Description: The investment seeks results that generally correspond (before fees and expenses) to the price and yield of the S-Network BlackSwan Core Total Return Index (the "index"). The fund will invest at least 80% of its total assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options ("LEAP Options") on the SPDR S&P 500 ETF Trust ("SPY"). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as "Black Swans." The fund is non-diversified.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Options Trading
Asset Allocation | |||
---|---|---|---|
Asset Class | Long % | Short % | Net Assets |
Bond | 92.25 | 0.00 | 92.25 |
Stock non-US | 16.31 | 0.00 | 16.31 |
Cash | 1.20 | 9.76 | -8.56 |
Sector Weights | ||
---|---|---|
Sector | Equity % | Relative to Category |
World Regions | ||
---|---|---|
Region | Equity % | Relative to Category |
United Kingdom | 0.00 | 0.50 |