Performance Attribution Report — March 2026
Period: 02 Feb 2026 to 31 Mar 2026 |
Initial AuM: $99,992.50
Performance Summary
| March 2026 | Since Inception |
|---|
| Fund Return (NAV) |
-0.87% |
-1.04% |
| S&P 500 Return |
-6.72% |
-7.53% |
| Active Return |
+5.85% |
+6.49% |
P&L Summary (USD, cumulative to 31 Mar 2026)
| USD |
|---|
| Model Grand Total | -3,860.71 |
| Portfolio Grand Total (NAV) | -1,039.92 |
| S&P 500 P&L | -7,528.52 |
| Portfolio vs S&P 500 | +6,488.60 |
Portfolio – Avg Exposure & Entry Prices [2026-02-02 → 2026-03-31]
| Instrument | Avg Position (units) | Avg Entry Price (USD) | Avg Exposure (USD) |
|---|
| Energy | 107.79 | 28.73 | 3,096.65 |
| Materials | 224.95 | 5.30 | 1,191.71 |
| Industrials | 313.69 | 9.53 | 2,990.20 |
| ConsDiscretionary | 0.83 | 1.55 | 1.29 |
| ConsStaples | 67.05 | 30.66 | 2,055.86 |
| HealthCare | 66.21 | 31.44 | 2,081.92 |
| Financials | 55.50 | 38.61 | 2,143.06 |
| IT | 17.10 | 74.39 | 1,271.74 |
| CommServices | 2.36 | 1.19 | 2.81 |
| Utilities | 75.79 | 33.42 | 2,532.79 |
| REITS | 96.14 | 13.19 | 1,267.99 |
| MES Futures (RoRo) | 0.86 | 6,731.02 | 28,847.23 |
| MES Futures Long/Short (signed) | 0.43 | 6,731.02 | 14,423.61 |
| PULS (Cash_Carry) | 600.00 | 49.60 | 29,760.00 |
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