Strike of rebalancing / performance %

[James – East of the Suez]

Hi guys,

For the performance tables in the pages per strategy at what point is the rebalance struck? So if the HEDGE balanced from TIP to TLT at July month end does your performance table take the % moves as of 31st July close? Or is it 3rd August open?

Best James

[Alex @ Logical Invest]

Hi James,

we always use month-end-close prices, so 31st of July. The performance is compared also to the last month-end, so June 30st.

[James – East of the Suez]

Understood. Thank-you

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