So roughly 47% of the portfolio is currently allocated to short term fixed income and/or cash/cash equivalents, with another 19% invested in large cap U.S. equities via IVW, OEF and IWB.
Small exposures are currently weighted towards Mid Cap U.S. equities (14%), and International/Emerging Markets equities (4%). Since inception last June, MATH has registered a return of 0.40% versus the S&P 500 Index down 1.44%.
MATH only averages about 9800 shares traded daily, but that said, given the nature of the underlying holdings (all very liquid and broad based ETFs at the moment), the fund can be traded in size given the proper technique and the assistance of a trading desk that specializes in ETF liquidity.
AdvisorShares Meidell Tactical Advantage
For more information on Street One ETF research and ETF trade execution/liquidity services, contact [email protected].
