Fortress

Section 1

Live Performance

Live Monthly Returns

Live Attribution

Live Monthly Attribution

Section 2

Live Trend Tracking

Live Equity Tracking

 [1] "Date"              "Ticker"            "Returns"          
 [4] "Asset"             "Sub_Category"      "Currency"         
 [7] "Trend"             "EXCH_CODE"         "Underlying"       
[10] "BBG_Ticker_Front"  "BBG_Ticker_Second" "IBKR"             
[13] "FX_Returns"       
 [1] 19888 19891 19893 19894 19898 19905 19909 19944 19963 19969 19990 20040
[13] 20056 20073 20082 20083 20084 20090 20091 20098 20109 20137 20166 20168
[25] 20196 20199
# A tibble: 9,900 × 4
   Ticker Date       Variable  Value
   <chr>  <date>     <chr>     <dbl>
 1 AD     2024-06-13 weight   0.0302
 2 AD     2024-06-14 weight   0.0302
 3 AD     2024-06-15 weight   0.0316
 4 AD     2024-06-17 weight   0.0316
 5 AD     2024-06-18 weight   0.0303
 6 AD     2024-06-19 weight   0.0303
 7 AD     2024-06-20 weight   0.0303
 8 AD     2024-06-21 weight   0.0308
 9 AD     2024-06-22 weight   0.0323
10 AD     2024-06-24 weight   0.0323
# ℹ 9,890 more rows
[1] "Date"         "Ticker"       "Asset"        "Sub_Category" "Currency"    
[6] "Underlying"   "vol"          "weight"       "vol_weight"  

Live Trend Notional Exposure

Live Trend Vol-Adjusted Exposure

Backtest

Trend vs ACWI

Commodity Enhancement

Section 1

Live Performance

Live Monthly Returns

Live Attribution

Live Monthly Attribution

Section 2

Live Trend Performance

Live Commodity Performance

Constituent Performance

GSCI MtD

GSCI QtD

GSCI YtD

Diversified Armour

Section 1

Live Performance

Live Monthly Returns

Live Attribution

Live Monthly Attribution

Section 2

Live Trend Tracking

Live Collateral Performance

Live Trend Notional Exposure

Live Trend Vol-Adjusted Exposure

Disclaimer

Disclaimer

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