The strategy employs a risk parity framework designed to balance the contribution of volatility from both Gold and Bitcoin. The allocation between Gold and Bitcoin will be dynamically adjusted so that each asset contributes equally to the overall portfolio risk. This means that the Gold/Bitcoin strategy will typically allocate a larger percentage of its assets to the asset class with lower forecasted volatility (i.e., the asset class with smaller price fluctuations over time).
The BATS:RSSX ETF is actively managed, so it doesn't track an index. We're working to retrieve all detailed holding information.