THIR is passively managed to provide US large-cap equity exposure through a volatility-conscious, fund-of-funds approach. The portfolio is constructed based on a proprietary algorithm that analyzes price trends and historical volatility across three major US indices: the S&P 500, the Dow Jones Industrial Average, and the NASDAQ 100, over a medium-term horizon of three to six months. It classifies each index into either a risk-on (buy) or risk-off (sell) state. Only securities deemed risk-on are included. When all three indices are risk-on, the fund allocates 33.3% to each. In cases where only one index is risk-off, the remaining risk-on indices are equally weighted. Should only one index be risk-on, assets are allocated equally between that index and cash or cash equivalents. During sustained market declines, the fund may fully shift into US money market funds, cash alternatives, or other ETFs. Index rebalancing is done weekly, which may lead to higher portfolio turnover.

資産クラス

Equity

運用会社

THOR

設定国

US

設定日

2024年9月24日

ISIN

US8851552005