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Research Portfolio The Bassi Investments research portfolio is based on the powerful research finding that firms making large investments in employee education and training subsequently perform better on the stock market than comparable firms making smaller investments in training. It is a selection of companies derived from that research that is used in developing and validating the Bassi Model™ for prospective holdings. The Bassi Model uses proprietary algorithms to combine per capita training expenditures and a small number of traditional financial measures to create Bassi Model scores. This provides us with the information necessary to (1) select recommended portfolios and (2) assign relative portfolio weights for each portfolio based on expected return from the research model. The outcomes of the Bassi Research Portfolio were rigorously tested, with HYPOTHETICAL results available in our back-tested performance datasheet. 
NOTES: This page includes discussion of past research results involving the performance of a HYPOTHETICAL set of portfolio recommendations. They represent the back-tested performance of a series of annual portfolios selected based on Bassi Investments’ proprietary model. There are limitations inherent in model results, including the fact that the results do not represent actual trading and may not reflect the impact of material economic and market factors on the advisor's qualitative decisions when managing client assets. The hypothetical results include the performance of securities and classes of securities that are not included in Bassi Investments’ current portfolio recommendations. The model is frequently revised, and such revisions may affect future results. Actual and hypothetical Bassi Investments performance include dividend reinvestment and are reported after deducting all fees (management, brokerage, and custodial). This hypothetical performance is not a guarantee of future results and is not indicative of actual results for any past or present clients. Your actual performance may vary. |