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  1. $ curl -v \
  2. -X POST \
  3. -b "__cfduid=d26c99d0cad560dc27eebbeaebc4b262b1532002462" \
  4. -H "Content-Type: application/json" \
  5. -H "Accept-Language: ru-UA;q=1.0, uk-UA;q=0.9, en-UA;q=0.8, nl-UA;q=0.7, it-UA;q=0.6, de-UA;q=0.5" \
  6. -H "secretKey: 5dcb3365-8f3a-41d5-b5a7-cdd997dbb698" \
  7. -H "User-Agent: Dakota/0.9 (com.Dakota.app; build:148; iOS 11.4.0) Alamofire/4.7.2" \
  8. -H "Accept-Encoding: gzip;q=1.0, compress;q=0.5" \
  9. -d "{\"sort_by\":\"field_profile_strength\",\"page\":0,\"per_page\":20,\"filters\":{\"asset_class\":\"696\",\"asset_category\":\"691\"},\"group\":\"search\"}" \
  10. "https://stg.dakota.network/api/getProducts"
  11. https://stg.dakota.network/api/getProducts
  12. {
  13. pagination = {
  14. "current_page" = 0;
  15. "per_page" = 20;
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  18. products = (
  19. {
  20. "asset_category" = "U.S. Equity";
  21. "asset_class" = "Large Core";
  22. "aum_as_of" = "2018-03-31";
  23. "aum_in_strategy" = "$239.50M";
  24. disclosures = "<h2>&nbsp;</h2>
  25. \n
  26. \n<ol>
  27. \n\t<li><span><span><span><span><span>The Model Capital Management LLC's (\"MCM\") reports, documents, videos, webinars, and all other content included&nbsp;on these&nbsp;web pages and all of the information contained therein&nbsp;(\U201cMCM Content\U201d) is the property of MCM. The Information&nbsp;set out in MCM Content&nbsp;is subject to copyright and may not be reproduced or disseminated, in whole or in part, without the express written permission of MCM. The trademarks and service marks contained in MCM Content are the property of their respective owners. Third-party data providers make no warranties or representations relating to the accuracy, completeness, or timeliness of the data they provide and shall not have liability for any damages relating to such data.</span></span></span></span></span></li>
  28. \n\t<li><span><span><span><span><span>MCM does not provide individually tailored investment advice. MCM Content has been prepared without regard to the circumstances and objectives of those who receive it. MCM recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of an investment adviser. The appropriateness of an investment or strategy will depend on an investor\U2019s circumstances and objectives. The securities, instruments, or strategies discussed in MCM Content may not be suitable for all investors, and certain investors may not be eligible to purchase or participate in some or all of them. The value of and income from your investments may vary because of changes in securities/instruments prices, market indexes, or other factors. Past performance is not a guarantee of future performance, and not necessarily a guide to future performance. Estimates of future performance are based on assumptions that may not be realized.</span></span></span></span></span></li>
  29. \n\t<li><span><span><span><span><span>MCM Content is not an offer to buy or sell or the solicitation of an offer to buy or sell any security/instrument or to participate in any particular trading strategy. MCM does not analyze, follow, research or recommend individual companies or their securities. Employees of MCM may have investments in securities/instruments or derivatives of securities/instruments based on broad market indices included in MCM Content.</span></span></span></span></span></li>
  30. \n\t<li><span><span><span><span><span>MCM is not acting as a municipal advisor and the opinions or views contained in MCM Content are not intended to be, and do not constitute, advice within the meaning of Section 975 of the Dodd-Frank Wall Street Reform and Consumer Protection Act.</span></span></span></span></span></li>
  31. \n\t<li><span><span><span><span><span>MCM Content is based on public information. MCM makes every effort to use reliable, comprehensive information, but we make no representation that it is accurate or complete. We have no obligation to tell you when opinions or information in MCM Content change.</span></span></span></span></span></li>
  32. \n\t<li><span><span><span><span><span>MCM DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES OR REPRESENTATIONS WITH RESPECT TO THIS MCM CONTENT (OR THE RESULTS TO BE OBTAINED BY THE USE THEREOF), AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, MCM HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES (INCLUDING, WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF ORIGINALITY, ACCURACY, TIMELINESS, NON-INFRINGEMENT, COMPLETENESS, MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE).</span></span></span></span></span></li>
  33. \n\t<li><span><span><span><span><span>\U201cModel Return Forecast\U201d for 6-month S&amp;P 500 return is MCM\U2019s measure of attractiveness of the U.S. equity market&nbsp;obtained by applying MCM\U2019s proprietary statistical algorithm and historical data, but is not promissory, and, by itself, does not constitute an investment recommendation. Model Return Forecasts were calculated and applied by MCM to its research and investment process in real time beginning from 2012. For periods prior to Jan 2012, the results are&nbsp;\U201cback-tested,\U201d i.e., obtained by retroactively applying MCM's algorithm and historical data available in Jan 2012 or thereafter.&nbsp;Source for the S&amp;P 500 actual returns: S&amp;P Dow Jones.&nbsp;</span></span></span></span></span></li>
  34. \n\t<li><span><span><span><span><span>Index returns referenced in MCM Content, if any, are gross of any advisory fees, fund management fees, and trading expenses. Fund or ETF returns referenced, if any, are gross of advisory fees and trading expenses. Returns will be reduced by fees and expenses incurred. </span></span></span></span></span></li>
  35. \n</ol>
  36. \n";
  37. firm = {
  38. address = "Boston, MA";
  39. email = "-";
  40. "employee_count" = 5;
  41. id = 1258;
  42. logo = "https://stg.dakota.network/sites/default/files/2018-06/mcm_logo_square_300.png";
  43. name = "Model Capital Management LLC";
  44. phone = "617-854-7417";
  45. };
  46. id = 1278;
  47. "in_favorite" = 0;
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  53. {
  54. content = "<h3><span><span><span><span><span><span>O<span>ur equity model continues with Maximum Bullish Allocation</span></span></span></span></span></span></span></h3>
  55. \n
  56. \n<ul>
  57. \n\t<li><span><span><span><span>Our model\U2019s 6m market forecast rises to 7.0%, mandating continued Maximum Bullish Allocation.</span></span></span></span></li>
  58. \n\t<li><span><span><span><span>The drop in long-term Treasury yields drives the improvement since mid-May.</span></span></span></span></li>
  59. \n\t<li><span><span><span><span>The latest economic data boosts the Atlanta Fed\U2019s Q2 GDP growth forecast above 4%.</span></span></span></span></li>
  60. \n\t<li><span><span><span><span>U.S. markets are decoupling from global, which we expect to continue.</span></span></span></span></li>
  61. \n</ul>
  62. \n";
  63. date = "2018-05-31";
  64. id = 1159;
  65. },
  66. {
  67. content = "<h3><span><span><span><span><span><span><span>Stellar Earnings \U2013 Will the Market Care?</span></span></span></span></span></span></span></h3>
  68. \n
  69. \n<h4><span><span><span><span><span><span>The equity return forecast decreases to 4.2%</span></span></span></span></span></span></h4>
  70. \n
  71. \n<ul>
  72. \n\t<li><span><span><span><span>Our equity model\U2019s 6-month forecast for the S&amp;P 500 has decreased to 4.2%.</span></span></span></span></li>
  73. \n\t<li><span><span><span><span>Q1 earnings growth of 23% is the strongest since 2010 \U2013 but the market\U2019s reaction is muted.</span></span></span></span></li>
  74. \n\t<li><span><span><span><span>Interest rates jumped, and are beginning to have a negative economic effect in our model.</span></span></span></span></li>
  75. \n</ul>
  76. \n";
  77. date = "2018-04-30";
  78. id = 1162;
  79. },
  80. {
  81. content = "<h3><span><span><span><span><span><span><span>Trade Rhetoric And Reality</span></span></span></span></span></span></span></h3>
  82. \n
  83. \n<h4><span><span><span><span><span><span>Equity return forecast rises to 6.8%</span></span></span></span></span></span></h4>
  84. \n
  85. \n<ul>
  86. \n\t<li><span><span><span><span>The \U201ctrade-war\U201d hysteria that caused a bout of volatility this month has finally ended. </span></span></span></span></li>
  87. \n\t<li><span><span><span><span>Our equity model\U2019s 6-month forecast for the S&amp;P 500 rises to 6.8% on lower valuation.</span></span></span></span></li>
  88. \n\t<li><span><span><span><span>Economic data flow is extremely positive this month, and Q1 earnings are projected to grow 17%.</span></span></span></span></li>
  89. \n</ul>
  90. \n";
  91. date = "2018-03-31";
  92. id = 1163;
  93. }
  94. );
  95. };
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  161. avatar = "https://stg.dakota.network/sites/default/files/2018-06/roman_400x400.png";
  162. bio = "Roman Chuyan, CFA, co-founded the firm in 2012, and his investment experience began in 1997. The firm\U2019s strategy is powered by a fundamental-based, forward-looking approach that Roman had developed over the previous decade.
  163. \n
  164. \nIn prior years, Roman worked at buy-side investment firms JH Investments, CypressTree, and John Hancock Life Insurance Company. He focused on asset allocation, fixed income, credit markets, and derivatives; and developed risk management and valuation models. He holds a Master's in Finance degree from Bentley University, has several published papers, and holds a CFA designation. ";
  165. email = "roman@modelcapital.com";
  166. "first_name" = Roman;
  167. id = 535;
  168. "last_name" = Chuyan;
  169. phone = 6178547417;
  170. role = CIO;
  171. "year_joined" = 2012;
  172. },
  173. {
  174. avatar = "https://stg.dakota.network/sites/default/files/2018-06/melnikov_sep-2102-400.jpg";
  175. bio = "Dr. Alexander Melnikov plays a key role in research and model development for the firm. He is also a Professor in Mathematical Finance at the University of Alberta focusing on derivative pricing, risk management in finance and insurance, statistics and stochastic analysis.
  176. \n
  177. \nIn addition to his various academic engagements, Alexander previously held senior positions in business: Chief Scientist at Risk Invest Deutschland AG (Frankfurt), Vice Director at the Center of Actuarial and Financial Studies. Alexander is an author of five books and 100 papers, and a frequent speaker at conferences all over the world.";
  178. email = "team@modelcapital.com";
  179. "first_name" = Alexander;
  180. id = 537;
  181. "last_name" = Melnikov;
  182. phone = 6178547417;
  183. role = "Director of Research";
  184. "year_joined" = 2012;
  185. }
  186. );
  187. name = "Tactical Growth";
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  199. id = 1166;
  200. name = "Model Capital - Tactical US - Q1-2018.pdf";
  201. quarter = Q1;
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  203. year = 2018;
  204. },
  205. {
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  207. id = 1167;
  208. name = "Model Capital - Tactical US - Q4-2017.pdf";
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  211. year = 2017;
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  214. };
  215. "socially_responsible" = No;
  216. "strategy_description" = "The stock market is the best way to build wealth - but it could also put portfolios and financial goals at risk. In order to reduce the risk of significant downside, we apply a fundamental, forward-looking approach to tactical asset management.
  217. \n
  218. \nThe objective of the Tactical US Growth Limit-Loss strategy is to provide U.S. market exposure and participation in rising markets while heavily emphasizing risk management in down markets through the combination of multiple asset classes including equity, fixed income, and cash equivalents. The strategies allocate up to 100% of assets to equities (risk-on allocation) or to fixed-income or cash equivalents (risk-off), primarily based on the manager\U2019s proprietary model\U2019s 6-month return forecast for the S&P 500 index, also taking into account short-term risk and other fundamentals.
  219. \n";
  220. "strategy_inception" = "2013-03-01";
  221. type = "Separate Account";
  222. },
  223. {
  224. "asset_category" = "U.S. Equity";
  225. "asset_class" = "Large Core";
  226. "aum_as_of" = "2018-05-30";
  227. "aum_in_strategy" = "$18.00M";
  228. disclosures = "<p>Stance Capital, LLC claims compliance with the Global Investment Performance Standards (GIPS\U00ae) and has prepared and presented this report in compliance with the GIPS standards. Stance Capital has been independently verified for the periods August 19, 2016 through September 30, 2017. The verification report is available upon request.</p>
  229. \n
  230. \n<p>Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis and (2) the firm\U2019s policies and procedures are designed to calculate and present performance in compliance with the GIPS standards. Verification does not ensure the accuracy of any specific composite presentation.</p>
  231. \n
  232. \n<p><u><strong>Stance Equity Composite</strong></u> includes all direct Stance retail and institutional portfolios that invest in a multi-process ESG strategy. The first process applies a rules-based methodology to a large cap index and identifies companies that successfully manage sustainability-related key performance indicators. Excluded from consideration are companies engaged in weapons, tobacco, or thermal coal, as well as companies where women are not meaningfully employed in senior management and board positions. The second process tests fundamental financial and risk factors for statistical significance as generators of alpha. The factors compete for inclusion on an annual basis and are adjusted based on accumulated learning. The final process optimizes the portfolio for tail risk reduction.</p>
  233. \n
  234. \n<p>Stance Capital, LLC is a Registered Investment advisor (RIA) with the Massachusetts Securities Division, primarily focused on constructing and bringing to market public equity portfolios that mitigate material risk and generate excess returns while at the same time allowing investors to align their capital with their belief systems.</p>
  235. \n
  236. \n<p>The benchmark for Stance Equity Composite is the S&amp;P 500 Total Return Index. Returns are presented net of foreign withholding taxes on dividends, with dividends reinvested, and gross and net of management fees. Net of fee performance was calculated by using actual management fees charged. Fee schedule is 100 basis points. Actual investment advisory fees incurred by clients may vary. The annual composite dispersion presented is an asset weighted standard deviation calculated for the accounts in the composite the entire year.</p>
  237. \n
  238. \n<p>The U.S. Dollar is the currency used to express performance. The minimum account size for this composite is $150 thousand. Results are based on fully discretionary accounts under management, including those accounts no longer with the firm. Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request. Composite policy requires the temporary removal of any portfolio incurring a client initiated significant cash inflow or outflow of at least 20% of portfolio assets. Additional information regarding the treatment of significant cash flows is available upon request. A list of composite descriptions is also available upon request.</p>
  239. \n
  240. \n<p>The Stance Equity Composite was created August 18, 2016. Performance presented prior to August 18, 2016 occurred while the Portfolio Manager was affiliated with a prior firm and the Portfolio Manager was the only individual responsible for selecting the securities to buy and sell.</p>
  241. \n
  242. \n<p>December 31, 2016 composite assets was initially reported incorrectly as $3.45 million. The correct composite asset total is $4.15 million.</p>
  243. \n";
  244. firm = {
  245. address = "Boston, MA";
  246. email = "-";
  247. "employee_count" = 4;
  248. id = 826;
  249. logo = "https://stg.dakota.network/sites/default/files/2018-05/stance_logo_0.png";
  250. name = "Stance Capital";
  251. phone = "617-875-1062";
  252. };
  253. id = 827;
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  261. content = "<p>Stance Equity returned (0.44%) net of fees in Q1 2018 outperforming its benchmarks, the S&amp;P 500 Value TR (3.57%) and the S&amp;P 500TR (.76%) during the period.</p>\n\n<p>2017 witnessed historically low stock price volatility. &nbsp;According to Bloomberg, 80 of the calmest 100 trading days since 2001 occurred last year. However, Q1 witnessed two significant rallies and two significant drawdowns. Expectations of interest rate hikes and concerns about a trade war prompted the VIX (CBOE Volatility Index) to rise sharply. We anticipate that headline risk will&nbsp;persist through the mid-term elections in Q4.</p>\n\n<p>Stance Equity\U2019s rules based discipline disfavors stocks that exhibit high volatility which results in portfolio sector weightings that do not resemble the index. As a consequence, we have been significantly underweighted in technology since our inception nearly five years ago. In 2017, tech stocks contributed nearly 40 percent of S&amp;P 500 gains. Despite minimal tech exposure, Stance continued to generate competitive returns with less risk as demonstrated by correlation, volatility and downside capture metrics.&nbsp;</p>\n\n<p>As one of the very few GIPS verified ESG strategies in the large cap value space, we believe we are positioned to play a role not only with values aligned investors, but with any investor seeking to reduce the volatility and correlation of their large cap exposure.&nbsp;</p>\n";
  262. date = "2018-03-31";
  263. id = 1122;
  264. }
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  266. };
  267. name = "Stance Equity ESG Large Cap Core";
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  316. bio = "Prior to forming Stance Capital, LLC, Mr. Davis was co-founder and Managing Director of Empirical Asset Management, and Portfolio Manager on EAM Sustainable Equity, a strategy he launched in 2014. Prior to co-founding Empirical, he was the founder and CEO of Ze-gen, a venture and private equity backed renewable energy company. Mr. Davis received a B.A. from Connecticut College, and his career in business has included serving as CEO or founder of numerous companies including: Database Marketing Corporation in 1986, Holland Mark in 1997, and Cambridge Brand Analytics in 2003. He is Vice Chair of Impact Infrastructure, LLC, and serves on not-for-profit boards of Seven Hills Global Outreach and Commonwealth Corporation. He is a founding member of the President\U2019s Council of Ceres. Mr. Davis has taught at Columbia University Center for Environmental Research and Conservation, and guest lectured at Harvard College, Harvard Business School, MIT, MIT/Sloan, and Boston University. Mr. Davis holds a Series 65.";
  317. email = "bdavis@stancecap.com";
  318. "first_name" = Bill;
  319. id = 438;
  320. "last_name" = Davis;
  321. phone = "617-875-1062";
  322. role = "Founder & Portfolio Manager";
  323. "year_joined" = 2016;
  324. },
  325. {
  326. avatar = "https://stg.dakota.network/sites/default/files/2018-05/stancecapitalkylebalkissoon.jpg";
  327. bio = "Mr. Balkissoon is an expert and practitioner in quantitative analysis, data science and portfolio management. He has experience spanning banking, energy and capital markets sectors. He holds a Master of Science (M.Sc) degree from EDHEC Business School in Financial Markets with a specialization in asset management, he also holds a Bachelor of Science (B.Sc) degree in Mathematical Science and a Bachelor of Arts degree (B.A. Hons) in Economics, both from McMaster University. He has contributed to open source projects in R and given technical presentations at industry conferences.";
  328. email = "kyle@kkb.io";
  329. "first_name" = Kyle;
  330. id = 439;
  331. "last_name" = Balkissoon;
  332. phone = "647-983-8761";
  333. role = "Partner, Director of Quantitative Analytics";
  334. "year_joined" = 2016;
  335. }
  336. );
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  338. }
  339. );
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  343. "quantitative_or_fundamental" = Quantitative;
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  346. items = (
  347. {
  348. "file_url" = "https://stg.dakota.network/sites/default/files/2018-05/performance_thru_q118_0.pdf";
  349. id = 1095;
  350. name = "Performance thru Q118.pdf";
  351. quarter = Q1;
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  358. name = "Stance Equity Two Pager 6.30.18.pdf";
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  361. year = 2018;
  362. }
  363. );
  364. };
  365. "socially_responsible" = Yes;
  366. "strategy_description" = "Stance Equity is constructed using three independent processes. The first process applies a rules\U2010based methodology to a large cap index and identifies companies that successfully manage sustainability\U2010related key performance indicators (KPIs) such as energy productivity, carbon intensity, water dependence, and waste profile. Additional KPIs relating to governance include capacity to innovate, unfunded pension fund liabilities, CEO/average worker pay, safety performance, employee turnover, leadership diversity, percentage tax paid, and % bonus linked to sustainability performance. Excluded from consideration are companies engaged in weapons, tobacco, or thermal coal, as well as companies where women are not meaningfully employed in senior management and board positions. The second process within Stance Equity tests fundamental financial and risk factors for statistical significance as generators of alpha. The factors compete for inclusion on an annual basis and are adjusted based on accumulated learning. By example, in 2015 top factors included skewness, EBITDA, and historical alpha. The resulting portfolio represents the intersection of the first two processes. The final process optimizes the portfolio to maximize diversification and reduce correlation. The portfolio is re\U2010balanced quarterly.";
  367. "strategy_inception" = "2014-01-01";
  368. type = "Separate Account";
  369. },
  370. {
  371. "asset_category" = "U.S. Equity";
  372. "asset_class" = "Large Core";
  373. "aum_as_of" = "2018-03-31";
  374. "aum_in_strategy" = "$2201.00K";
  375. disclosures = "<ol>
  376. \n\t<li>The Model Capital Management LLC's (\"MCM\") reports, documents, videos, webinars, and all other content included&nbsp;on these&nbsp;web pages and all of the information contained therein&nbsp;(\U201cMCM Content\U201d) is the property of MCM. The Information&nbsp;set out in MCM Content&nbsp;is subject to copyright and may not be reproduced or disseminated, in whole or in part, without the express written permission of MCM. The trademarks and service marks contained in MCM Content are the property of their respective owners. Third-party data providers make no warranties or representations relating to the accuracy, completeness, or timeliness of the data they provide and shall not have liability for any damages relating to such data.</li>
  377. \n\t<li>MCM does not provide individually tailored investment advice. MCM Content has been prepared without regard to the circumstances and objectives of those who receive it. MCM recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of an investment adviser. The appropriateness of an investment or strategy will depend on an investor\U2019s circumstances and objectives. The securities, instruments, or strategies discussed in MCM Content may not be suitable for all investors, and certain investors may not be eligible to purchase or participate in some or all of them. The value of and income from your investments may vary because of changes in securities/instruments prices, market indexes, or other factors. Past performance is not a guarantee of future performance, and not necessarily a guide to future performance. Estimates of future performance are based on assumptions that may not be realized.</li>
  378. \n\t<li>MCM Content is not an offer to buy or sell or the solicitation of an offer to buy or sell any security/instrument or to participate in any particular trading strategy. MCM does not analyze, follow, research or recommend individual companies or their securities. Employees of MCM may have investments in securities/instruments or derivatives of securities/instruments based on broad market indices included in MCM Content.</li>
  379. \n\t<li>MCM is not acting as a municipal advisor and the opinions or views contained in MCM Content are not intended to be, and do not constitute, advice within the meaning of Section 975 of the Dodd-Frank Wall Street Reform and Consumer Protection Act.</li>
  380. \n\t<li>MCM Content is based on public information. MCM makes every effort to use reliable, comprehensive information, but we make no representation that it is accurate or complete. We have no obligation to tell you when opinions or information in MCM Content change.</li>
  381. \n\t<li>MCM DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES OR REPRESENTATIONS WITH RESPECT TO THIS MCM CONTENT (OR THE RESULTS TO BE OBTAINED BY THE USE THEREOF), AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, MCM HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES (INCLUDING, WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF ORIGINALITY, ACCURACY, TIMELINESS, NON-INFRINGEMENT, COMPLETENESS, MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE).</li>
  382. \n\t<li>\U201cModel Return Forecast\U201d for 6-month S&amp;P 500 return is MCM\U2019s measure of attractiveness of the U.S. equity market&nbsp;obtained by applying MCM\U2019s proprietary statistical algorithm and historical data, but is not promissory, and, by itself, does not constitute an investment recommendation. Model Return Forecasts were calculated and applied by MCM to its research and investment process in real time beginning from 2012. For periods prior to Jan 2012, the results are&nbsp;\U201cback-tested,\U201d i.e., obtained by retroactively applying MCM's algorithm and historical data available in Jan 2012 or thereafter.&nbsp;Source for the S&amp;P 500 actual returns: S&amp;P Dow Jones.&nbsp;</li>
  383. \n\t<li>Index returns referenced in MCM Content, if any, are gross of any advisory fees, fund management fees, and trading expenses. Fund or ETF returns referenced, if any, are gross of advisory fees and trading expenses. Returns will be reduced by fees and expenses incurred.</li>
  384. \n</ol>
  385. \n";
  386. firm = {
  387. address = "Boston, MA";
  388. email = "-";
  389. "employee_count" = 5;
  390. id = 1258;
  391. logo = "https://stg.dakota.network/sites/default/files/2018-06/mcm_logo_square_300.png";
  392. name = "Model Capital Management LLC";
  393. phone = "617-854-7417";
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  402. {
  403. content = "<h3><span><span><span><span><span><span>O<span>ur equity model continues with Maximum Bullish Allocation</span></span></span></span></span></span></span></h3>
  404. \n
  405. \n<ul>
  406. \n\t<li><span><span><span><span>Our model\U2019s 6m market forecast rises to 7.0%, mandating continued Maximum Bullish Allocation.</span></span></span></span></li>
  407. \n\t<li><span><span><span><span>The drop in long-term Treasury yields drives the improvement since mid-May.</span></span></span></span></li>
  408. \n\t<li><span><span><span><span>The latest economic data boosts the Atlanta Fed\U2019s Q2 GDP growth forecast above 4%.</span></span></span></span></li>
  409. \n\t<li><span><span><span><span>U.S. markets are decoupling from global, which we expect to continue.</span></span></span></span></li>
  410. \n</ul>
  411. \n";
  412. date = "2018-05-31";
  413. id = 1167;
  414. },
  415. {
  416. content = "<h3><span><span><span><span><span><span><span>Stellar Earnings \U2013 Will The Market Care?</span></span></span></span></span></span></span></h3>
  417. \n
  418. \n<h4><span><span><span><span><span><span>The equity return forecast decreases to 4.2%</span></span></span></span></span></span></h4>
  419. \n
  420. \n<ul>
  421. \n\t<li><span><span><span><span>Our equity model\U2019s 6-month forecast for the S&amp;P 500 has decreased to 4.2%.</span></span></span></span></li>
  422. \n\t<li><span><span><span><span>Q1 earnings growth, at 23%, is the strongest since 2010 \U2013 but the market\U2019s reaction is muted.</span></span></span></span></li>
  423. \n\t<li><span><span><span><span>Interest rates jumped, and are beginning to have a negative economic effect in our model.</span></span></span></span></li>
  424. \n</ul>
  425. \n";
  426. date = "2018-04-30";
  427. id = 1168;
  428. },
  429. {
  430. content = "<h3><span><span><span><span><span><span><span>Trade Rhetoric And Reality</span></span></span></span></span></span></span></h3>
  431. \n
  432. \n<h4><span><span><span><span><span><span>Equity return forecast rises to 6.8%</span></span></span></span></span></span></h4>
  433. \n
  434. \n<p><span><span><span><span><span>Roman Chuyan, CFA</span></span></span></span></span></p>
  435. \n
  436. \n<p><span><span><span><span><span>March 30, 2018</span></span></span></span></span></p>
  437. \n
  438. \n<ul>
  439. \n\t<li><span><span><span><span>The \U201ctrade-war\U201d hysteria that caused a bout of volatility this month has finally ended. </span></span></span></span></li>
  440. \n\t<li><span><span><span><span>Our equity model\U2019s 6-month forecast for the S&amp;P 500 rises to 6.8% on lower valuation.</span></span></span></span></li>
  441. \n\t<li><span><span><span><span>Economic data flow is extremely positive this month, and Q1 earnings are projected to grow 17%.</span></span></span></span></li>
  442. \n</ul>
  443. \n";
  444. date = "2018-03-31";
  445. id = 1169;
  446. }
  447. );
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  472. avatar = "https://stg.dakota.network/sites/default/files/2018-06/roman_400x400.png";
  473. bio = "Roman Chuyan, CFA, co-founded the firm in 2012, and his investment experience began in 1997. The firm\U2019s strategy is powered by a fundamental-based, forward-looking approach that Roman had developed over the previous decade.
  474. \n
  475. \nIn prior years, Roman worked at buy-side investment firms JH Investments, CypressTree, and John Hancock Life Insurance Company. He focused on asset allocation, fixed income, credit markets, and derivatives; and developed risk management and valuation models. He holds a Master's in Finance degree from Bentley University, has several published papers, and holds a CFA designation. ";
  476. email = "roman@modelcapital.com";
  477. "first_name" = Roman;
  478. id = 535;
  479. "last_name" = Chuyan;
  480. phone = 6178547417;
  481. role = CIO;
  482. "year_joined" = 2012;
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  496. "file_url" = "https://stg.dakota.network/sites/default/files/2018-06/model_capital_-_tactical_strategies_-_may-31-2018_0.pdf";
  497. id = 1182;
  498. name = "Model Capital - Tactical Strategies - May-31-2018.pdf";
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  500. "thumbnail_uri" = "https://stg.dakota.network/sites/default/files/dakota-pdf-thumbnail/media/quarterly_report/1182/Model%20Capital%20-%20Tactical%20Strategies%20-%20May-31-2018.pdf-3201.jpeg";
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  514. name = "Tactical Strategies Apr-30-2018.pdf";
  515. quarter = Q2;
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  517. year = 2018;
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  521. "socially_responsible" = No;
  522. "strategy_description" = "Our American Revival strategies are core balanced allocations designed to take advantage of the expected U.S. economic growth in the coming years. All AR portfolio allocations are U.S.-only, and most include additional exposure to equity sectors that are expected to benefit from this trend. Higher economic growth is likely to be accompanied by higher inflation and interest rates. Our AR portfolios underweight long-term bond exposure, and instead focus on income assets that are expected to outperform in a rising-rate environment. The strategies are reviewed by the manager at least quarterly, with potential adjustments to account for the changing economic and market environment.
  523. \n
  524. \nThe primary objective of the Strategic Balanced Allocation is total return from participation in equity and fixed-income markets, while emphasizing managing downside risk; with secondary objective of interest income. The assets classes include Treasury inflation-protected securities (TIPS), short-term corporate bonds, senior loans (up to 20%), other fixed-income asset classes, U.S. large-cap balanced and growth equities, and U.S. mid-cap equities.
  525. \n
  526. \nEquity allocation Min/Max: 35%/50%
  527. \nFixed income allocation Min/Max: 50%/65%";
  528. "strategy_inception" = "2003-12-31";
  529. type = "Separate Account";
  530. },
  531. {
  532. "asset_category" = "U.S. Equity";
  533. "asset_class" = "Large Core";
  534. "aum_as_of" = "2018-03-31";
  535. "aum_in_strategy" = "$1761.00K";
  536. disclosures = "<ol>
  537. \n\t<li>The Model Capital Management LLC's (\"MCM\") reports, documents, videos, webinars, and all other content included&nbsp;on these&nbsp;web pages and all of the information contained therein&nbsp;(\U201cMCM Content\U201d) is the property of MCM. The Information&nbsp;set out in MCM Content&nbsp;is subject to copyright and may not be reproduced or disseminated, in whole or in part, without the express written permission of MCM. The trademarks and service marks contained in MCM Content are the property of their respective owners. Third-party data providers make no warranties or representations relating to the accuracy, completeness, or timeliness of the data they provide and shall not have liability for any damages relating to such data.</li>
  538. \n\t<li>MCM does not provide individually tailored investment advice. MCM Content has been prepared without regard to the circumstances and objectives of those who receive it. MCM recommends that investors independently evaluate particular investments and strategies, and encourages investors to seek the advice of an investment adviser. The appropriateness of an investment or strategy will depend on an investor\U2019s circumstances and objectives. The securities, instruments, or strategies discussed in MCM Content may not be suitable for all investors, and certain investors may not be eligible to purchase or participate in some or all of them. The value of and income from your investments may vary because of changes in securities/instruments prices, market indexes, or other factors. Past performance is not a guarantee of future performance, and not necessarily a guide to future performance. Estimates of future performance are based on assumptions that may not be realized.</li>
  539. \n\t<li>MCM Content is not an offer to buy or sell or the solicitation of an offer to buy or sell any security/instrument or to participate in any particular trading strategy. MCM does not analyze, follow, research or recommend individual companies or their securities. Employees of MCM may have investments in securities/instruments or derivatives of securities/instruments based on broad market indices included in MCM Content.</li>
  540. \n\t<li>MCM is not acting as a municipal advisor and the opinions or views contained in MCM Content are not intended to be, and do not constitute, advice within the meaning of Section 975 of the Dodd-Frank Wall Street Reform and Consumer Protection Act.</li>
  541. \n\t<li>MCM Content is based on public information. MCM makes every effort to use reliable, comprehensive information, but we make no representation that it is accurate or complete. We have no obligation to tell you when opinions or information in MCM Content change.</li>
  542. \n\t<li>MCM DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES OR REPRESENTATIONS WITH RESPECT TO THIS MCM CONTENT (OR THE RESULTS TO BE OBTAINED BY THE USE THEREOF), AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, MCM HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES (INCLUDING, WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF ORIGINALITY, ACCURACY, TIMELINESS, NON-INFRINGEMENT, COMPLETENESS, MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE).</li>
  543. \n\t<li>\U201cModel Return Forecast\U201d for 6-month S&amp;P 500 return is MCM\U2019s measure of attractiveness of the U.S. equity market&nbsp;obtained by applying MCM\U2019s proprietary statistical algorithm and historical data, but is not promissory, and, by itself, does not constitute an investment recommendation. Model Return Forecasts were calculated and applied by MCM to its research and investment process in real time beginning from 2012. For periods prior to Jan 2012, the results are&nbsp;\U201cback-tested,\U201d i.e., obtained by retroactively applying MCM's algorithm and historical data available in Jan 2012 or thereafter.&nbsp;Source for the S&amp;P 500 actual returns: S&amp;P Dow Jones.&nbsp;</li>
  544. \n\t<li>Index returns referenced in MCM Content, if any, are gross of any advisory fees, fund management fees, and trading expenses. Fund or ETF returns referenced, if any, are gross of advisory fees and trading expenses. Returns will be reduced by fees and expenses incurred.</li>
  545. \n</ol>
  546. \n";
  547. firm = {
  548. address = "Boston, MA";
  549. email = "-";
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  552. logo = "https://stg.dakota.network/sites/default/files/2018-06/mcm_logo_square_300.png";
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  564. content = "<h3><span><span><span><span><span><span>O<span>ur equity model continues with Maximum Bullish Allocation</span></span></span></span></span></span></span></h3>
  565. \n
  566. \n<p><span><span><span><span><span>Roman Chuyan, CFA</span></span></span></span></span></p>
  567. \n
  568. \n<p><span><span><span><span><span>May 31, 2018</span></span></span></span></span></p>
  569. \n
  570. \n<ul>
  571. \n\t<li><span><span><span><span>Our model\U2019s 6m market forecast rises to 7.0%, mandating continued Maximum Bullish Allocation.</span></span></span></span></li>
  572. \n\t<li><span><span><span><span>The drop in long-term Treasury yields drives the improvement since mid-May.</span></span></span></span></li>
  573. \n\t<li><span><span><span><span>The latest economic data boosts the Atlanta Fed\U2019s Q2 GDP growth forecast above 4%.</span></span></span></span></li>
  574. \n\t<li><span><span><span><span>U.S. markets are decoupling from global, which we expect to continue.</span></span></span></span></li>
  575. \n</ul>
  576. \n";
  577. date = "2018-05-31";
  578. id = 1178;
  579. }
  580. );
  581. };
  582. name = "American Revival Strategic Growth-Plus ";
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  612. bio = "Roman Chuyan, CFA, co-founded the firm in 2012, and his investment experience began in 1997. The firm\U2019s strategy is powered by a fundamental-based, forward-looking approach that Roman had developed over the previous decade.
  613. \n
  614. \nIn prior years, Roman worked at buy-side investment firms JH Investments, CypressTree, and John Hancock Life Insurance Company. He focused on asset allocation, fixed income, credit markets, and derivatives; and developed risk management and valuation models. He holds a Master's in Finance degree from Bentley University, has several published papers, and holds a CFA designation. ";
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  616. "first_name" = Roman;
  617. id = 535;
  618. "last_name" = Chuyan;
  619. phone = 6178547417;
  620. role = CIO;
  621. "year_joined" = 2012;
  622. }
  623. );
  624. name = "AR Growth Plus";
  625. }
  626. );
  627. "people_count" = 1;
  628. };
  629. "profile_strength" = "80%";
  630. "quantitative_or_fundamental" = Both;
  631. "quarterly_reports" = {
  632. count = 2;
  633. items = (
  634. {
  635. "file_url" = "https://stg.dakota.network/sites/default/files/2018-06/model_capital_-_tactical_strategies_-_may-31-2018_2.pdf";
  636. id = 1197;
  637. name = "Model Capital - Tactical Strategies - May-31-2018.pdf";
  638. quarter = Q2;
  639. "thumbnail_uri" = "https://stg.dakota.network/sites/default/files/dakota-pdf-thumbnail/media/quarterly_report/1197/Model%20Capital%20-%20Tactical%20Strategies%20-%20May-31-2018.pdf-3217.jpeg";
  640. year = 2018;
  641. },
  642. {
  643. "file_url" = "https://stg.dakota.network/sites/default/files/2018-06/model_capital_-_tactical_strategies_-_mar-31-2018_1.pdf";
  644. id = 1198;
  645. name = "Model Capital - Tactical Strategies - Mar-31-2018.pdf";
  646. quarter = Q1;
  647. "thumbnail_uri" = "https://stg.dakota.network/sites/default/files/dakota-pdf-thumbnail/media/quarterly_report/1198/Model%20Capital%20-%20Tactical%20Strategies%20-%20Mar-31-2018.pdf-3218.jpeg";
  648. year = 2018;
  649. }
  650. );
  651. };
  652. "socially_responsible" = No;
  653. "strategy_description" = "Our American Revival strategies are core balanced allocations designed to take advantage of the expected U.S. economic growth in the coming years. All AR portfolio allocations are U.S.-only, and most include additional exposure to equity sectors that are expected to benefit from this trend. Higher economic growth is likely to be accompanied by higher inflation and interest rates. Our AR portfolios underweight long-term bond exposure, and instead focus on income assets that are expected to outperform in a rising-rate environment. The strategies are reviewed by the manager at least quarterly, with potential adjustments to account for the changing economic and market environment.
  654. \n
  655. \nThe primary objective of the Strategic Growth-Plus product is total return from participation in equity markets, while heavily emphasizing managing downside risk; with secondary objective of total return from fixed-income markets. The assets classes include U.S. large-cap growth and value equities, U.S. mid-cap equities, Treasury inflation-protected securities (TIPS), short-term corporate bonds, senior loans (up to 17%), and other fixed-income asset classes.";
  656. "strategy_inception" = "2003-12-31";
  657. type = "Separate Account";
  658. }
  659. );
  660. }
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