Does anyone know why when you execute a command object, the recordset it returns is forward-only?

Private Function GetSomeRST(strConnection As String) As ADODB.Recordset
Dim cmd As ADODB.Command
Dim rst As ADODB.Recordset

Set rst = New ADODB.Recordset
Set cmd = New ADODB.Command
rst.CursorType = adOpenStatic
cmd.ActiveConnection = strConnection
cmd.CommandText = "some_stored_proc"
cmd.CommandType = adCmdStoredProc
Set rst = cmd.Execute
Set GetSomeRST = rst
End Function

Thanks.
Matt