Investment Objective
The Aquantum Active Range (AAR) is a systematic options strategy on the S&P 500. AAR aims to continuously exploit market fluctuations independent of long-term market direction. Implementation exclusively by means of liquid, exchange-traded put options on the S&P 500 with short residual maturities.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.1 | 0.8 | 0.7 | 0.9 | 0.3 | 0.4 | 0.6 | 0.4 | 0.2 | 0.4 | 0.1 | 0.3 | 0.8 | |
2022 | 0.0 | 0.8 | 0.3 | 0.1 | 0.2 | 1.0 | 0.3 | 0.6 | 1.0 | 0.9 | 0.9 | 0.4 | 0.9 |