Strike of rebalancing / performance %

Home Forums Logical Invest Forum Strike of rebalancing / performance %

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
  • #79686

    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


    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.


    Understood. Thank-you

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.