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Kensington Managed Income Strategy Returns
INVESTMENT OBJECTIVE
The Kensington Managed Income Strategy $1,750,000
$1,750,000
strives to provide investors with the
potential to generate stable, above
average total returns, with low drawdown. $1,500,000
$1,500,000
ABOUT THE STRATEGY
Kensington Analytics uses a proprietary $1,250,000
$1,250,000
trend-following model to identify and
act on prevailing market sentiment. The
model provides daily signals to guide the
$1,000,000
Strategy’s allocation. Managed Income $1,000,000
rotates between two investment modes:
Risk-On: When markets are generally
$750,000
trending upward, Managed Income $750,000
allocates to higher yielding fixed income
securities. This allows the Strategy to reap
$500,000
the highest level of yield when confidence $500,000
in the market is high.
Risk-Off: When the overall trend is one
$250,000
of decline or high volatility, Managed $250,000
Income shifts into shorter duration
instruments, including Treasuries or
cash equivalents. This helps protect $0 $0
principal and mitigate drawdowns. 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
Returns are Net
ICE BofA US Corporate Master
S&P 500 TR Index
Kensington Managed Income
ICE BofA US High Yield Master II
Bloomberg Barclays
MORNINGSTAR® CLASSIFICATION Kensington Managed Income US Aggregate Bond US Corporate Bond US High Yield Bond S&P 500
US Aggregate Bond Index
Total Return Index
Total Return Index
Nontraditional Bond
MORNINGSTAR® RATING*
* The Kensington Managed Income Strategy received a 14%
5-Star Overall Morningstar® Rating as of December 31,
2019. The Strategy was rated against the following Risk/Return (Since 1992) Performance Statistics
numbers of Morningstar® rated composites over the
following time periods: 37 nontraditional composites in
12%
the last 3 years, 34 nontraditional composites in the last 12% Bloomberg Barclays ICE BofA ICE BofA
5 years, and 19 nontraditional composites in the last 10 Kensington S&P 500
years. With respect to these nontraditional composites, Managed Income US Aggregate US Corporate Master US High Yield Master II TR Index
the Kensington Managed Income Strategy received a Bond Index Total Return Index Total Return Index
10%
5-Star rating overall, a 4-Star rating for 3 years, a 5-Star 10%
rating for 5 years and a 5-Star rating for 10 years. Past Annualized Return
performance does not guarantee future results. Kensington Managed Income S&P 500 TR Index Since Inception 9.14% 5.53% 6.23% 7.32% 8.85%
8%
Standard Deviation
INCEPTION DATE 8% ICE BofA US High Yield Master II Total Return Index Annualized 4.76% 3.55% 5.27% 8.30% 14.24%
December 31, 1991 Annual
The Kensington Managed Income Strategy 6% ICE BofA US Corporate Master Total Return Index Sharpe Ratio 1.92 1.56 1.17 0.89 0.62
6%
is managed by Advisors Preferred, LLC dba Annualized Return Since Inception Bloomberg Barclays US Aggregate Bond Index Maximum
Kensington Analytics LLC. Additional Drawdown (4.60%) (5.15%) (16.07%) (33.23%) (50.95%)
information about the Strategy and 4%
the adviser can be obtained by viewing 4% Percent of 75.81% 67.85% 68.05% 72.19% 66.37%
company disclosure documents available Positive Months
upon request. Past Performance does not Avg Positive
2%
guarantee future results. 2% Monthly Return 1.17% 0.99% 1.25% 1.61% 3.06%
Avg Negative
To Receive a GIPS® Compliant Monthly Return (0.57%) (0.67%) (1.05%) (1.94%) (3.67%)
Presentation Please Contact 0% 0% 5% 10% 15% 20%
0%
info@kensingtonanalytics.com 0% 5% 10% 15% 20% 25% As of 03/31/20. Standard Deviation: A measure of the dispersion of monthly returns from its mean return, also known as historical volatility. Sharpe Ratio: A risk-adjusted
measure of a fund’s performance that indicates a fund’s return per unit of risk, defining risk as volatility (standard deviation). Maximum Drawdown: A measure of the
KensingtonAnalytics.com Standard Deviation maximum loss from a peak to a trough of a portfolio or index, before a new peak is attained. An investment in securities involves risk, including loss of principal.
877.891.1222 Returns are presented Net of fees and include the reinvestment of all income. Performance represents past performance. Past performancedoes not guarantee
future results.