A Long History of Less Tail Risk

Frequency of Monthly Returns: LASSO Composite (net) vs. S&P 500

From December 31, 1998 (inception) through Semptember 30, 2017

LASSO has historically demonstrated a more consistent risk/return profile than the S&P 500.

Changes in Risk/Return Characteristics Over Time

Risk/Return Dynamics: LASSO Composite (net) vs. S&P 500

Trailing 24 months at 6-month intervals from December 2000 through June 2017 (monthly data)

LASSO has historically demonstrated a more consistent risk/return profile than the S&P 500.