September 30, 2019 Fact Sheets - The Cabana Group

Target Drawdown Series

September 30, 2019

Fact Sheets

Beginning in 2012, Cabana employed its proprietary Cyclical Asset Reallocation Algorithm (CARA) to change the way investors think about

risk through the first ever Target Drawdown Series of Portfolios. Learn more at:

target-drawdown-series

CABANA



What is Target Drawdown?

All Cabana portfolios are constructed with the primary goal of avoiding or minimizing losses where possible, and especially losses that exceed the applicable target drawdown parameter.

Drawdown is the maximum amount an investment can be expected to fall from peak to trough. This method of drawdown measurement creates a "high-water mark" for the portfolio.

Cabana numerically quanties acceptable levels of risk at the onset of the investment process and strives to stay within that percentage (or "target drawdown").

Returns are calculated monthly for purposes of determining the drawdown of the portfolio.

Riskalyze

Risk Number Portfolio Name

Primary Benchmark

Most suitable for...

#Cabana5

Target Drawdown Income 5

Morningstar Moderately Conservative TR

Conservative investors with a short time horizon, and/or those currently taking income.

Target Drawdown 7 #Cabana7

Morningstar Moderate TR

Conservative investors who prioritize capital preservation, with growth a secondary concern.

Target Drawdown 10 #Cabana10

Morningstar Moderate TR

Investors seeking risk-controlled growth.

Target Drawdown 13 #Cabana13

Morningstar Moderately Aggressive TR

Investors who prioritize growth, with protection of capital a secondary concern.

Target Drawdown 16 #Cabana16

Morningstar Aggressive TR

Investors seeking growth of capital who are willing to assume a higher level of volatility.

Target Drawdown 20 #Cabana20

Morningstar Aggressive TR

Only for those investors seeking the highest level of growth and are willing to assume a high level of volatilty.

Please refer to Page 10 for important disclaimers.

Quick Facts

Portfolio Manager: Minimum Investment: Target Drawdown: Inception Date:

Cabana

September 2019

TARGET DRAWDOWN 7

The Target Drawdown 7 is one of seven portfolios in Cabana's Target Drawdown Series. The objective of the portfolio is to seek a limited volatility range ("target drawdown") of seven percent (7%) from peak to trough. The asset allocation is inherently weighted toward low beta asset classes, such as corporate grade bonds, treasuries and dividend-paying equities. This portfolio strives to emphasize stability throughout the economic cycle and protection of capital, as well as accumulation of bond interest and equity dividends. All Cabana portfolios are considered Core All Asset Tactical and provide viable options for most long-term investors. Prior to December 2018, this portfolio was known as Cabana's Conservative Target Drawdown Portfolio.

G. Chadd Mason $25,000

Drawdown Statistics

Max Drawdown Max Drawdown # of Periods

-7.41% 11

Standard Deviation

Std Dev 1 Yr (Mo-End) Std Dev 3 Yr (Mo-End)

9.19% 7.20%

7%

Max Drawdown Peak Date

02/2018

Std Dev 5 Yr (Mo-End)

NA

October 1, 2016

Max Drawdown Valley Date

12/2018

Annual Returns

Fund Name Target Drawdown 7 Gross Target Drawdown 7 Net Morningstar Moderate TR S&P 500 TR USD Morningstar Category: Tactical Allocation

2019 14.99% 13.28% 13.40% 20.40% 9.89%

2018 -2.98% -4.90% -4.76% -6.35% -7.68%

2017 16.69% 14.38% 14.66% 21.09% 12.32%

2016 -2.75% -3.24% 0.38% 3.95% 0.35%

Trailing Returns

Fund Name Target Drawdown 7 Gross Target Drawdown 7 Net Morningstar Moderate TR S&P 500 TR USD Morningstar Category: Tactical Allocation

5 1 Year 3 Year Year Since Inception 9.28% 8.18% N/A 8.18% 7.11% 6.04% N/A 6.04% 5.68% 7.52% N/A 7.52% 3.51% 12.38% N/A 12.38% -0.27% 4.57% N/A 4.57%

Risk Statistics Since inception: October 1, 2016

Fund Name

Alpha Beta

Sharpe Up Capture Down

Ratio Ratio

Capture Ratio

Morningstar Moderate TR

1.01% 94.16% 0.93

96.14%

83.67%

S&P 500 TR USD

1.40% 48.65% 0.93

45.83%

44.60%

Morningstar Category: Tactical 3.94% 89.18% 0.93 Allocation

107.47% 65.26%

Growth of $1,000

Drawdown

Please refer to Page 10 for important disclaimers.

Quick Facts

Portfolio Manager: Minimum Investment: Target Drawdown: Inception Date:

Cabana

September 2019

TARGET DRAWDOWN 10

The Target Drawdown 10 is the original of the seven portfolios in Cabana's Target Drawdown Series. All other Target Drawdown Portfolios are a variation of the Target Drawdown 10 and have been constructed by adjusting the drawdown parameters to the desired volatility range. The objective of the portfolio is to seek a limited volatility range ("target drawdown") of ten percent (10%) from peak to trough. The asset allocation is primarily distributed among major asset classes with a sensitivity to market downturn. This portfolio may contain inversely and non-correlated assets throughout the economic cycle. Additional stability is sought through the accumulation of bond interest and equity dividends. All Cabana portfolios are considered Core All Asset Tactical and provide viable options for most long-term investors. Prior to December 2018, this portfolio was known as Cabana's Moderate Core Tactical Portfolio. It is rated five stars overall by Morningstar, Inc.

G. Chadd Mason $25,000

Drawdown Statistics

Max Drawdown Max Drawdown # of Periods

-9.53% 11

Standard Deviation

Std Dev 1 Yr (Mo-End) Std Dev 3 Yr (Mo-End)

12.10% 8.95%

10%

Max Drawdown Peak Date

02/2018

Std Dev 5 Yr (Mo-End)

8.93%

January 1, 2012

Max Drawdown Valley Date

12/2018

Annual Returns

Fund Name Target Drawdown 10 Gross Target Drawdown 10 Net Morningstar Moderate TR S&P 500 TR USD Morningstar Category: Tactical Allocation

2019 2018 2017 2016 2015 2014 2013 2012 15.55% -4.42% 20.32% 4.18% 3.48% 7.07% 2.84% 12.51% 13.83% -6.31% 17.74% 1.11% 0.42% 3.91% -0.19% 9.19% 13.40% -4.76% 14.66% 8.57% -1.79% 4.89% 14.31% 12.04% 20.40% -6.35% 21.09% 12.00% 1.23% 13.46% 32.31% 15.99% 9.89% -7.68% 12.32% 6.16% -5.88% 2.74% 8.47% 9.28%

The Target Drawdown 10 is rated five stars overall by Morningstar, Inc. ID: F000010FNU

Trailing Returns

Fund Name Target Drawdown 10 Gross Target Drawdown 10 Net Morningstar Moderate TR S&P 500 TR USD Morningstar Category: Tactical Allocation

1 Year 3 Year 5 Year Since Inception 5.83% 9.09% 8.10% 7.68% 3.73% 6.78% 5.45% 4.85% 5.68% 7.52% 5.96% 7.68% 3.51% 12.38% 10.18% 13.65% -0.27% 4.57% 2.72% 4.31%

Risk Statistics Since inception: January 1, 2012

Fund Name

Alpha Beta

Sharpe Up Capture Down

Ratio Ratio

Capture Ratio

Morningstar Moderate TR

0.77% 89.16% 0.83

97.04%

96.64%

S&P 500 TR USD

0.47% 50.62% 0.83

36.38%

65.66%

Morningstar Category: Tactical 3.61% 93.71% 0.83 Allocation

124.03% 82.95%

Growth of $1,000

Drawdown

Please refer to Page 10 for important disclaimers.

Quick Facts

Portfolio Manager: Minimum Investment: Target Drawdown: Inception Date:

Cabana

September 2019

TARGET DRAWDOWN 13

The Target Drawdown 13 is one of seven portfolios in Cabana's Target Drawdown Series. The objective of the Target Drawdown 13 is to seek a limited volatility range ("target drawdown") of thirteen percent (13%) from peak to trough. The portfolio is invested across the spectrum of primary asset classes like equities, bonds, real estate and commodities, based on each phase of the economic cycle. Its allocation allows for potential capital appreciation of growth assets during times of favorable conditions, while maintaining relative stability through exposure to inversely or non-correlated assets during periods of less favorable market conditions. All Cabana portfolios are considered Core All Asset Tactical and provide viable options for most long-term investors. Prior to December 2018, this portfolio was known as Cabana's Balanced Core Tactical Portfolio.

G. Chadd Mason

Drawdown Statistics

Max Drawdown

-12.09%

Standard Deviation

Std Dev 1 Yr (Mo-End)

14.78%

$25,000

Max Drawdown # of Periods

11

Std Dev 3 Yr (Mo-End)

9.97%

13%

Max Drawdown Peak Date

02/2018

Std Dev 5 Yr (Mo-End)

NA

October 1, 2016

Max Drawdown Valley Date

12/2018

Annual Returns

Fund Name Target Drawdown 13 Gross Target Drawdown 13 Net Morningstar Moderately Aggressive TR S&P 500 TR USD Morningstar Category: Tactical Allocation

2019 14.65% 12.94% 15.47% 20.40% 9.89%

2018 -7.90% -9.73% -6.74% -6.35% -7.68%

2017 22.60% 20.18% 18.89% 21.09% 12.32%

2016 -0.47% -0.97% 1.39% 3.95% 0.35%

Trailing Returns

Fund Name Target Drawdown 13 Gross Target Drawdown 13 Net Morningstar Moderately Aggressive TR S&P 500 TR USD Morningstar Category: Tactical Allocation

5 1 Year 3 Year Year Since Inception 2.12% 8.81% N/A 8.81% 0.10% 6.66% N/A 6.66% 4.30% 9.09% N/A 9.09% 3.51% 12.38% N/A 12.38% -0.27% 4.57% N/A 4.57%

Risk Statistics Since inception: October 1, 2016

Fund Name

Alpha Beta

Up Sharpe Capture Ratio Ratio

Morningstar Moderately Aggressive TR

-0.88% 108.00% 0.75 101.76%

S&P 500 TR USD

-0.95% 75.97% 0.75 68.30%

Morningstar Category: Tactical 3.23% 132.81% 0.75 Allocation

160.18%

Down Capture Ratio 105.13%

80.59% 117.92%

Growth of $1,000

Drawdown

Please refer to Page 10 for important disclaimers.

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