RESOLVE EXCLUSIVE CONTENT

ReSolve stands for evidence-based decision making, and that means making as much information as possible available to advisors and investors so that they can make informed choices about how ReSolve solutions fit into portfolios. The site is limited at the moment, but we intend to add features steadily in coming weeks and months to ensure we are consistently offering tools and resources to help you make thoughtful decisions.
 

Below you will find a list of available ReSolve mandates and their backtests. Please note that these tests will never match exactly the results of their live counterparts due to differences in frequency of rebalances, execution dates, possible differences in ETF’s used in live mandates, trading costs and fees. For Investment Advisors looking to partner with ReSolve to provide our solutions to their clients we are happy to provide data such as historical daily or monthly total returns, portfolio weights through time, and other information as well. Please reach out to us directly with a specific request and after a brief vetting process we will attempt to fulfill your request in a timely manner.

Finally, it is important to note that there is a large and dangerous gap between the best and worst that backtesting has to offer. To bridge this gap and ensure that visitors are using the information in this portal with eyes wide open we wrote an important post on the topic called   The Usefulness and Uselessness of Backtests  that we would consider mandatory reading before proceeding. 

ReSolve Adaptive Asset Allocation

SIMULATED PERFORMANCE RESULTS

Canadian MandatesSimulated
Performance
Notes
ReSolve Adaptive Asset Allocation:
8% Volatility (CAD)
pdf-1
Up to 25% leverage.
Methodology applied to our sub-advised
Offering Memorandum Fund
ReSolve Adaptive Asset Allocation Fund
US MandatesSimulated
Performance
Notes
ReSolve Adaptive Asset Allocation:
8% Volatility (USD)
pdf-1No use of leverage
ReSolve Adaptive Asset Allocation:
8% Volatility (USD) – Series 2
pdf-1Up to 100% leverage
ReSolve Adaptive Asset Allocation:
12% Volatility (USD)
pdf-1Up to 200% leverage
ReSolve Adaptive Asset Allocation:
6% Volatility (USD)
pdf-1Up to 300% leverage

ReSolve Global Risk Parity

SIMULATED PERFORMANCE RESULTS

Canadian MandatesSimulated
Performance
Notes
ReSolve Global Risk Parity:
6% Volatility (CAD) – Series 2
pdf-1No use of leverage.
Methodology applied to our sub-advised ETF
Horisons Global Risk Parity ETF
(Ticker :HRA.TO)
ReSolve Global Risk Parity:
6% Volatility (CAD)
pdf-1Up to 100% leverage
ReSolve Global Risk Parity:
12% Volatility (CAD)
pdf-1Up to 200% leverage
US MandatesSimulated
Performance
Notes
ReSolve Global Risk Parity:
6% Volatility (USD)
pdf-1No use of leverage.
ReSolve Global Risk Parity:
12% Volatility (USD)
pdf-1Up to 100% leverage

ReSolve Global Tactcal Equity

SIMULATED PERFORMANCE RESULTS

US MandatesSimulated
Performance
Notes
ReSolve Global Tactical Equity (CAD)pdf-1No use of leverage.
ReSolve Global Tactical Equity (USD)pdf-1No use of leverage.

General information regarding the hypothetical performance and simulated results.

For illustrative purposes only. Past results are not necessarily indicative of future results. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account or fund will or is likely to achieve profits or losses similar to those being shown. The results do not include other costs of managing a portfolio (such as custodial fees, legal, auditing, administrative or other professional fees). The information in this presentation has not been reviewed or audited by an independent accountant or other independent testing firm. More detailed information regarding the manner in which the charts were calculated is available on request. Any actual fund or account that ReSolve manages will invest in different economic conditions, during periods with different volatility and in different securities than those incorporated in the hypothetical performance charts shown. There is no representation that any fund or account will perform as the hypothetical or other performance charts indicate.

General information regarding the simulation process.

The systematic model used historical price data from Exchange Traded Funds (“ETFs”) representing the underlying asset classes in which it trades. Where ETF data was not available in earlier years, direct market data was used to create the trading signals. The hypothetical results shown are based on extensive models and calculations that are available for any potential investor to review before making a decision to invest.