LASSO Risk Parameters: Daily Volatility

Daily Returns: LASSO Composite (net) vs. S&P 500

Inception of LASSO from December 31, 1998 through October 31, 2017

LASSO aims to provide a smoother ride than the S&P 500.

LASSO aims to keep daily returns within a band of +/- 1%.

LASSO Daily Returns

LASSO Composite (net) vs. S&P 500

Inception of LASSO from December 31, 1998 through September 30, 2017

LASSO aims to provide a smoother ride than the S&P 500.

LASSO Risk Parameters: Monthly Drawdowns

Performance of LASSO Composite (net) during the 15 worst months for the S&P 500

Inception of LASSO from December 31, 1998 through September 30, 2017

LASSO aims to provide a smoother ride than the S&P 500.

LASSO aims to mitigate drawdowns relative to the S&P 500.