About the Fund


Fund Overview

Princeton Long/Short Treasury Fund Characteristics

The Fund's primary objective is capital appreciation with a secondary objective of providing income

Seeks to replicate the ProfitScore® Long/Short U.S. Treasuries Index (the "index") returns*

Actively managed

100% quantitative for trading signal generation

Trades longer-dated U.S. Treasury futures (Although the Fund seeks to replicate the Index, the Fund itself is not an index fund)

Predictive Analytics derived from millions of data series


The Fund attempts to

Use active management to generate long-term attractive returns with little correlation to traditional fixed income and equity markets

Improve portfolio risk/return metrics by providing important diversification to traditional equity/fixed income portfolios


Longer-dated U.S. Treasury futures contracts used in the strategy include the following:

U.S. 10-Year Note Futures (6.5 to 10 Years)

Ultra 10-Year Note Futures (9.5 to 10 Years)

U.S. Treasury Bond Futures (15 to 25 Years)

Ultra U.S. Treasury Bond Futures (25 Plus Years)

*The Index is determined by a directional trading model which seeks to predict the daily direction of the value of US Treasury markets



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