US Large Cap ReferencePoint Algorithm
ReferencePoint Beta Coefficients
Performance & Risk
Intended to help investors manage market exposure.
Targets the large cap segment of the U.S. equity market covered by the SPY (SPDR S&P 500 ETF)
Delivers exposure coefficient (ReferencePoint Beta) designed to capture market upside returns and avoid drawdown over medium- and long-term horizons. Intended to provide at least the rate of return of the SPY ETF with less drawdown and volatility.
ReferencePoint Beta has 100% market exposure when the probability of realizing positive market returns is above average and removes exposure when the probability of negative market returns is above average.
Preliminary ReferencePoint Beta information is available at 3:00 pm and final numbers are available at 3:45 EDT.
-A flag specifying the current market state specified by the algorithm
-A flag specifying the expected horizon for the market state specified by the algorithm