Prometheus Asset Allocation

Positions Only

The Prometheus Asset Allocation program offers a stable, macro-focused approach to asset management. Asset Allocation aims to outperform a traditional stock and bond portfolio by leveraging our proprietary systematic macro process to rotate between 3 ETFs monthly.

We visualize the simulated performance of the systems that drive this strategy below:

This strategy has performed well through the most recent market volatility, avoiding the volatility of the 60/40 portfolio. We visualize the inception-to-date returns of the program and the accompanying drawdown:

Our observations are as follows:

• The economy remains expanding, with inflation moderating, and liquidity ample.

• Macro market volatility has declined; however, expected market returns remain compressed.

• While economic conditions would indicate positive asset exposures, market pricing remains unattractive across assets. Despite the significant recovery of equity markets, caution remains warranted for asset allocators.

Reflecting these dynamics, we share the latest positions from our Prometheus Asset Allocation Program: