GIPS COMPLIANT REPORT

PWAG Tactiacl All Equity ETF Strategy GIPS Report

Prior to August 1, 2020 Polaris Wealth Advisory Group, LLC was known as Polaris Greystone Financial Group, LLC.

* – Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of November 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Wealth Advisory Group, LLC (“PWAG”) is a SEC-registered investment adviser. PWAG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PWAG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis and (2) the firm’s policies and procedures are designed to calculate and present performance in compliance with the GIPS standards. Verification does not ensure the accuracy of any specific composite presentation.

Polaris Wealth Advisory Group’s Tactical All Equity ETF Strategy seeks to provide exposure to a vast array of financial markets through the “core” positions, while also allowing PWAG to make tactical allocation decisions to take advantage of opportunities in specific market sectors or regions with the “explore” positions. The benchmark for the Tactical All Equity ETF Strategy is the MSCI All-Country World Index, which is a free float-adjusted market capitalization-weighted index that is designed to measure results of more than 40 developed and emerging market equity markets.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary. The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Tactical All Equity ETF Strategy Composite inception date is 11/1/2013. This composite was created on 10/10/2013. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

PWAG Tactical Growth ETF Strategy CIPRS Report

Prior to August 1, 2020 Polaris Wealth Advisory Group, LLC was known as Polaris Greystone Financial Group, LLC.

* – Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of June 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Wealth Advisory Group, LLC (“PWAG”) is a SEC-registered investment adviser. PWAG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PWAG has been independently verified for the periods June 1, 2013 through December 31, 2019. The verification reports are available upon request. Verification assesses whether (1) the firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis and (2) the firm’s policies and procedures are designed to calculate and present performance in compliance with the GIPS standards. Verification does not ensure the accuracy of any specific composite presentation.

Polaris Wealth Advisory Group’s Tactical Growth ETF Strategy seeks to provide exposure to a vast array of financial markets through the “core” positions, while also allowing PWAG to make tactical allocation decisions to take advantage of opportunities in specific market sectors or regions with the “explore” positions.

The benchmark for the Tactical Growth ETF Strategy is a blend consisting of the aggregate performance of 70% of the MSCI All-Country World Index and 30% of the Barclays Capital Aggregate Bond Index, rebalanced monthly. The MSCI ACWI Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets. The Barclays Capital Aggregate Bond Index is a broad-based benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing compliant presentations are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Tactical Growth ETF Strategy Composite inception date is 6/1/2013. This composite was created on 5/21/2013. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth TACTICAL MODERATE ETF STRATEGY GIPS REPORT Chart
Polaris Wealth TACTICAL MODERATE ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of June 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods June 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Tactical Moderate ETF Strategy seeks to provide exposure to a vast array of financial markets through the “core” positions, while also allowing Polaris Greystone to make tactical allocation decisions to take advantage of opportunities in specific market sectors or regions with the “explore” positions. The benchmark for the Tactical Moderate ETF Strategy is a blend consisting of the aggregate performance of 50% of the MSCI All-Country World Index and 50% of the Barclays Capital Aggregate Bond Index, rebalanced monthly. The MSCI ACWI Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets. The Barclays Capital Aggregate Bond Index is a broad-based benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Tactical Moderate ETF Strategy Composite inception date is 6/1/2013. This composite was created on 5/21/2013. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth TACTICAL CONSERVATIVE ETF STRATEGY GIPS REPORT Chart
Polaris Wealth TACTICAL CONSERVATIVE ETF STRATEGY GIPS REPORT Chart
* Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of June 1, 2013 to December 31, 2013. N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year. Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods June 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firmwide basis. Verification does not provide assurance on the accuracy of any specific performance report. Polaris Greystone Financial Group’s Tactical Conservative ETF Strategy seeks to provide exposure to a vast array of financial markets through the “core” positions, while also allowing Polaris Greystone to make tactical allocation decisions to take advantage of opportunities in specific market sectors or regions with the “explore” positions. The benchmark for the Tactical Conservative ETF Strategy is a blend consisting of the aggregate performance of 30% of the MSCI All-Country World Index and 70% of the Barclays Capital Aggregate Bond Index, rebalanced monthly. The MSCI ACWI Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets. The Barclays Capital Aggregate Bond Index is a broad-based benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request. The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary. The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary. The Tactical Conservative ETF Strategy Composite inception date is 6/1/2013. This composite was created on 5/21/2013. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request. GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.
Polaris Wealth GLOBAL EQUITY BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL EQUITY BETA ROTATION ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of September 1, 2019 to December 31, 2019.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report. Polaris Greystone Financial Group’s Global Equity Beta Rotation ETF Strategy seeks to provide exposure to a vast array of global financial markets, while also allowing Polaris Greystone to make tactical allocation decisions to take advantage of opportunities in specific market factors.

The benchmark for the PGFG Global Equity Beta Rotation Strategy is the MSCI All-Country World Index, which is a free float-adjusted market capitalization weighted index that is designed to measure results of more than 40 developed and emerging market equity markets. Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global Equity Beta Rotation ETF Strategy Composite inception date is 9/1/2019. This composite was created on 9/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.
GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL 80/20 BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL 80/20 BETA ROTATION ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of November 1, 2019 to December 31, 2019.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

The benchmark for Polaris Greystone Financial Group’s Global 80/20 Beta Rotation ETF Strategy is a blend consisting of the aggregate performance of 80% MSCI All-Country World Index and 20% Bloomberg Barclays Global Aggregate Bond Index, rebalanced monthly. The MSCI All-Country World Index is a free float-adjusted market capitalization-weighted index that is designed to measure results of more than 40 developed and emerging market equity markets. The Bloomberg Barclays Global Aggregate Bond Index is a flagship measure of global investment grade debt from twenty-four local currency markets. This benchmark includes Treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global 80/20 Beta Rotation ETF Strategy Composite inception date is 11/1/2019. This composite was created on 11/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.
GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL 60/40 BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL 60/40 BETA ROTATION ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of September 1, 2019 to December 31, 2019.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

The benchmark for Polaris Greystone Financial Group’s Global 60/40 Beta Rotation ETF Strategy is a blend consisting of the aggregate performance of 60% MSCI All-Country World Index and 40% Bloomberg Barclays Global Aggregate Bond Index. The MSCI All-Country World Index is a free float-adjusted market capitalization weighted index that is designed to measure results of more than 40 developed and emerging market equity markets. The Bloomberg Barclays Global Aggregate Bond Index is a flagship measure of global investment grade debt from twenty-four local currency markets. This benchmark includes Treasury, governmentrelated, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global 60/40 Beta Rotation ETF Strategy Composite inception date is 9/1/2019. This composite was created on 9/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.
GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL 40/60 BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL 40/60 BETA ROTATION ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of November 1, 2019 to December 31, 2019.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

The benchmark for Polaris Greystone Financial Group’s Global 40/60 Beta Rotation ETF Strategy is a blend consisting of the aggregate performance of 40% MSCI All-Country World Index and 60% Bloomberg Barclays Global Aggregate Bond Index. The MSCI All-Country World Index is a free float-adjusted market capitalization-weighted index that is designed to measure results of more than 40 developed and emerging market equity markets. The Bloomberg Barclays Global Aggregate Bond Index is a flagship measure of global investment grade debt from twenty-four local currency markets. This benchmark includes Treasury, government-related, corporate, and securitized fixed-rate bonds from both developed and emerging markets issuers.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global 40/60 Beta Rotation ETF Strategy Composite inception date is 11/1/2019. This composite was created on 11/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.
GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.
GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL 20/80 BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL 20/80 BETA ROTATION ETF STRATEGY GIPS REPORT Chart

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of December 1, 2019 to December 31, 2019.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

The benchmark for Polaris Greystone Financial Group’s Global 20/80 Beta Rotation ETF Strategy is a blend consisting of the aggregate performance of 20% MSCI All-Country World Index and 80% Bloomberg Barclays Global Aggregate Bond Index. The MSCI All-Country World Index is a free float-adjusted market capitalization-weighted index that is designed to measure results of more than 40 developed and emerging market equity markets. The Bloomberg Barclays Global Aggregate Bond Index is a flagship measure of global investment grade debt from twenty-four local currency markets. This benchmark includes Treasury, government-related, corporate, and securitized fixed-rate bonds from both developed and emerging markets issuers.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global 20/80 Beta Rotation ETF Strategy Composite inception date is 12/1/2019. This composite was created on 12/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.
GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL BOND BETA ROTATION ETF STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL BOND BETA ROTATION ETF STRATEGY GIPS REPORT Chart
* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of July 1, 2019 to December 31, 2019. N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year. Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report. Polaris Greystone Financial Group’s Global Bond Beta Rotation ETF Strategy seeks to provide exposure to a vast array of global bond markets, while also allowing Polaris Greystone to make tactical allocation decisions to take advantage of relative opportunities. The benchmark for the PGFG Global Equity Beta Rotation Strategy is the Bloomberg Barclays Global Aggregate Bond Index, a flagship measure of global investment grade debt from twenty-four local currency markets. This benchmark includes Treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers. Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request. The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary. The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary. The Global Bond Beta Rotation ETF Strategy Composite inception date is 7/1/2019. This composite was created on 7/1/2019. The minimum account size for inclusion in the composite is $25,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request. GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.
Polaris Wealth CONCENTRATED VALUE STRATEGY GIPS REPORT CHART
Polaris Wealth CONCENTRATED VALUE STRATEGY GIPS REPORT CHART

 

Prior to May 15, 2018, the composite was managed by the portfolio manager while affiliated with another firm. The investment track record thereof meets the GIPS portability requirements.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented for 2014 or 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Concentrated Value Strategy is a U.S. large-cap value strategy investing in large and mid-cap dividend-paying U.S. equities. The benchmark for the Concentrated Equity Strategy is the Russell 1000 Value Index, which includes stocks representing all major industries of the U.S. economy.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Concentrated Value Composite inception date is 12/31/2013. This composite was created on 4/1/2015. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth FOCUSED Value GIPS REPORT Chart
Polaris Wealth FOCUSED Value GIPS REPORT Chart

 

Prior to May 15, 2018, the composite was managed by the portfolio manager while affiliated with another firm. The investment track record thereof meets the GIPS portability requirements.
* Denoted performance for 2014 represents composite and benchmark performance since the composite inception date of January 31, 2014 to December 31, 2014.

Prior to May 15, 2018, the composite was managed by the portfolio manager while affiliated with another firm. The investment track record thereof meets the GIPS portability requirements.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2014 through 2016 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Focused Value Strategy is a U.S. large-cap value strategy investing in large and mid-cap dividend-paying U.S. equities. The benchmark for the Focused Equity Strategy is the Russell 1000 Value Index, which includes stocks representing all major industries of the U.S. economy.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Focused Value Composite inception date is 1/31/2014. This composite was created on 4/1/2015. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth FOCUSED INCOME GIPS REPORT Chart
Polaris Wealth FOCUSED INCOME GIPS REPORT Chart

 

* Denoted performance for 2019 represents composite and benchmark performance since the composite inception date of May 1, 2019 to December 31, 2019..

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2014 through 2016 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report. Polaris Greystone Financial Group’s Focused Income Strategy seeks to provide current income and long-term growth by purchasing dividend paying common stocks and fixed income ETFs.

The benchmark for the Focused Income Strategy is a blend consisting of the aggregate performance of 60% Russell 1000 Value Index and 40% the Bloomberg Barclays US Aggregate Bond Index, rebalanced monthly. The Russell 1000 Value Index includes large and mid-cap stocks representing all major industries of the U.S. economy. The Bloomberg Barclays US Aggregate Bond Index is a broad-based benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Focused Income Composite inception date is 5/1/2019. This composite was created on 5/1/2019. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth RISING DIVIDEND GROWTH GIPS REPORT Chart
Polaris Wealth RISING DIVIDEND GROWTH GIPS REPORT Chart

 

* Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of July 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods July 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Rising Dividend Growth Strategy seeks to provide current income and long-term growth by purchasing dividend-paying common stocks. The benchmark for the Rising Dividend Growth Strategy is the S&P 500 Index, which is an unmanaged capitalization-weighted index of 500 commonly traded stocks designed to measure performance of the broad domestic economy through changes in the aggregate market value of those stocks.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Rising Dividend Growth Strategy Composite inception date is 7/1/2013. This composite was created on 5/21/2013. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth RISING DIVIDEND GROWTH & INCOME GIPS REPORT Chart
Polaris Wealth RISING DIVIDEND GROWTH & INCOME GIPS REPORT Chart

 

* Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of June 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2013 through 2015 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods June 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Rising Dividend Growth & Income Strategy seeks to provide current income and long-term growth by purchasing dividend-paying common stocks and fixed income ETFs.

The benchmark for the Rising Dividend Growth & Income Strategy is a blend consisting of the aggregate performance of 60% of the S&P 500 Index and 40% of the Bloomberg Barclays US Aggregate Bond Index. The S&P 500 Index is an unmanaged capitalization-weighted index of 500 commonly traded stocks designed to measure performance of the broad domestic economy through changes in the aggregate market value of those stocks. The Bloomberg Barclays US Aggregate Bond Index is a broad-based benchmark that measures the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Rising Dividend Growth & Income Strategy Composite inception date is 6/1/2013. This composite was created on 7/1/2007. The minimum account size for inclusion in the composite is $400,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth SOCIALLY RESPONSIBLE INVESTMENT STRATEGY GIPS REPORT Chart
Polaris Wealth SOCIALLY RESPONSIBLE INVESTMENT STRATEGY GIPS REPORT Chart
 

* Denoted performance for 2013 represents composite and benchmark performance since the composite inception date of May 1, 2013 to December 31, 2013.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2014 through 2016 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods May 1, 2013 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Socially Responsible Investment Strategy seeks to provide long-term growth by purchasing common stocks of companies with high environmental, social and governance ratings as identified by inclusion in the MSCI KLD 400 Social Index and the FTSE4Good US Select Index. The benchmark for the Socially Responsible Portfolio is the S&P 500 Index, which is an unmanaged capitalization-weighted index of 500 commonly traded stocks designed to measure performance of the broad domestic economy through changes in the aggregate market value of those stocks.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request. The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Socially Responsible Investment Strategy Composite inception date is 5/1/2013. This composite was created on 5/1/2013. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Polaris Wealth GLOBAL GROWTH STRATEGY GIPS REPORT Chart
Polaris Wealth GLOBAL GROWTH STRATEGY GIPS REPORT Chart
 

* Denoted performance for 2015 represents composite and benchmark performance since the composite inception date of February 1, 2015 to December 31, 2015.

N.A.1 – The 3-year standard deviation measures the variability of the composite and the benchmark returns over the preceding 36-month period. The 3-year annualized standard deviation is not presented from 2015 through 2017 due to less than 36 months of composite data. N.A.2 – The information is not statistically meaningful due to an insignificant number of portfolios in the composite for the entire year.

Polaris Greystone Financial Group, LLC (“PGFG”) is an SEC-registered investment adviser. PGFG claims compliance with the Global Investment Performance Standards (GIPS®) and has prepared and presented this report in compliance with the GIPS standards. PGFG has been independently verified for the periods February 1, 2015 through December 31, 2019. The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm’s policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm-wide basis. Verification does not provide assurance on the accuracy of any specific performance report.

Polaris Greystone Financial Group’s Global Growth Strategy seeks to provide long-term growth by purchasing common stock and American Depository Receipts (ADRs) in companies located throughout the world. The benchmark for the Global Growth Strategy is the MSCI All-Country World Index, which is a free float-adjusted market capitalization-weighted index that is designed to measure results of more than 40 developed and emerging market equity markets.

Investment results are based on fully discretionary accounts under management, including those no longer with the firm. No current or prospective investor should assume that past performance of this or any other strategy to be indicative of future results. The U.S. Dollar is the currency used to express performance. Returns are presented gross and net of management fees and include the reinvestment of all income. Gross-of-fee returns are presented before management and custodial fees but after all trading expenses. Net-of-fee returns are calculated using actual client fees. The annual composite dispersion presented is an asset-weighted standard deviation calculated for the accounts in the composite the entire year. Policies for valuing portfolios, calculating performance, and preparing GIPS reports are available upon request.

The institutional advisor direct investment management fee schedule is as follows: up to 1.25% on accounts between $0 – $499,999; 1.15% on accounts between $500,000 – $999,999; 1.00% on accounts between $1,000,000 – $2,499,999; 0.90% on accounts between $2,500,000 – $4,999,999; 0.80% on accounts between $5,000,000 – $9,999,999; 0.70% on accounts over $10 million. Actual investment advisor fees incurred by clients may vary.

The retail non-advisor direct investment management fee schedule is as follows: up to 1.50% on accounts of $500,000; 1.25% on accounts of $1,000,000; 1.00% on accounts of $4,000,000; 0.90% on accounts of $5,000,000; 0.80% on accounts of $10,000,000; 0.70% on accounts over $20 million. Actual investment advisor fees incurred by clients may vary.

The Global Growth Strategy Composite inception date is 2/1/2015. This composite was created on 1/22/2015. The minimum account size for inclusion in the composite is $100,000. Since inception, significant cash flow policy requires the temporary removal of any portfolio incurring cash inflows or outflows greater than 5% which impact performance from the composite for at least the month of the significant inflow or outflow. A complete list of composite descriptions is available upon request.

GIPS® is a registered trademark of CFA Institute. CFA Institute is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.