BRIM Equity
Core SMA
Fact Sheet | As of September 30, 2024

Objective

The investment objective of the separately managed account is to provide capital returns in excess of common U.S. market Indices on a superior risk adjusted basis. This separately managed account is designed for long term investors with moderately above average risk tolerance who seek to outperform the S&P 500 over rolling 3 year periods with comparative volatility.

Strategy

The Separately Managed Account focuses on stable investments in leading sectors such as Consumer Electronics, Semiconducters, and Financial Services. It targets industry leaders, striving for a steady revenue growth rate of 12-15%. The strategy integrates top-down industry analysis and bottom-up fundamental examination, leaning slightly towards the latter. Relative to general equity funds, the Equity Core Fund is well-positioned, providing balanced risk and above average performance, making it an excellent component for diversified portfolios.

Exposure will range from 90% to 100% during rebalancing. The strategy will rebalance its equity holdings to lower portfolio beta at market peaks, and increase it after markets bottom and begin to trend upwards. The purpose of strategically rebalancing during these conditions is to optimize the portfolio during periods of elevated risk and reward, with the goal of acquiring new equities at more attractive prices.

Account Minimum

$50,000

Equity Core SMA vs. S&P 500

Equity Core SMA vs. S&P 500

Total Return Annualized 13.47
Winning Months (%) 63.78
Average Winning Month 4.13
Average Losing Month -4.01
Sharpe Ratio 0.82
Sortino Ratio 1.14
Standard Deviation Monthly 5.02
Downside Deviation 3.22
Equity Core SMACore Equity SMA Backtest
Total Return Annualized 13.47 13.97
Winning Months (%) 63.78 64.78
Average Winning Month 4.13 3.95
Average Losing Month -4.01 -3.82
Sharpe Ratio 0.82 0.87
Sortino Ratio 1.14 1.23
Standard Deviation Monthly 5.02 4.80
Downside Deviation 3.22 3.09
Performance History January 07, 2008 - September 30, 2024
Returns 1 Month 3 Month 6 Month Year To Date 1 Year 3 Year 5 Year 10 Year Inception
Equity Core SMA -0.08% 11.96% 40.50% 30.10% 44.19% 10.21% 13.74% 15.55% 13.47%
S&P 500 -4.08% 4.29% 20.98% 22.08% 22.66% 8.06% 13.19% 12.41% 10.25%
Returns Annualized Return Max Drawdown Total Return Ending Value
Equity Core SMA 13.47% -48.92% 687.88% $787879
S&P 500 10.25% -46.56% 392.26% $492263
Excess 3.22% -2.36% 295.62% $295616
Top Equity Holdings As of September 30, 2024

Top Holdings

HoldingsSector%NAV
NVDASemiconductors12.69
METAInternet Content & Information6.40
LRCXSemiconductor Devices5.72
MSFTSoftware - Infrastructure4.81
MACredit Services4.36
NFLXEntertainment4.27
CBOEFinancial Data & Stock Exchanges4.00
VCredit Services3.91
AMDSemiconductors3.77
CRMSoftware - Application3.66
Past performance is not indicative of future performance. Principal value and investment return will fluctuate. There are no implied guarantees or assurances that the target returns will be achieved or objectives will be met. Future returns may differ significantly from past returns due to many different factors. Investments involve risk and the possibility of loss of principal. The values and performance numbers represented in this report do reflect management fees. The values used in this report were obtained from sources believed to be reliable. Performance numbers were calculated by Bull Run Investment Management using the data provided. Please consult your custodial statements for an official record of value.

This performance report provides information regarding the previous listed accounts that are being managed by Bull Run Investment Management in accordance with your investment objectives previously discussed. Any changes to your current overall investment objectives or financial condition should be communicated to Bull Run Investment Management. Some accounts may be compared to an index for benchmarking purposes. The index chosen does reflect all applicable dividends reinvested. The index results do not reflect fees and expenses and you typically cannot invest in an index.

All returns represented are net of a max fee of 1.35%

Backtested performance is NOT an indicator of future actual results. There are limitations inherent in hypothetical results particularly that the performance results do not represent the results of actual trading using client assets, but were achieved by means of retroactive application of a backtested model that was designed with the benefit of hindsight. The results reflect performance of a strategy not historically offered to investors and do NOT represent returns that any investor actually attained. Backtested results are calculated by the retroactive application of a model constructed on the basis of historical data and based on assumptions integral to the model which may or may not be testable and are subject to losses.

Backtested performance is developed with the benefit of hindsight and has inherent limitations. Specifically, backtested results do not reflect actual trading, or the effect of material economic and market factors on the decision making process, or the skill of the adviser. Since trades have not actually been executed, results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity, and may not reflect the impact that certain economic or market factors may have had on the decision -making process. Further, backtesting allows the security selection methodology to be adjusted until past returns are maximized. Actual performance may differ significantly from backtested performance.