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) exposure to large-capitalization stocks; against (ii) exposure to the volatility of large-capitalization stocks.
Reference Index
ABR Dynamic Blend Equity and Volatility Index (ABRVXX Index)
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.6 | 0.9 | 0.0 | 0.9 | 0.7 | 0.5 | 0.1 | 0.7 | 0.2 | 1.0 | 0.2 | 0.3 | 0.7 | |
| 2021 | 0.3 | 0.7 | 0.7 | 0.7 | 0.2 | 0.6 | 0.8 | 0.2 | 0.9 | 0.5 | 1.0 | 0.8 | 0.4 |
