Atlas Global Defensive Equity (Bear-Market Avoidance)

Set by the Portfolio Manager

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Manager Portfolios

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0.25%-0.75% annual; IA retains 0.25%, remainder paid to the Portfolio Manager; fee negotiated between IA and the manager

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Equity securities (exchange-listed, certain OTC, ADRs) and ETFs; Portfolio Managers cannot use leverage/margin

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Most $500-$50,000; majority $10,000 and below

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To be selected, managers are screened (e.g. AUM, own money in the strategy), fill in a questionnaire on portfolio construction, risk control and strategy guidelines, share historical trade data, and pass a live test period during which clients cannot invest. Managers license their trade data and have no discretion over client accounts. IA receives no compensation from managers and does not pay them for referrals.

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Risk score 1-5 assigned by IA; reevaluated at least annually

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Not available (TLH only for the Asset Allocation Portfolio)

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The aim of the Atlas Global Defensive Equity Strategy (the Strategy) is to outperform the global equity index through a favorable selection of countries and sectors and a loss avoidance strategy during severe bear markets.

Atlas Capital Advisors Inc is an independent, fee-only investment advisor dedicated to providing unbiased advice to our clients. Our specialty is designing and managing sophisticated, tax-sensitive portfolios based on a systematic, disciplined, unemotional, and academically rigorous investment process. We serve affluent individuals, families, trusts, nonprofits and privately held businesses. Ken Frier is the Chief Investment Officer. Prior to joining Atlas, he held the same role at Walt Disney, Hewlett-Packard, Stanford and the UAW. Jonathan Tunney is the founder. He is the architect of the Atlas Capital enhanced indexing system. Get invested STEP 1 Fill out the application It's easy and only takes a few minutes. STEP 2 Explore our portfolios Or choose one based on your preferences STEP 3 Make your 1 st investment Our technology ensures it is suited for you Sign up today! Disclosures Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings. This portfolio was launched on Interactive Advisors on October 26, 2021, when clients were able to start investing in it. All performance information on this page is actual performance of the Portfolio Manager’s account and presented “net of fees”. The actual performance chart is provided for informational purposes only, and should not be used as the basis for making an investment decision. Actual client returns will differ . All Portfolio Manager information including personal data, profiles, and strategies has been provided by the Portfolio Manager. Interactive Advisors makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Interactive Advisors. All performance information on this page is based on the performance of the Portfolio Manager’s account, using the manager’s own funds. Performance of the Portfolio Manager's account is calculated by Interactive Advisors on a daily time-weighted basis, including cash, dividends and earnings distributions and reflects the deduction of broker commissions (when commissions were charged). Manager returns include trades and positions that fail Interactive Advisors' trading rules, as a result, actual client returns will differ. Interactive Advisors’ advisory fees are simulated and applied retroactively to present the portfolio return “net-of-fees”. In addition to Interactive Advisors’ management fees, clients will also be charged management fees and other expenses (custodian fees, brokerage commissions, and legal and accounting fees) by ETF issuers if the portfolio contains ETFs.

Capital growth with a similar risk profile to broad equity markets. Investing in equities and prepared to accept fluctuation in portfolio value.

(1) Index assessment: Evaluate fifty-one segments of the global stock market (thirty-seven country indices, eleven US sector indices, international small cap, US small and mid-cap). Evaluation based on valuation, momentum, growth, risk and currency. (2) Economic assessment: The Portfolio Manager continually updates a dataset of the important economic data from the world’s largest economies and evaluates whether global economic data are improving or deteriorating, on average. (3) Allocation decision: Index and economic assessments lead to decision on equity weight in strategy (usually 100%) (4) Portfolio Weighting: Within the equity allocation of the Strategy, the weight to countries and sectors is set relative to the market capitalization weight of the benchmark, with more favorable indices given more weight than the benchmark and the less favorable indices with weights below the benchmark.

Atlas Capital Advisors LLC (the Portfolio Manager) uses a proprietary framework to evaluate expected returns, market sentiment and risks for the single country and US sector indices, which together comprise the global equity market. Based on this assessment, the Portfolio Manager adjusts the weight of portfolio holdings towards the countries and sectors with more favorable characteristics and away from those with less favorable characteristics. When the overall assessment of the risk/return profile of equity markets is favorable, the Portfolio Manager expects the portfolio to be fully invested in equity markets (which is generally the case over 75% of the time). If global economic data worsens and a substantial portion of the global equity market exhibits undesirable characteristics, the Portfolio Manager expects to de-risk the Strategy by allocating a portion of the Strategy to short-term fixed income. The degree of de-risking is a function of the proportion of the global equity market with an unfavorable assessment. The proportion of the Strategy’s investment in equities may go as low as 80% in the most negative scenario. The Strategy uses a consistent, systematic approach with a foundation in academic and Portfolio Manager proprietary research. The benchmark for the Strategy is the FTSE Global All Cap Net Tax (US Regulated Investment Company) Index. (1) Invest Globally: - Diversification across geographic markets provides the opportunity to benefit when there are attractive markets outside the home country. (2) Create alpha from beta management: - Return of any equity market index (the equity beta) can be achieved dynamically and cheaply via ETFs. - Additional return (alpha) can be generated from systematic beta management – informed choices about which stock markets to own and avoid. Generating alpha from beta management is often under-appreciated and under-utilized by investors. (3) Take risk where it is more likely to be rewarded: - Examine valuation, momentum, growth, risk and currency for each market. Allocate the risk budget primarily to favorable markets. (4) Defend against losses: - When too many equity markets turn bad, and the global economy is worsening, move assets to short-term fixed income to avoid losses for investors.

None

The Portfolio Manager utilizes academic and investment practitioner research regarding equity factors (Fama, French, Carhart, and others) as well as in-house research, which is ongoing and periodically updated. The Portfolio Manager also utilizes proprietary research regarding the influence of global economic data on equity market outcomes. The Portfolio Manager has experience running enhanced equity index strategies since 2003.

The portfolio is typically rebalanced monthly, using the process described above.