MODEL NAME
data as of —
View the live fund executing this strategy
yearly_returns_n1es.pdf
Investment Objective
Nasdaq-100 Enhanced Strategy invests at least 90% of its total assets in the securities that comprise the underlying index and employs an adaptive-leverage overlay—selectively increasing exposure during periods in which quantitative signals indicate higher confidence. This approach aims to capture additional upside in favorable conditions while maintaining disciplined risk control across market cycles.
Statistics
Daily-derived metrics. CAGR, drawdown, and volatility
are calculated from the full daily strategy series, while charts and
tables display month-end snapshots. Intramonth highs or lows can
therefore drive these metrics beyond what adjacent month-end values
imply.
Return Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y | Beta | Sharpe |
|---|
Beta and Sharpe use 3 years of monthly data. Only complete, End-of-Month
(EOM) returns are used, excluding any incomplete current month.
Drawdown Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y |
|---|
Volatility Comparison
| Index | 1Y | 2Y | 3Y | 4Y | 5Y |
|---|