such as the interest or dividends received from holding a particular security. * Represents the investment goals of the portfolio. There is no guarantee a portfolio will achieve its stated objectives.
For use in a one-on-one presentation with sophisticated investors.
// 800.333.4573
Growth of $100,000 (Gross) over a 10 year period
$450,000 $400,000 $350,000 $300,000 $250,000 $200,000 $150,000 $100,000
$50,000 Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18 Jun-19 Jun-20 Jun-21
Ending values as of June 30, 2021
Strategy
$314,406
Russell 3000 $394,045
ACWI ex US
$177,900
Barclays Agg $139,617
Annualized performance (Gross, trailing as of quarter-end)
QTD
YTD 1 Year 3 Year 5 Year 10 Year
SI
Strategy
6.45% 14.74% 43.51% 16.34% 15.81% 12.14% 10.16%
Russell 3000 8.24% 15.11% 44.16% 18.73% 17.89% 14.70%
9.92%
ACWI ex US
5.64% 9.45% 36.29% 9.88% 11.59% 5.93%
7.52%
Barclays Agg 1.83% -1.60% -0.33% 5.34% 3.03% 3.39%
4.41%
Standard deviation
1 Year 3 Year 5 Year 13.17% 17.29% 14.06% 14.33% 19.15% 15.52% 14.09% 17.35% 14.46%
3.07% 3.44% 3.23%
SI 14.69% 15.13% 17.07%
3.37%
Calendar year performance (Gross)
2011
2012
2013
Strategy
-6.02% 17.99% 30.49%
Russell 3000
1.03% 16.42% 33.55%
ACWI ex US -13.33% 17.39% 15.78%
Barclays Agg
7.84%
4.21% -2.02%
2014 6.94% 12.56% -3.44% 5.97%
2015 0.24% 0.48% -5.25% 0.55%
2016 7.30% 12.74% 5.01% 2.65%
2017 25.88% 21.13% 27.77%
3.54%
2018 -8.37% -5.24% -13.77% 0.01%
2019 25.66% 31.02% 22.13%
8.72%
2020 18.54% 20.89% 11.13%
7.51%
The chart reflects a hypothetical $100,000 investment made at inception with no additional trading and all dividends reinvested. Past performance is no guarantee of future results or trends. The performance returns provided for the Investment Strategy are composed of accounts that were open for the full period and are invested in mutual funds according to the asset allocation policy for the recommended Investment Strategy. Performance and standard deviation for periods greater than one year are annualized. Standard Deviation: A statistical measure of volatility indicates the "risk" associated with a return series. The lower the number the less volatility. Detailed information regarding the Investment Strategy composite is available upon request. On April 10, 2003, Clarke Lanzen Skalla Investment Firm, Inc. changed its form of organization from a corporation to a limited liability company. It was known as CLS Investments, LLC. from this change until September 24, 2020, and is now known as Brinker Capital Investments, LLC (Brinker Capital). Brinker Capital relies on the performance data of its predecessors. The composite returns are based on actual market values and are weighted accordingly. All return calculations are in US Dollars and include all paid and accrued dividends and interest as well as the reinvestment of dividends when applicable. Certain holdings included in the performance information may no longer be available for purchase and may not be included in the recommended Investment Strategy. Brinker Capital may also determine to replace a holding due to a change in management or based upon Brinker Capital's evaluation of performance. Since Brinker Capital retains full discretion to add or replace holdings in which the account is invested and to change the allocation among such holdings, the historical performance of the Investment Strategy may reflect the performance of holdings which are no longer included in the recommended Investment Strategy. Furthermore, past performance of the Investment Strategy is not a guarantee of future results or trends. Returns are calculated gross (before the deduction) of advisory fees payable to Brinker Capital and any other expenses for services not covered by the advisory fee including administrative costs, which would reduce your return. Brinker Capital's fee does not include the internal management fees and operating expenses of mutual funds in which a client's account is invested, which are reflected in the performance information contained herein. Brinker Capital's fees are disclosed in Part 2A of its Form ADV. The net effect of the deduction of Brinker Capital's fees on annualized performance, including the compounded effect over time, is determined by the relative size of the fee and the account's investment performance. The chart in the bottom right depicts the effect of a 1.5% management fee on the growth of one dollar over a ten-year period at 10% (8.5% after fees), 5% (3.5% after fees) and 3% (1.5% after fees), assumed rates of return. Looked at another way, $50,000.00 invested at 10% for ten years would grow to $129,687; at 8.5% it would grow to $113,049; at 5% for ten years it would grow to $81,445; at 3.5% it would grow to $70,530; at 3% it would grow to $67,196; and at 1.5% it would grow to $58,027. Brinker Capital is solely responsible for the fund selection and construction of the portfolios and that neither American Funds Distributors, Inc. or its affiliates is involved in such activities. As a strategist, Brinker Capital creates and updates a model portfolio utilizing various mutual funds, exchange traded funds (ETFs) or stocks and delivers the model portfolio to platforms for implementation. Your account may not contain certain securities due to their availability and substitute securities will be selected at Brinker Capital's discretion. All investments involve risk including loss of principal. Foreign securities involve additional risks, including foreign currency changes, political risks, foreign taxes, and different methods of accounting and financial reporting. Fixed income investments are subject to interest rate and credit risks. Alternative investment strategies are speculative, not suitable for all clients, and intended for experienced and sophisticated investors who are willing to bear the high economic risks of the investment. Mutual fund and ETF performance information is based upon published performance of the mutual funds or ETFs, which must be calculated by the funds in accordance with rules and regulations promulgated by the Securities and Exchange Commission.
Indices: Figures for the indices reflect the reinvestment of dividends but do not reflect any management fees, transaction costs or expenses, which would reduce
returns. Indices are unmanaged and an investor cannot invest directly in an index. Russell 3000: A market capitalization weighted equity index maintained by the
Russell Investment Group that seeks to be a benchmark of the entire US stock market. This index encompasses the 3,000 largest US-traded stocks, in which the
underlying companies are all incorporated in the US MSCI All Country World Index Ex USA: A market-capitalization-weighted index maintained by MSCI Inc. and
designed to provide a broad measure of stock performance throughout the world, with the exception of US-based companies. The MSCI All Country World Index ExUS includes both developed and emerging markets. Bloomberg Barclays US
Year 1 10.0% 1.10
2 1.21
3 1.33
4 1.46
5 1.61
6 1.77
7 1.95
8 2.14
9 2.36
10 2.59
Aggregate: A market capitalization-weighted index, maintained by Bloomberg 8.5% 1.09 1.18 1.28 1.39 1.50 1.63 1.77 1.92 2.08 2.26
Barclays, and is often used to represent investment grade bonds being traded in 5.0% 1.05 1.10 1.16 1.22 1.28 1.34 1.41 1.48 1.55 1.63
United States. HFRX Global Hedge Fund Index (USD): An asset weighted index 3.5% 1.04 1.07 1.11 1.15 1.19 1.23 1.27 1.32 1.36 1.41
comprised of all eligible hedge fund strategies, designed to be representative of 3.0% 1.03 1.06 1.09 1.13 1.16 1.19 1.23 1.27 1.30 1.34
the overall composition of the hedge fund universe. Brinker Capital Investments, LLC., a registered investment advisor.
1.5% 1.02 1.03 1.05 1.06 1.08 1.09 1.11 1.13 1.14 1.16
For use in a one-on-one presentation with sophisticated investors. FS_AMER_RB100
// 800.333.4573
American Funds
Risk Budget 85
June 30, 2021
Portfolio overview*
n Targets a risk level similar to an 85% allocation to a globally diversified equity benchmark
n Actively managed allocation utilizing American Funds?
n Risk budgeting methodology pairs a disciplined risk management system with a flexible approach to asset allocation
Key statistics
Inception date Number of holdings Yield Internal expense ratio Beta vs. S&P 500 (5 year)
April 2002 9
1.55% 0.47%
0.81
About Brinker Capital Investments
Brinker Capital Investments, a brand entity of Orion Advisor Solutions, provides individual clients with an institutional, multi-asset class investment experience by using a highly strategic, disciplined approach. By continually enhancing and applying these principles, we strive to deliver better outcomes for investors.
Portfolio management team
Grant Engelbart, CFA, CAIA, Sr. Portfolio Manager n 12 years industry experience n BBA, University of Nebraska
Michael Hadden, CFA, Portfolio Manager n 4 years industry experience n BS, University of Nebraska
Asset class breakdown
n Domestic Equity n International Equity n Fixed Income n Asset Allocation n Global Equity
Portfolio holdings
Domestic Equity American Mutual Fund? The New Economy Fund? Fundamental Investors? The Investment Company of America? International Equity American Funds Developing World Gr & Inc International Growth and Income Fund Fixed Income Short-Term Bond Fund of America? Asset Allocation The Income Fund of America? Global Equity SMALLCAP World Fund?
Weight 50% 33% 3% 6% 8%
Weight 50.00% 28.00%
9.00% 7.00% 6.00% 33.00% 19.00% 14.00% 3.00% 3.00% 6.00% 6.00% 8.00% 8.00%
The holdings supplied are a complete list as of 6/30/2021. These may change prior to investment and are subject to change at any time. Allocations may not add to totals due to rounding of asset class and fund allocation percentages and an allocation to cash. Beta: A measure of a portfolio's sensitivity to market movements, measured against the S&P 500. Yield: The income return on an investment, such as the interest or dividends received from holding a particular security. * Represents the investment goals of the portfolio. There is no guarantee a portfolio will achieve its stated objectives.
For use in a one-on-one presentation with sophisticated investors.
// 800.333.4573
Growth of $100,000 (Gross) over a 10 year period
$450,000 $400,000 $350,000 $300,000 $250,000 $200,000 $150,000 $100,000
$50,000 Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18 Jun-19 Jun-20 Jun-21
Ending values as of June 30, 2021
Strategy
$279,272
Russell 3000 $394,045
ACWI ex US
$177,900
Barclays Agg $139,617
Annualized performance (Gross, trailing as of quarter-end)
QTD
YTD 1 Year 3 Year 5 Year 10 Year
SI
Strategy
5.58% 13.46% 37.27% 14.12% 13.80% 10.82%
9.23%
Russell 3000 8.24% 15.11% 44.16% 18.73% 17.89% 14.70%
9.92%
ACWI ex US
5.64% 9.45% 36.29% 9.88% 11.59% 5.93%
7.52%
Barclays Agg 1.83% -1.60% -0.33% 5.34% 3.03% 3.39%
4.41%
Standard deviation
1 Year 3 Year 5 Year 11.86% 15.53% 12.66% 14.33% 19.15% 15.52% 14.09% 17.35% 14.46%
3.07% 3.44% 3.23%
SI 13.67% 15.13% 17.07%
3.37%
Calendar year performance (Gross)
2011
2012
2013
Strategy
-5.14% 17.14% 26.48%
Russell 3000
1.03% 16.42% 33.55%
ACWI ex US -13.33% 17.39% 15.78%
Barclays Agg
7.84%
4.21% -2.02%
2014 6.54% 12.56% -3.44% 5.97%
2015 0.03% 0.48% -5.25% 0.55%
2016 7.31% 12.74% 5.01% 2.65%
2017 23.30% 21.13% 27.77%
3.54%
2018 -7.27% -5.24% -13.77% 0.01%
2019 23.26% 31.02% 22.13%
8.72%
2020 13.43% 20.89% 11.13%
7.51%
The chart reflects a hypothetical $100,000 investment made at inception with no additional trading and all dividends reinvested. Past performance is no guarantee of future results or trends. The performance returns provided for the Investment Strategy are composed of accounts that were open for the full period and are invested in mutual funds according to the asset allocation policy for the recommended Investment Strategy. Performance and standard deviation for periods greater than one year are annualized. Standard Deviation: A statistical measure of volatility indicates the "risk" associated with a return series. The lower the number the less volatility. Detailed information regarding the Investment Strategy composite is available upon request. On April 10, 2003, Clarke Lanzen Skalla Investment Firm, Inc. changed its form of organization from a corporation to a limited liability company. It was known as CLS Investments, LLC. from this change until September 24, 2020, and is now known as Brinker Capital Investments, LLC (Brinker Capital). Brinker Capital relies on the performance data of its predecessors. The composite returns are based on actual market values and are weighted accordingly. All return calculations are in US Dollars and include all paid and accrued dividends and interest as well as the reinvestment of dividends when applicable. Certain holdings included in the performance information may no longer be available for purchase and may not be included in the recommended Investment Strategy. Brinker Capital may also determine to replace a holding due to a change in management or based upon Brinker Capital's evaluation of performance. Since Brinker Capital retains full discretion to add or replace holdings in which the account is invested and to change the allocation among such holdings, the historical performance of the Investment Strategy may reflect the performance of holdings which are no longer included in the recommended Investment Strategy. Furthermore, past performance of the Investment Strategy is not a guarantee of future results or trends. Returns are calculated gross (before the deduction) of advisory fees payable to Brinker Capital and any other expenses for services not covered by the advisory fee including administrative costs, which would reduce your return. Brinker Capital's fee does not include the internal management fees and operating expenses of mutual funds in which a client's account is invested, which are reflected in the performance information contained herein. Brinker Capital's fees are disclosed in Part 2A of its Form ADV. The net effect of the deduction of Brinker Capital's fees on annualized performance, including the compounded effect over time, is determined by the relative size of the fee and the account's investment performance. The chart in the bottom right depicts the effect of a 1.5% management fee on the growth of one dollar over a ten-year period at 10% (8.5% after fees), 5% (3.5% after fees) and 3% (1.5% after fees), assumed rates of return. Looked at another way, $50,000.00 invested at 10% for ten years would grow to $129,687; at 8.5% it would grow to $113,049; at 5% for ten years it would grow to $81,445; at 3.5% it would grow to $70,530; at 3% it would grow to $67,196; and at 1.5% it would grow to $58,027. Brinker Capital is solely responsible for the fund selection and construction of the portfolios and that neither American Funds Distributors, Inc. or its affiliates is involved in such activities. As a strategist, Brinker Capital creates and updates a model portfolio utilizing various mutual funds, exchange traded funds (ETFs) or stocks and delivers the model portfolio to platforms for implementation. Your account may not contain certain securities due to their availability and substitute securities will be selected at Brinker Capital's discretion. All investments involve risk including loss of principal. Foreign securities involve additional risks, including foreign currency changes, political risks, foreign taxes, and different methods of accounting and financial reporting. Fixed income investments are subject to interest rate and credit risks. Alternative investment strategies are speculative, not suitable for all clients, and intended for experienced and sophisticated investors who are willing to bear the high economic risks of the investment. Mutual fund and ETF performance information is based upon published performance of the mutual funds or ETFs, which must be calculated by the funds in accordance with rules and regulations promulgated by the Securities and Exchange Commission.
Indices: Figures for the indices reflect the reinvestment of dividends but do not reflect any management fees, transaction costs or expenses, which would reduce
returns. Indices are unmanaged and an investor cannot invest directly in an index. Russell 3000: A market capitalization weighted equity index maintained by the
Russell Investment Group that seeks to be a benchmark of the entire US stock market. This index encompasses the 3,000 largest US-traded stocks, in which the
underlying companies are all incorporated in the US MSCI All Country World Index Ex USA: A market-capitalization-weighted index maintained by MSCI Inc. and
designed to provide a broad measure of stock performance throughout the world, with the exception of US-based companies. The MSCI All Country World Index ExUS includes both developed and emerging markets. Bloomberg Barclays US
Year 1 10.0% 1.10
2 1.21
3 1.33
4 1.46
5 1.61
6 1.77
7 1.95
8 2.14
9 2.36
10 2.59
Aggregate: A market capitalization-weighted index, maintained by Bloomberg 8.5% 1.09 1.18 1.28 1.39 1.50 1.63 1.77 1.92 2.08 2.26
Barclays, and is often used to represent investment grade bonds being traded in 5.0% 1.05 1.10 1.16 1.22 1.28 1.34 1.41 1.48 1.55 1.63
United States. HFRX Global Hedge Fund Index (USD): An asset weighted index 3.5% 1.04 1.07 1.11 1.15 1.19 1.23 1.27 1.32 1.36 1.41
comprised of all eligible hedge fund strategies, designed to be representative of 3.0% 1.03 1.06 1.09 1.13 1.16 1.19 1.23 1.27 1.30 1.34
the overall composition of the hedge fund universe. Brinker Capital Investments, LLC., a registered investment advisor.
1.5% 1.02 1.03 1.05 1.06 1.08 1.09 1.11 1.13 1.14 1.16
For use in a one-on-one presentation with sophisticated investors. FS_AMER_RB85
// 800.333.4573
American Funds
Risk Budget 70
June 30, 2021
Portfolio overview*
n Targets a risk level similar to an 70% allocation to a globally diversified equity benchmark
n Actively managed allocation utilizing American Funds?
n Risk budgeting methodology pairs a disciplined risk management system with a flexible approach to asset allocation
Key statistics
Inception date Number of holdings Yield Internal expense ratio Beta vs. S&P 500 (5 year)
April 2002 10
1.64% 0.43%
0.67
About Brinker Capital Investments
Brinker Capital Investments, a brand entity of Orion Advisor Solutions, provides individual clients with an institutional, multi-asset class investment experience by using a highly strategic, disciplined approach. By continually enhancing and applying these principles, we strive to deliver better outcomes for investors.
Portfolio management team
Grant Engelbart, CFA, CAIA, Sr. Portfolio Manager n 12 years industry experience n BBA, University of Nebraska
Michael Hadden, CFA, Portfolio Manager n 4 years industry experience n BS, University of Nebraska
Asset class breakdown
n Domestic Equity n International Equity n Fixed Income n Asset Allocation n Global Equity
Portfolio holdings
Domestic Equity American Mutual Fund? The New Economy Fund? Fundamental Investors? The Investment Company of America? International Equity American Funds Developing World Gr & Inc International Growth and Income Fund Fixed Income Short-Term Bond Fund of America? The Bond Fund of America? Asset Allocation The Income Fund of America? Global Equity SMALLCAP World Fund?
Weight 39% 27% 18% 11% 5%
Weight 39.00% 23.00%
7.00% 5.00% 4.00% 27.00% 16.00% 11.00% 18.00% 10.00% 8.00% 11.00% 11.00% 5.00% 5.00%
The holdings supplied are a complete list as of 6/30/2021. These may change prior to investment and are subject to change at any time. Allocations may not add to totals due to rounding of asset class and fund allocation percentages and an allocation to cash. Beta: A measure of a portfolio's sensitivity to market movements, measured against the S&P 500. Yield: The income return on an investment, such as the interest or dividends received from holding a particular security. * Represents the investment goals of the portfolio. There is no guarantee a portfolio will achieve its stated objectives.
For use in a one-on-one presentation with sophisticated investors.
// 800.333.4573
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