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OUR PHILOSOPHY 2018-11-01T21:11:54+00:00
INVESTMENT PHILOSOPHY & APPROACH

Goal-Oriented. Honest. Transparent. Results.

Objective

The objective of Green Square’s investment process is to identify and invest in companies that have the following key attributes:

  • High-quality and liquid balance sheets
  • Durable cash flow as supported by attractive relative cash flow margins
  • Attractive and growing dividends
  • Attractive relative valuation

Methodology and Screening

The Green Square Equity Income Strategy is a domestic, large cap dividend focused equity strategy derived from a repeatable, disciplined investment process designed to identify companies with attractive balance sheets that have a heritage of paying above market dividends coupled with dividend growth.

The Equity Income Strategy investment process is data driven, factor-based model coupled with a qualitative overlay for ultimate portfolio construction. The process is systematic, intuitive and repeatable.

MONTHLY PERFORMANCE, NET OF FEES (TOTAL RETURN)
YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total R1000V
2018 3.15% -5.37% -1.58% 1.82% 2.45% -0.51% 4.24% 0.50% -0.01% 4.4% 3.9%
2017 -0.21% 2.33% -1.77% 0.15% -0.18% 1.62% 1.88% 0.59% 4.58% 1.05% 4.73% 2.09% 18.0% 13.7%
2016 -2.61% 2.73% 7.28% -0.21% -1.37% 2.36% 3.53% -1.16% -0.03% -1.65% 4.46% 2.73% 16.7% 17.3%
2015 -3.31% 4.93% -2.12% 0.57% -0.91% -3.44% 0.97% -4.68% -2.15% 9.18% -0.06% -1.91% -3.7% -3.8%
2014 -4.18% 4.32% 2.44% 2.90% 0.84% 0.79% -0.61% 3.68% -0.33% 1.66% 3.11% -0.10% 15.2% 13.5%
2013 5.57% 1.05% 5.49% 2.06% 0.55% -1.15% 4.30% -1.53% 3.27% 4.98% 0.93% 2.29% 31.3% 32.5%
2012 1.14% 2.42% 1.23% -0.92% -4.54% 4.90% 1.56% 1.49% 2.26% -1.05% -1.32% 0.82% 7.9% 17.5%
2011 2.20% 2.93% 0.84% 2.93% -0.57% -1.04% -3.19% -3.59% -4.35% 9.44% 1.40% 2.61% 9.1% 0.4%
2010 -5.18% 2.03% 5.59% 1.67% -6.30% -3.94% 6.62% -3.08% 9.37% 2.78% -0.67% 8.11% 16.6% 15.5%
2009 -5.83% -12.03% 8.11% 11.10% 5.44% 0.22% 5.93% 4.41% 3.83% -2.22% 6.73% 3.99% 31.1% 19.7%
2008 6.07% 6.1% 1.3%
RISK-RETURN PROFILE as of 9/30/18
Return Std
Dev
Semi-
Std Dev
Sharpe
Ratio
Sortino
Ratio
Beta Best
Month
Worst
Month
Max
Drawdown
Cum.
Return
Alpha
GS Equity Income Strategy 15.16 12.74 12.78 1.15 2.11 0.85 11.10 -12.04 -17.17 300.74 3.71
Russell 1000 Value 12.96 14.05 15.54 0.92 1.46 1.00 11.45 -13.36 -23.32 213.39 0.00

Performance data quoted represents past performance; past performance does not guarantee future results. The investment returns and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted.

1 2 positions in telecommunications sector

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A MESSAGE FROM OUR CIO

Systematic, Intuitive and Repeatable

“The Green Square Equity Income Strategy as a whole is stronger than the sum of its parts. Clients are rewarded by the strategy’s emphasis on dividends, quality, and value. Together, these characteristics form a powerful investment vehicle with outstanding momentum and potential.”

James A West, CIO and Co-Portfolio Manager

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