OUR STRATEGIES

Astor offers tactical asset allocation strategies that seek to provide consistent, risk-managed portfolios for clients. The strategies are based on the systematic application of macroeconomic data analysis to specific markets and market segments. Astor believes observing market cycles and economic trends can provide useful insights for a disciplined approach to portfolio management and asset allocation. Astor’s Investment Committee employs a proprietary methodology for analyzing information from a series of broad economic indicators. Astor’s strategies attempt to achieve similar or higher average returns and lower volatility than broad benchmarks throughout full economic and market cycles. Astor uses exchange-traded funds (“ETFs”) for portfolio construction within its strategies.

Astor’s strategies are available through Separately Managed Accounts, Mutual Funds, and Model Delivery Arrangements.

DYNAMIC ALLOCATION

Multi-Asset Macro Investing

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  • Featuring the Astor Economic Index® as the foundation, the strategy adjusts portfolio beta throughout economic cycles by utilizing a broad range of asset classes.
  • Seeks to produce more favorable risk-adjusted returns (higher average return and lower volatility) than broad equity and alternative benchmarks.
  • Attempts to reduce correlation to equities by allocating to inverse equity, fixed income, cash, or other asset classes during periods of economic weakness in order to lower portfolio risk and participation in drawdowns.

SECTOR ALLOCATION

Core Equity for the Risk-Minded Investor

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  • The strategy seeks to provide capital appreciation during periods of economic expansion by investing in sectors and broad markets categories displaying positive fundamental and/or price trends.
  • A proprietary sector rotation model seeks to under/overweight sectors throughout periods in order to take advantage of growth differentials between sectors.
  • As economic trends weaken, the strategy will attempt to progressively lower equity exposure and substitute with cash and/or fixed income positions in order to manage risk and reduce significant drawdowns.

ACTIVE INCOME (AI)

Tactical Unconstrained Income

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  • Alternative to traditional fixed income investments.
  • Actively shifts portfolio allocations across multiple income producing asset classes in response to varying credit and market conditions.
  • Seeks to produce income and additional capital appreciation.

ASTOR MACRO ALTERNATIVE (AMA)

Multi-Strategy Quantitative Global Macro

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  • Seeks to provide independent sources of alpha generation through diverse asset class exposure and a combination of multiple strategies.
  • Size parameters prevent over-concentration in assets and asset classes.
  • The strategy takes a “global macro” approach designed to capitalize on multiple market opportunities & environments.

MUTUAL FUNDS

Click to view information on the Astor Funds. Please note you will be directed to an external site.

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Alpha: The excess return generated by a strategy above a benchmark.

Astor Economic Index®: The Astor Economic Index® is a proprietary index created by Astor Investment Management LLC. It represents an aggregation of various economic data points: including output and employment indicators. The Astor Economic Index® is designed to track the varying levels of growth within the U.S. economy by analyzing current trends against historical data. The Astor Economic Index® is not an investable product. When investing, there are multiple factors to consider. The Astor Economic Index® should not be used as the sole determining factor for your investment decisions. The Index is based on retroactive data points and may be subject to hindsight bias. There is no guarantee the Index will produce the same results in the future. The Astor Economic Index® is a tool created and used by Astor. All conclusions are those of Astor and are subject to change. An investment cannot be made in an index.

Beta: A quantitative measure of the volatility of a given portfolio, relative to the S&P 500 Index, computed using monthly returns. A beta above 1 is more volatile than the index, while a beta below 1 is less volatile.

Correlation: A statistical measure of the interdependence of two random variables. Fundamentally, the value indicates how much of a change in one variable is explained by a change in another. A correlation of 1 implies the variables move in the same direction and -1 implies they do not.

Drawdown: A drawdown represents the loss experienced during a period and is calculated as the difference from the peak price to the lowest price in the period.
Volatility: A term used to describe a level of price risk for an investment and measured by the dispersion of returns over a period of time. Volatility is commonly calculated as standard deviation.

Past performance is no guarantee of future results and there is no assurance Astor’s strategies will achieve their objectives, generate positive returns, avoid losses, or produce returns similar to past periods.

Astor seeks to achieve its objectives by investing in Exchange-Traded Funds (“ETFs”). An ETF is a type of Investment Company which attempts to achieve a return similar to a set benchmark or index. The value of an ETF is dependent on the value of the underlying assets held. ETFs are subject to investment advisory and other expenses which results in a layering of fees for clients. As a result, your cost of investing in Astor’s strategies will be higher than the cost of investing directly in ETFs and may be higher than investments with similar investment objectives. ETFs may trade for less than their net asset value. Although ETFs are exchanged traded, a lack of demand can prevent daily pricing and liquidity from being available. Investors should carefully consider the investment objectives, risks, charges, and expenses of the ETFs held within Astor’s strategies before investing. This information can be found in each fund’s prospectus.

Certain strategies can purchase unleveraged, inverse fixed income and equity ETFs. Inverse ETFs attempt to profit from the decline of an asset or asset class by seeking to track the opposite performance of the underlying benchmark or index. Inverse products attempt to achieve their stated objectives on a daily basis and can face additional risks due to this fact. The effect of compounding over a long period can cause a large dispersion between the ETF and the underlying benchmark or index. Inverse ETFs may lose money even when the benchmark or index performs as desired. Inverse ETFs have potential for significant loss and may not be suitable for all investors. Investors should carefully consider the investment objectives, risks, charges, and expenses of the ETFs held within Astor’s strategies before investing. This information can be found in each fund’s prospectus. 503161-382