Coronavirus Operations Memo: Click Here | Magnus documents: Form ADV | Form CRS | Privacy Policy

Asset Class Return Quilts – 2021-12-31

- December 31, 2021

Calendar Year and Trailing Total Returns

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.
Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.Fixed Income & Credit Return QuiltCalendar Year and Trailing Total Returns4Q, 2021

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index.

Source: Bloomberg and Morningstar. Returns are gross of fees. It is not possible to invest directly in an index

Source: Bloomberg and Morningstar. Returns are gross of. Short Vol is represented by the inverse of the S&P 500 VIX Short Term Futures Index performance.

ASSET CLASS DEFINITIONS

Asset Class/ Security Asset Class Benchmark/ Security Asset Class/ Security Asset Class Benchmark/ Security
Global 60/40 Global 60-40 (60% MSCI ACWI, 40% BbgGblAgg Bond) LS Equity US Fund Long-Short Equity
US 60/40 U.S. 60-40 (60% S&P 500, 40% Bbg Agg Bond) Materials S&P 500 Sec/Materials TR Index
ABS BBgBarc ABS TR Index MBS BBgBarc US MBS TR Index
Alterntv Bond US Fund Nontraditional Bond Microcap Stcks Russell Micro Cap TR Index
Aluminum Bloomberg Sub Aluminum TR Index Midstrm Energy Alerian MLP TR Index
Amazon Amazon.com Inc Min Vol MSCI USA Minimum Volatility (USD) GR Index
Bank Loan Credit Suisse Leveraged Loan Index Mkt Neutral US Fund Equity Market Neutral
Bitcoin MVIS CryptoCompare Bitcoin PR Index Mngd Futures US Fund Managed Futures
Cash BBgBarc US Treasury Bill 1-3 Mon TR Index Momentum MSCI USA Momentum GR Index
Coffee Bloomberg Sub Coffee TR Index Multi Strat US Fund Multistrategy
Commodities Bloomberg Commodity TR Index Muni Bonds BBgBarc Municipal 1-10Y Blend 1-12Y TR Index
CommServ S&P 500 Sec/Commun Services TR Index Municipal BBgBarc Municipal 1-10Y Blend 1-12Y TR Index
Cons Disc S&P 500 Sec/Cons Disc TR Index Natural Gas Bloomberg Sub Natural Gas TR Index
ConsStaples S&P 500 Sec/Cons Staples TR Index Nickel Bloomberg Sub Nickel TR Index
Convertibles US Fund Convertibles Option Writing US Fund Options Trading
Copper Bloomberg Sub Copper TR Index Real Estate S&P 500 Sec/Real Estate TR Index
Corn Bloomberg Sub Corn TR Index S&P 500 S&P 500 TR Index
Cyclicals MSCI USA Cyclical Sectors GR Index Short Vol S&P 500 VIX Short Term Futures TR Index
Defensives MSCI USA Defensive Sectors Capped GR Index Silver Bloomberg Sub Silver TR Index
EM Bonds JPM EMBI Global Diversified TR Index Small Cap Russell 2000 TR Index
EM Stocks MSCI EM NR Index Soybeans Bloomberg Sub Soybean TR Index
Emerging JPM EMBI Global Diversified TR Index Sugar Bloomberg Sub Sugar TR Index
Energy S&P 500 Sec/Energy TR Index Tactical Alloc US Fund Tactical Allocation
Ex-US Dev S&P International Sov Ex-US Bond TR Index Taxble Bonds BBgBarc US Agg Bond TR Index
Ex-US REITs S&P Global Ex US Property TR Index Technology S&P 500 Sec/Information Technology TR Index
Facebook Facebook Inc A Tesla Tesla Inc
Financials S&P 500 Sec/Financials TR Index Unleaded Gas Bloomberg Sub Unleaded Gas TR Index
Gold LBMA Gold Price AM Index US Agg BBgBarc US Agg Bond TR Index
Govt BBgBarc US Government TR Index US All Cap Value Russell 3000 Value TR Index
Health Care S&P 500 Sec/Health Care TR Index US High Yield BBgBarc High Yield Corporate TR Index
High Dividnd MSCI USA High Dividend Yield GR Index US Large Cap Russell 1000 TR Index
High Quality MSCI USA Quality GR Index US REITs MSCI US REIT GR Index
HY Corp BBgBarc High Yield Corporate TR Index US Small Cap Russell 2000 TR Index
IG Corp BBgBarc US Corp Bond TR Index Utilities S&P 500 Sec/Utilities TR Index
Industrials S&P 500 Sec/Industrials TR Index Value MSCI USA Value GR Index
Intl Dev Bnds S&P International Sov Ex-US Bond TR Index Wheat Bloomberg Sub Wheat TR Index
Intl Dev Stcks MSCI EAFE NR Index World Alloc US Fund World Allocation
Large Cap S&P 500 TR Index WTI Crude Bloomberg Sub WTI Crude Oil TR Index
Live Cattle Bloomberg Sub Live Cattle TR Index Zinc Bloomberg Sub Zinc TR Index

DISCLAIMER

Magnus Financial Group LLC (“Magnus”) did not produce and bears no responsibility for any part of this report whatsoever, including but not limited to any macroeconomic views, inaccuracies or any errors or omissions. Research and data used in the presentation have come from third-party sources that Magnus has not independently verified presentation and the opinions expressed are not by Magnus or its employees and are current only as of the time made and are subject to change without notice.

This report may include estimates, projections or other forward-looking statements, however, due to numerous factors, actual events may differ substantially from those presented. The graphs and tables making up this report have been based on unaudited, third-party data and performance information provided to us by one or more commercial databases. Except for the historical information contained in this report, certain matters are forward-looking statements or projections that are dependent upon risks and uncertainties, including but not limited to factors and considerations such as general market volatility, global economic risk, geopolitical risk, currency risk and other country-specific factors, fiscal and monetary policy, the level of interest rates, security-specific risks, and historical market segment or sector performance relationships as they relate to the business and economic cycle.

Additionally, please be aware that past performance is not a guide to the future performance of any manager or strategy, and that the performance results and historical information provided displayed herein may have been adversely or favorably impacted by events and economic conditions that will not prevail in the future. Therefore, it should not be inferred that these results are indicative of the future performance of any strategy, index, fund, manager or group of managers. Index benchmarks contained in this report are provided so that performance can be compared with the performance of well-known and widely recognized indices. Index results assume the re-investment of all dividends and interest.

The information provided is not intended to be, and should not be construed as, investment, legal or tax advice nor should su ch information contained herein be construed as a recommendation or advice to purchase or sell any security, investment, or portfolio allocation. An investor should consult with their financial advisor to determine the appropriate investment strategies and investment vehicles. Investment decisions should be made based on the nvestor’s specific financial needs and objectives, goals, time horizon and risk olerance. This presentation makes no implied or express recommendations concerning the way any client’s accounts should or would be handled, as appropriate investment decision s depend upon the client’s specific investment objectives.

Investment advisory services offered through Magnus; securities offered through third party custodial relationships. More information about Magnus can be found on its Form ADV at www.adviserinfo.sec.gov.

TERMS OF USE

This report is intended solely for the use of its recipient. There is a fee associated with the access to this report and the information and materials presented herein. Re-distribution or republication of this report and its contents are prohibited. Expert use is implied.

DISCLAIMER

Magnus Financial Group LLC (“Magnus”) did not produce and bears no responsibility for any part of this report whatsoever, including but not limited to any macroeconomic views, inaccuracies or any errors or omissions. Research and data used in the presentation have come from third-party sources that Magnus has not independently verified presentation and the opinions expressed are not by Magnus or its employees and are current only as of the time made and are subject to change without notice.

This report may include estimates, projections or other forward-looking statements, however, due to numerous factors, actual events may differ substantially from those presented. The graphs and tables making up this report have been based on unaudited, third-party data and performance information provided to us by one or more commercial databases. Except for the historical information contained in this report, certain matters are forward looking statements or projections that are dependent upon risks and uncertainties, including but not limited to factors and considerations such as general market volatility, global economic risk, geopolitical risk, currency risk and other country-specific factors, fiscal and monetary policy, the level of interest rates, security-specific risks, and historical market segment or sector performance relationships as they relate to the business and economic cycle.

Additionally, please be aware that past performance is not a guide to the future performance of any manager or strategy, and that the performance results and historical information provided displayed herein may have been adversely or favorably impacted by events and economic conditions that will not prevail in the future. Therefore, it should not be inferred that these results are indicative of the future performance of any strategy, index, fund, manager or group of managers. Index benchmarks contained in this report are provided so that performance can be compared with the performance of well-known and widely recognized indices. Index results assume the re-investment of all dividends and interest.

The information provided is not intended to be, and should not be construed as, investment, legal or tax advice nor should such information contained herein be construed as a recommendation or advice to purchase or sell any security, investment, or portfolio allocation. An investor should consult with their financial advisor to determine the appropriate investment strategies and investment vehicles. Investment decisions should be made based on the investor’s specific financial needs and objectives, goals, time horizon and risk tolerance. This presentation makes no implied or express recommendations concerning the way any client’s accounts should or would be handled, as appropriate investment decisions depend upon the client’s specific investment objectives.

Investment advisory services offered through Magnus; securities offered through third party custodial relationships. More information about Magnus can be found on its Form ADV at www.adviserinfo.sec.gov.

TERMS OF USE

This report is intended solely for the use of its recipient. There is a fee associated with the access to this report and the information and materials presented herein. Re-distribution or republication of this report and its contents are prohibited. Expert use is implied.

DEFINITIONS

Asset class performance was measured using the following benchmarks: U.S. Large Cap Stocks: S&P 500 TR Index; U.S. Small & Micro Cap: Russell 2000 TR Index; Intl Dev Large Cap Stocks: MSCI EAFE GR Index; Emerging & Frontier Market Stocks: MSCI Emerging Markets GR Index; U.S. Intermediate-Term Muni Bonds: Bloomberg Barclays 1-10 (1-12 Yr) Muni Bond TR Index; U.S. Intermediate-Term Bonds: Bloomberg Barclays U.S. Aggregate Bond TR Index; U.S. High Yield Bonds: Bloomberg Barclays U.S. Corporate High Yield TR Index; U.S. Bank Loans: S&P/LSTA U.S. Leveraged Loan Index; Intl Developed Bonds: Bloomberg Barclays Global Aggregate ex-U.S. Index; Emerging & Frontier Market Bonds: JPMorgan EMBI Global Diversified TR Index; U.S. REITs: MSCI U.S. REIT GR Index, Ex U.S. Real Estate Securities: S&P Global Ex-U.S. Property TR Index; Commodity Futures: Bloomberg Commodity TR Index; Midstream Energy: Alerian MLP TR Index; Gold: LBMA Gold Price, U.S. 60/40: 60% S&P 500 TR Index; 40% Bloomberg Barclays U.S. Aggregate Bond TR Index; Global 60/40: 60% MSCI ACWI GR Index; 40% Bloomberg Barclays Global Aggregate Bond TR Index.