Equity Europe Income Defensive is a high-dividend stock-picking with option overlay aiming to reduce volatility
The THEAM Quant – Equity Europe Income Defensive Fund aims at increasing the value of its assets over the medium term by being exposed to a basket of highdividend European equities. In addition to that, the Fund implements a systematic options strategy which aims at reducing risk by minimizing volatility in the Fund.
- Firstly, a selection of the most liquid European non-financial companies with high and stable dividend yields through the BNP Paribas High Dividend Yield Europe Equity Net Total return Index.
- Moreover, a short term call option overlay strategy with the objective to generate additional income while limiting the fund’s volatility.
- In addition, a long term put option strategy aiming to reduce the fund’s volatility compared to an investment in the equity strategy.
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