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| Fund Overview | The fund may also invest in interest rate swaps, options over authorized investments and exchange traded futures contracts. All these will be either listed or traded in a market where they can be independently valued. Fundamental to the investment procedure is the tenet that no debt security will qualify for investment unless it can repay 100% of its principal and interest in a worst case economic scenario. |
| Manager Comments | More than half of the portfolio's composition was in Residential Mortgage-Backed Securities (RMBS) at 53.74%. The rest of the portfolio was in Corporate Loan Services (26.27%), Cash (15.80%) and Hedges (4.18%). The Sharpe ratio for the Fund was 3.11 with only 1 negative month since inception in 2009. |
| More Information | » View detailed profile of this fund |
