Investment Objective
The fund seeks long-term, equity-like returns with less volatility than broader equity markets by writing put options on broad-based indexes, (e.g. S&P 500 / Russell 2000) and investing collateral in a laddered high quality, short-term fixed income portfolio.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.4 | 0.9 | 0.4 | 0.3 | 0.5 | 0.6 | 0.1 | 0.8 | 0.9 | 0.6 | 0.8 | 0.5 | 0.7 | |
2022 | 0.3 | 0.7 | 0.5 | 0.6 | 0.8 | 0.8 | 0.7 | 0.5 | 0.1 | 0.7 | 0.3 | 0.1 | 0.6 |