NEW QUICK VIEW (@ 2020-07-28 03:00:06)
We are quite literally LONG everything in our flagship LSS model portfolio. This portfolio is having another blow out month with total return at +13.3%. Yesterday the portfolio generated a 1.1% positive return. Main contributors were cryptocurrencies (Cardano and Bitcoin) at 57bps total. Global high yield and investment grade credit added 11bps, gold added 26bps, Japanese yen 6bps, S&P500 10bps. The only negative contribution came from US Treasuries which added -5bps to total return. Year-to-date the portfolio is up +72.7%.
-LSS Quant Team
