The backtest simulation of the model portfolio presented upon optimization is an example of the portfolio’s hypothetical performance in the past (up to five years). It is provided as an illustrative example only and does not represent the performance of actual client portfolios. Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed. In fact, there are frequently sharp differences between hypothetical performance results and the actual performance results subsequently achieved by any particular trading program.
Backtest methodology. At every rebalance date, we select the stocks that are most relevant to the search term(s) using our proprietary stock selection algorithm. We then assign portfolio weights to the stock using our proprietary robust optimization process. Finally, we cumulate the total return of the portfolio until the next rebalance date.
The hypothetical performance is based on the following assumptions:
Backtest simulation results all include management fees of 1 bp.
The simulated performance shown is for the stated time period only.
Due to market volatility, each account's performance may be different.
The returns shown assume the reinvestment of dividends and other income.
BKLN may waive management fees on Member accounts.
The returns do not take into account transaction costs or slippage that may be incurred when actual investments are made.
The information may contain projections or other forward-looking statements regarding future events, targets or expectations, and is only current as of the date indicated. No assurance can be given that the investment objective or target return will be achieved or that an investor will receive a return of all or part of his or her initial investment.
The opinions and predictions expressed on this website represent the current, good faith views of Brooklyn Investment Group, LLC, along with its affiliates at the time of publication and are provided for limited purposes, are not definitive investment advice. Predictions, opinions, and other information on this application or website are subject to change continually and without notice of any kind and may no longer be true after the date indicated.
All investing involves risk, including the possible loss of money you invest. Graphs, charts, tools, and graphics are used for illustrative purposes only, and may not reflect actual future performance.