Disclosure Information

Source: Bloomberg. Past Performance is no guarantee of future performance. Information or data shown or used in this material is for illustrative purposes only and was received from sources believed to be reliable, but accuracy is not guaranteed.

Helios Quantitative is a dba of Clear Creek Financial Management, LLC.  Clear Creek Financial Management, LLC is a Registered Investment Adviser. This article is solely for informational purposes and not a solicitation to invest. Advisory services are only offered to clients or prospective clients where Clear Creek Financial Management, LLC and its representatives are properly licensed or exempt from licensure. Past performance is no guarantee of future returns. Investing involves risk and possible loss of principal capital. No advice may be rendered by Clear Creek Financial Management, LLC unless a client service agreement is in place. Please contact a financial advisory professional before making any investment.

Definitions:

The Standard & Poor’s 500 Index (S&P 500) measures the performance of 500 large cap stocks, which together represent about 75% of the total US equities market.

Maximum Peak Drawdown is the largest drop from a peak to a bottom in a subperiod over time frame. It measures the magnitude of the worst loss an investor could have incurred by investing in that security.

Moving Average is a technical analysis indicator that displays the average value of an Index’s price over a period of time. For example, for a fifty day moving average, the previous fifty days’ closing prices are added together and divided by fifty. Holidays and weekends are not taken into account.