Volatility World Absolute is a diversified portfolio of Risk Premia volatility-linked strategies with low correlation
Investment theme
Asset class
Style
Fund objective:
The THEAM Quant – Volatility World Absolute’s main objective is to allow investors to benefit from:
- A diversified portfolio of not too correlated Risk Premia Systematic volatility strategies.
- A strategy that aims to capture a substantial portion of the alpha of active managers.
- In a liquid and transparent framework (daily liquidity).
Key points:
- Firstly, a diversified portfolio:
- With a combination of several quantitative investment strategies.
- As well, each strategy is exposed to an identified source of systematic return (the “Premia”).
- Moreover, a transparent framework:
- Offering a UCITS Compliant fund.
- Daily liquidity.
- As well, fully systematic and transparent strategy.
- In addition, optimised portfolio management:
- Thus, a risk-weighting allocation model aiming at enhancing the Sharpe Ratio of the portfolio.
- At last, offers adaptability to different market conditions thanks to the different sources of premia.