Aim: The Fund is a global macro/ long volatility strategy designed to generate performance in most market environments as the fund managers have developed an edge in identifying mis-valued assets whilst maintaining a mix of bullish and bearish positions.
Benefits: Screening the global universe of volatility assets the portfolio provides pan asset class exposure to niche investment opportunities. The Fund seeks to offer:
- Innovative options strategies seeking value opportunities in the long end of the volatility curve.
- Dedicated long volatility, buy and hold ideas benefiting from strong moves in both volatility and direction.
- Reduced portfolio risk and improved compound returns.
- True diversification with embedded tail risk protection: negative correlation in a systematic crisis where exponential returns can be achieved.
Investment Instruments: The Fund mainly invests in options. It buys and holds a diversified portfolio of puts and calls on global commodities, equities, interest rates and currencies.