AlphaCentric Premium Opportunity Fund Class C · NASDAQ:HMXCX
AlphaCentric Premium Opportunity Fund Class C — AlphaCentric Symmetry Strategy Fund — Investor Presentation (June 2022)
13 slides from AlphaCentric Premium Opportunity Fund Class C's investor presentation, Jun 30, 2022
Slide 1: AlphaCentric Symmetry Strategy Fund
AlphaCentric Symmetry Strategy Fund , Adaptive Modern Core Portfolio SYMIX Broad Liquid Toolbox SYMAX Symmetrical Exposure to Traditional and Alternative Assets SYMCX ©2022 AlphaCentric Advisors | ACPB SYM 06302022 | 6760-NLD-07292022
Slide 2: Fund Facts
Fund Facts Fund Objective: The Fund’s investment objective is capital appreciation. Portfolio Managers Fund Sub-Advisor Timothy Rudderow, Chief Executive Officer & Chief Investment Officer Mount Lucas seeks to provide innovative alternative investment strategies that enhance Co-founded Mount Lucas
Slide 3: What's in Your Toolbox?
What's in Your Toolbox? Investors need more adaptable investment solutions than a traditional Traditional 60/40 can provide AlphaCentric Portfolio Symmetry Challenges 60/40 Strategy Fund SYMIX Adaptations SYMIX is designed as a single core portfolio substitute for a 60/40 Long only Ability to sh
Slide 4: Portfolio Construction: Tools in a Toolbox
Portfolio Construction: Tools in a Toolbox u i ty & Cred Eq it Traditional Tools Single Name Stocks in US, Europe and Japan Emerging Market Country ETFs US Sector ETFs International Credit ETFs +40% +70% TRADITIONAL RISK PORTFOLIO ALTERNATIVE RISK PORTFOLIO -50% +100% ome C u rr In c Alterna
Slide 5: Adaptive Asset Allocation
Adaptive Asset Allocation The Portfolio is Adaptive to Prevailing Market Conditions 1 2 ⬆ Higher Inflation ⬆ Higher Inflation ⬇ Lower Growth ⬆ Higher Growth Less Equity, Longer Commodities, Longer Commodities, More Equity, Shorter Bonds Shorter Bonds, Short USD ⬆⬇ ⬆⬆ ⬇⬇ ⬇⬆ ⬇ Lower Inflation ⬇ Lower
Slide 6: Portfolio Construction: Trading Exposure Range
Portfolio Construction Fund Exposures Equity & Credit Fixed Income* Currencies Commodities 100% 100% Multi-Strategy quantitative core 80% 70% portfolio that adapts to market 60% 50% environments. 40% 40% 40% Trading Exposure Range 39% Combines equity and credit 20% 19% positions with a diversifi
Slide 7: Fund Performance
Fund Performance Fund Performance as of 6/30/22 (Annualized if greater than 1 year) Performance & Risk Statistics as of 6/30/22 QTD YTD 1 YR 3 YR 5 YR Inception SYMIX SYMIX (Inception 9/1/14) -1.65 4.76 4.77 5.43 3.35 3.51 Cumulative Return 31.00% 3-Month Treasury Bill Index 0.11 0.14 0.17 0.63 1.11
Slide 8: Key Definitions
Key Definitions Index Definitions (Indices assume reinvestment of all dividends and distributions. You cannot invest directly in an index.) Bloomberg US Aggregate Bond Index is a market capitalization-weighted index that is designed to measure the performance of the US investment grade bond market w
Slide 9: Risk Disclosure
Risk Disclosure Important Risk Information Investing in the Fund carries certain risks. The Fund will invest a percentage of its assets in derivatives, such as futures and options contracts. The use of such derivatives and the resulting high portfolio turn-over may expose the Fund to additional risk
Slide 10: Thank you for your interest in the Fund.
Thank you for your interest in the Fund. Contact Us: +1 855 674 FUND SYMIX SYMAX www.alphacentricfunds.com SYMCX info@alphacentricfunds.com
Slide 11: Appendix
Appendix SYMIX SYMAX SYMCX
Slide 12: Risk Metrics
Risk Metrics Risk Model: VaR Envelope as of 6/30/22 VaR by Asset Class as of 6/30/22 5.0% 7.0% +VaR Commodities 4.0% –VaR 6.0% Currencies 3.0% Daily Fund Return Fixed Income 2.0% 5.0% Equities Fund VaR 1.0% 4.0% 0.0% -1.0% 3.0% -2.0% 2.0% -3.0% 1.0% -4.0% -5.0% 0.0% 9 4/2 0 6/2 0 8/2 0 10 0 4/2 1 6/
Slide 13: Ready for What's Next
Ready for What's Next Typical Recession Exposures Typical Recovery Exposures Typical Inflation Exposures More exposure to stocks Less stocks as multiples expand and and credit earnings accelerate as multiples Long Long commodities to contract commodities as get direct inflation Equity & Credit deman
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