Quarterly PSN Top Guns List published by Zephyr identifies best-in-class separate accounts, managed accounts, and managed ETF strategies
New York, NY—November 17, 2023— FCF Advisors announced today it has been named to the celebrated PSN Top Guns List of best performing separate accounts, managed accounts, and managed ETF strategies for 3Q 2023. The highly anticipated list, published by Zephyr, remains one of the most important references for investors and asset managers.
“Investing in SMAs has grown substantially over the past decade,” says Chris Volpe, Director of Wealth Management Solutions for Zephyr. “Zephyr’s PSN SMA database pioneered the curation of SMA data and is the leader in providing important due diligence on strategies. FCF Advisors is a best-in-class performer and worthy of this influential recognition.”
FCF US Quality utilizes an actively managed quantitative investment process to provide investors with core US equity exposure. Our stock selection is driven by the Free Cash Flow Quality Model (FCFQM), a multi-factor approach to identifying high quality companies with strong and sustainable profitability, with a unique combination of quality indicators.
“Our FCF US Quality Strategy is not merely a performer; it is the embodiment of a resilient core holding, adept at navigating the complexities of market cycles,” says Vince (Qijun) Chen, Portfolio Manager of FCF US Quality Strategy and Director of Research at FCF Advisors. “The recognition on the PSN Top Guns List underscores the strategy’s superior capability to capture gains more effectively than the market during upturns and shield against losses in downturns. This dual strength is fundamental for our clients’ core investments, providing a growth-oriented yet stable foundation that stands firm against market volatility. It is this strategic balance that fortifies our clients’ portfolios and exemplifies our quality-centric investment philosophy.”
Through a combination PSN’s proprietary performance screens, the PSN Top Guns List ranks products in six proprietary categories in over 75 universes based on continued performance over time.
FCF Advisors’ FCF US Quality Strategy was named Top Gun Bull & Bear Masters, meaning the strategy has demonstrated significant ability to manage risk while securing returns. Specifically, the strategy ranked number four in the universe. The Bull & Bear Masters designation indicates that the strategy has achieved one of the top ten ratios of Upside Capture Ratio over Downside Capture Ratio, showcasing our skill in capturing gains in rising markets and protecting capital in declining ones.
Bull & Bear Masters: had an r-squared of 0.80 or greater relative to the style benchmark for a three-year period. Moreover, the strategy had an upside market capture over 100 and a downside market capture less than 100 relative to the style benchmark. The top ten ratios of Upside Capture Ratio over Downside Capture Ratio become the PSN Bull & Bear Masters.
About FCF Advisors
FCF Advisors is a boutique Asset Management firm and Index Provider based in NYC specializing in free cash flow-focused investment strategies. Over the past decade, the firm has become a recognized leader in free cash flow analytics and research. FCF has pioneered the free cash flow quality model (FCFQM) which serves as the foundation for the firm’s quantitative investment process. FCF Advisors has a suite of core and thematic free cash flow equity strategies and offers over 50 customizable free cash flow index strategies covering 8 global equities allocation categories available in SMA/white label SMA and model mdelivery.
For nearly four decades, PSN has been a top resource for investment professionals. Asset managers rely on Zephyr’s PSN to effectively reach institutional and retail investors. Over 2,800 firms, 285 universes, and more than 21,000 products comprise the PSN SMA database showing asset breakdowns, compliance, key personnel, ownership diversity, ESG, business objectives and strategy, style, fees, GIC sectors, fixed income ranges and full holdings. Unique to PSN is its robust historical database of nearly 40 Years of Data Including Net and Gross-of-Fee Returns. For more details on the methodology behind the PSN Top Guns Rankings or to purchase PSN Top Guns Reports, contact Robby Resendez at PSNdata@informais.com Visit PSN online to learn more.