Guerite Index

A key advantage of the Guerite Indicator is its ability to accurately track its components over the past 46 years – across multiple economic climates and secular markets.  Specifically, the Guerite Indicator utilizes economic and market indicators that have been available continuously since 1960.  This is in contrast to many other investment strategies that rely on a manager's skill and timing or other factors that cannot be accurately back-tested for validity over extended periods of time.

The Guerite Index is a hypothetical measurement tool that applies certain aspects of the Guerite Strategy - specifically, the Guerite Indicator and the Index Options structure - automatically to the S&P 500 Index since 1960.  The Guerite Index assumes that Guerite would have been fully invested, and unleveraged, in the S&P 500 Index during normal risk periods and fully hedged using Index Options during all high-risk periods.

Guerite Index vs. S&P 500 Index (1960 – 2005)