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Cash Plus

Strategy
Total return
Annualized return
Information ratio
Max drawdown
logoCash Plus
227.35%
3.30%
1.06
-5.11%

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Strategy description

Cash Plus is a low-volatility / short duration strategy allocating risk to treasury markets and tactically to short and medium term bond futures.

Assets traded

    3-month US money market, 2-year, 5-year, 10-year US T-Notes futures.