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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.5 | 0.1 | 0.4 | 0.5 | 0.2 | 0.6 | 0.1 | 0.6 | 0.1 | 0.0 | 0.5 | 0.7 | 0.6 | |
| 2021 | 0.4 | 0.7 | 0.7 | 0.8 | 0.3 | 0.8 | 0.2 | 0.9 | 0.7 | 0.1 | 0.6 | 0.9 | 0.2 |
