AGFiQ U.S. Market Neutral Momentum Fund (MOM)

Overview

The investment strategy employed seeks to achieve performance results that mirror the price and yield performance, prior to deducting fees and expenses, of the Dow Jones U.S. Thematic Market Neutral Momentum Index. To align closely with the underlying index, the fund commits at least 80% of its net assets to invest in the long positions and similarly sell short at least 80% of the net assets in the short positions featured within the index. The chosen index is designed as a long/short market neutral index, maintaining dollar neutrality. This method ensures that the fund identifies and balances long and short securities positions with nearly equivalent dollar values, aiming to minimize the impact of broad market swings on the fund’s performance. This approach reflects a strategic decision to track a market neutral index, highlighting the fund's objective to limit general market movement's influence on its operations and performance.

Products and Services

• Investment in the Dow Jones U.S. Thematic Market Neutral Momentum Index

  This product is focused on tracking the performance of the Dow Jones U.S. Thematic Market Neutral Momentum Index. By investing a minimum of 80% of its net assets in the long positions and short-selling 80% of the short positions within the underlying index, this offers investors exposure to a market-neutral strategy aiming to balance the effects of market volatilities through equal dollar amounts of long and short positions.