Dynamic US Large Cap Portfolio
The Dynamic US Large Cap Portfolio seeks to outperform Hedge Funds with a secondary objective of protecting the downside using a dynamic hedging strategy.
AS OF 10/31/2017
ALERT DATE: 11/19/2017
TRADE DATE: 11/30/217
iShares Core S&P 500 ETF (IVV)
iShares 1-3 Year Treasury Bond ETF (SHY)
iShares Core S&P 500
iShares 1-3 Year Treasury Bond
Pending Settlement: Buy 15 IVV @$259.14. Trade Date: 10/31/2017. Settlement Date: 11/02/2017. Reinvested Cash.
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The performance data shown represent past performance, which is not a guarantee of future results. The performance results from January 31 2016 to the end of the most recent calendar month represent the performance of one fully discretionary proprietary separate account that did not pay any fees with at least one month of full performance. The performance results reflect realized and unrealized appreciation and the reinvestment of dividends, interest, and capital gains. Taxes have not been deducted. Commissions and ETF management fees have been deducted from the performance. Monthly returns are calculated using the Modified Dietz Method. Hedge Funds: the average of (Morningstar Long-Short Equity Category, Multialternative Category, Managed Futures Category, Market Neutral Category, and Option Writing Category) . Source: Proximity Capital, LLC, Morningstar.
Effective October 31, 2017, the TRADE DATE will be the last business day of the month and the ALERT DATE will be the day before the last business day of the month at the close of the day. Prior to October 31, 2017, the TRADE DATE was the first business day of the month and the ALERT DATE was the last business day of the previous month at the close of the day.Effective January 2, 2017 the bond allocation was changed from the iShares 7-10 Year Treasury Bond ETF (ticker: IEF) to the iShares 1-3 Year Treasury Bond ETF (ticker: SHY). Effective January 2, 2017, the risk levels that determine the monthly asset allocation were changed from 5 levels (0%, 25%, 50%, 75%, 100%) to 3 levels (0%, 50%, 100%).