Description: The index is designed to replicate the performance of an investment strategy that combines a long position in the Russell 2000 Index with a short position in Russell 2000 Index call options. Under normal circumstances, the fund will invest at least 80% of its total assets in components of the index or in instruments with similar economic characteristics.
Exchange: BATS
Country: US : United States of America
Currency: US Dollar ($)
Category: Derivative Income
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 90.89 | 0.00 | 90.89 |
| Other | 5.90 | 0.00 | 5.90 |
| Cash | 3.38 | 0.00 | 3.38 |
| Stock non-US | 1.29 | 1.46 | -0.17 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Financial Services | 17.37 | 12.04 |
| Industrials | 16.37 | 8.77 |
| Healthcare | 16.21 | 11.45 |
| Technology | 15.21 | 28.79 |
| Consumer Cyclicals | 9.71 | 9.60 |
| Real Estate | 7.13 | 2.07 |
| Energy | 4.87 | 4.61 |
| Basic Materials | 4.55 | 2.84 |
| Consumer Defensive | 3.68 | 7.85 |
| Utilities | 2.70 | 3.26 |
| Communication Services | 2.19 | 8.71 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 98.72 | 93.16 |
| Latin America | 0.68 | 0.17 |
| Asia Developed | 0.20 | 0.53 |
| Europe Developed | 0.18 | 3.28 |
| Africa/Middle East | 0.10 | 0.01 |
| Asia Emerging | 0.09 | 0.35 |
| United Kingdom | 0.04 | 1.83 |
| Japan | 0.00 | 0.55 |
| Australasia | 0.00 | 0.12 |
| Europe Emerging | 0.00 | 0.00 |