Investment Objective
The investment objective of the Fund is to seek investment results that correspond to the performance, before the Fund’s fees and expenses, of a strategy that measures the investment returns of a dynamic (i.e. changing) ratio of: (i) a short exposure to the volatility of large-capitalization US stocks; (ii) a long exposure to long-dated U.S. treasuries; and (iii) cash.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.9 | 0.6 | 0.8 | 0.7 | 0.6 | 0.4 | 0.4 | 0.3 | 0.8 | 0.3 | 0.7 | 0.4 | 0.4 | |
| 2022 | 0.3 | 0.2 | 0.7 | 0.6 | 0.6 | 0.4 | 0.9 | 0.8 | 0.7 | 0.7 | 0.9 | 0.1 | 0.8 |
