Tactical U.S. Market Strategy

The Tactical U.S. Market Strategy seeks long-term capital appreciation, with emphasis on the protection of capital during unfavorable market conditions. The strategy may increase its exposure to the U.S. equity market up to 130% of total assets when it believes that the risk of loss is justified by potential returns. The strategy may decrease its exposure to the U.S. equity market to as little as 0% of total assets, in an attempt to limit the effects of extreme market drawdowns, when it believes that the risk of loss is not offset by potential returns. The portfolios may hold positions in a variety of markets through instruments such as equities, ETFs, futures on equity indexes, fixed-income securities, and other instruments. Under normal market conditions the strategy will invest at least 80% of its net assets in investments that are tied economically to the U.S. Portfolio volatility is monitored and actively managed to maintain a more stable level of annualized volatility. The benchmark is the Standard & Poor’s US 500® TR Index.

For more information, please contact us at clientservices@alphasimplex.com.


“Is Volatility Happening to You?”
Dr. Arnout Eikeboom, Chief Risk Officer