The Return Stacked™ 60/40: Absolute Return Index aims to provide exposure to a U.S. 60% equity, 40% bond allocation while “stacking” diversifying alternative exposures, including tail protection, on top. Stacking is achieved by allocating to a custom basket of widely available Mutual Funds and ETFs, which embed a variety of capital efficient exposures to equities, bonds and alternative strategies.
The Index is designed to preserve exposure to core stock and bond allocations, while bolstering expected risk-adjusted returns with non-correlated return streams like trend following, global macro, and tail-hedging strategies.
The Index targets a volatility and drawdown profile similar to a U.S. balanced portfolio. Of course, there is no guarantee that the Index will meet this objective.
For information about the constituent funds and underlying exposures, please refer to the Index Methodology and Stacking Returns™ paper, respectively.
Historical Performance from October 1st, 2021
Hypothetical Performance Prior to September 30th, 2021
Return Statistics October 31, 2022
Holdings As of October 31, 2022
The Index is designed to provide exposure to 60% equities, 40% bonds and capital efficient exposures to alternative strategies, which are designed to be lowly correlated to the traditional allocations. The index provider scrutinized fund documents and interviewed managers to determine underlying fund exposures on a best efforts basis.