Last Updated: May 23, 2018
Inception Date: 2008-02-21 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||MYY||proshares short midcap 400||20.00%|
|2||PSQ||proshares short qqq||10.00%|
|3||RWM||proshares short russell2000||21.00%|
|4||SH||proshares short s&p 500||28.00%|
|5||TIP||ishares barclays tips bond fund||21.00%|
Steps to Create This Folio
- We combined a series of inverse ETFs to create a folio which typically generates positive daily returns when the U.S. stock indices have negative daily returns and vice versa.
- The ETF allocations are constrained to result in a folio with a Beta of -1.0 with respect to the Beta of the S&P 500.
- We implement a percentage allocation to a TIPS ETF, as needed, to maintain a risk level close to that of the S&P 500.
Number of Securities
The number of securities in this folio may vary.
If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.