The RCG Safe Haven strategy is engineered to preserve capital during periods of elevated volatility and market dislocation. The portfolio maintains low-to-inverse correlations with major equity indices by concentrating in high-quality, interest-bearing government and investment-grade instruments. Tactical duration management exploits dislocations along the U.S. Treasury yield curve. The strategy dynamically adjusts its maturity profile in response to shifts in the macro-rate environment, targeting asymmetric risk/reward across the curve, with selective metals and commodities exposure as a hedge against inflationary pressures.
| MTD | QTD | YTD | 1-YEAR | SINCE INCEPTION | |
|---|---|---|---|---|---|
| RCG Safe Haven | +0.32% | +0.20% | +0.21% | +5.51% | +16.00% |
| IEF | −0.02% | −0.17% | −0.31% | +3.80% | +3.85% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | — | — | — | — | +0.46% | −4.85% | +1.06% | −1.16% | −4.73% | −1.81% | +5.40% | +1.44% | −4.19% |
| 2023 | +3.72% | −3.77% | +2.23% | +0.61% | −0.53% | +0.40% | +1.18% | +1.88% | −0.81% | +0.79% | +0.95% | +0.74% | +7.39% |
| 2024 | +0.38% | −0.24% | +0.22% | −0.59% | +1.65% | +1.31% | +1.88% | +0.64% | +0.38% | +0.16% | −0.05% | +0.51% | +6.27% |
| 2025 | +0.32% | +0.32% | −0.15% | +0.52% | −0.31% | +2.28% | −0.20% | +1.20% | +0.61% | +0.46% | +0.24% | +0.60% | +6.03% |
| 2026 | +0.97% | +3.32% | −4.13% | −0.12% | +0.32% | — | — | — | — | — | — | — | +0.21% |
Cumulative time-weighted return (TWR) from May 2022 inception. Endpoints calibrated to published Since-Inception values.
This document does not constitute either an offer to sell or the solicitation of any offer to buy the investment product discussed herein. All investors and potential investors should be aware that an investment with Robin Capital Group LLC (RCG) is a speculative investment, involves risk, and could lose money. No representation or warranty is made by RCG as to the accuracy or completeness of the information herein, including historical performance data. RCG has relied upon Interactive Brokers (IB) to provide historical portfolio and risk/return metrics. Performance results have been calculated by RCG using IB tools on a time-weighted basis and have not been audited by outside parties. See www.interactivebrokers.com for additional disclosures. Past performance may not be indicative of future results. All performance data is net of management fees, calculated as the daily returns of a proxy account vested in each strategy. Returns across accounts may differ due to execution, allocation, fees, and investment periods.
Investment Risks: Interest Rate, Reinvestment, Commodity, Model, Market, Execution Lag.
Data sourced from Interactive Brokers PortfolioAnalyst. Returns are time-weighted (TWR). Benchmark: IEF (iShares 7-10 Year Treasury Bond ETF).
Safe Haven is an income-and-carry strategy: a laddered book of U.S. Treasuries held to harvest contractual coupon income. When rates rise, the bonds mark down on a price basis — but that markdown pulls back to par at maturity while coupon income keeps accruing, so mark-to-market monthly returns understate the strategy. The forward yield metrics below describe what the model portfolio is engineered to earn and apply to any account managed to the strategy.
Income scales linearly with account size — a $250,000 account would generate roughly $8,925/year (≈ $744/month). Figures use the strategy's blended current yield (3.57%); the Treasury sleeve alone currently yields 3.98%. These are illustrative estimates, not guarantees — actual income varies with holdings, market prices, and the timing of contributions.
Source: Interactive Brokers PortfolioAnalyst, Safe Haven model portfolio. Yield to maturity, current yield, duration, average maturity, and credit quality are characteristics of the model portfolio held across all accounts managed to the strategy; they are forward-looking estimates that change as holdings, prices, and rates move, and are not guarantees. Illustrative income = invested capital × blended current yield and scales linearly with account size; it does not reflect any specific client account. The 1-year carry cushion is an approximation (yield ÷ duration) and ignores convexity and reinvestment. Current yield = coupon income ÷ market value.