Picto_Video THEAM Quant – Dynamic Volatility Carry

Theam quant funds

THEAM Quant – Dynamic Volatility Carry

A defensive strategy which reacts positively during major market drop episodes.

investment-theme

Defensive Strategies

asset-class

Equities

style

Style

Defensive Volatility

Objective:

THEAM Quant – Dynamic Volatility Carry seeks to provide long volatility exposure during pronounced market stress scenarios, while exhibiting positive carry. The Fund is for qualified investors seeking an agile and efficient defensive solution that does not drag on portfolio returns. The Fund strategy is implemented systematically, and offers and optimized way of getting long exposure to VIX futures, while keeping a positive carry cost on the long run.

Key points:

  • Firstly, the THEAM Quant Dynamic Volatility Carry aims to offer long volatility exposure during market stress scenarios.
    • It provides stronger pay-offs as the market drawdown aggravates and volatility spikes through the dynamic exposure to VIX futures.
  • Moreover, it offers high convexity with a positive carry, thus not dragging on portfolio returns.
    • The cost-efficient dynamic long volatility exposure is combined with an income leg.
  •  At last, the Fund provides enhanced reactivity provided by smooth entry and exit points.
    • Several intaday fixing to prevent a heavy exposure to VIX® closing price
  •  

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THEAM Quant - Equity Europe Factor Defensive Factor Investing / Defensive Strategies Equities Defensive
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THEAM Quant - Equity US Premium Income Liquid Alternatives / Income Equities Income
THEAM Quant - Equity World Global Goals SRI Investing Equities Benchmarked
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THEAM Quant - World Climate Carbon Offset Plan SRI Investing Equities Benchmarked
THEAM Quant - Equity Europe Climate Care Protection 90% SRI Investing Equities Protected
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THEAM Quant - Equity Europe GURU® Equities High Conviction
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THEAM Quant - Equity US GURU® Equities High Conviction
THEAM Quant - Equity World GURU® Equities High Conviction
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THEAM Quant - Fixed Income Diversifier Factor Investing Fixed Income Absolute Return
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THEAM Quant - Multi Asset Artificial Intelligence Liquid Alternatives Multi-Asset Managed Futures
THEAM Quant - Multi Asset Diversified Liquid Alternatives Multi-Asset Managed Futures
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THEAM Quant - Multi Asset Diversified Defensive Liquid Alternatives / Defensive Strategies Multi-Asset Flexible Multi-Asset
THEAM Quant - Multi Asset Diversified Protected Liquid Alternatives / Defensive Strategies Multi-Asset Protected
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THEAM Quant - World Climate Navigator 90% Protected SRI Investing Equities Protected

Investments in the aforementioned fund are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09

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