Empureon Volatility One Fund

Investment Objective

The strategy Empureon Volatility One aims to exploit the volatility risk premium in the US equity market in a systematic and risk-reduced way.

The fund invests into US equity index options (long and short S&P 500 put positions), options on US equity index volatility - VIX index – via long calls, money market instruments, diversified cash positions as well as bonds for its basis-/collateral portfolio. The basis-/collateral portfolio consists of short-term fixed coupon bonds from European governments as well as floating rate notes, all with a minimum rating of BBB-. 

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.9 0.2 0.8 0.6 0.5 0.5 1.0 0.3 0.9 0.7 0.1 0.3 0.5
2022 0.6 0.9 0.4 0.9 0.6 0.4 0.4 0.4 0.2 0.7 0.3 0.6 0.2

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