The fund aims to provide the benefits of long volatility exposure during pronounced market scenarios, while exhibiting positive carry on average.

Investment Theme

Asset class

Style

Funds Objective:

The THEAM Quant Dynamic Volatility Carry fund aims to provide the benefits of long volatility exposure during pronounced market stress scenarios, while exhibiting positive carry. It is for qualified investors seeking an agile and efficient defensive solution that does not drag on portfolio returns.

Key Points:

• The two pillars of the fund’s dynamic and systematic strategy are:
  • Long Volatility Leg – Long volatility exposure through dynamic allocation to short-term VIX® index Futures: provides stronger pay-offs when market volatility spikes;
  • Income Leg – Short exposure to short-term out-of-the-money put options on the S&P500® Index: offsets costs, generates income in quiet markets.
• The strategy offers high convexity with positive carry, thus not dragging onto portfolio returns.
• The fund offers enhanced reactivity by executing daily i.e. providing smooth entry and exit points.

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