Alpha Low Volatility Fund commentary for the month ended September 30, 2024.
The Low Volatility Fund had another strong showing, up 2.91% in September, bringing 2024 YTD returns to 28.46%. This is even more extraordinary considering the Fund was only down one month this year, which was a diminutive 0.08% loss.
The Alpha Low Volatility Fund is a market-neutral strategy seeking noncorrelated returns independent of market swings. The Fund utilizes the natural decay of index options and other derivatives. As options are expiring assets,...