Investment Objective
Montlake Volatility Arbitrage UCITS Fund is a strategy that utilizes a disciplined, active & opportunistic investment approach that combines systematic fundamental & technical analysis with a discretionary execution; in order to build a portfolio of high conviction long and short liquid index option positions that seek to generate absolute risk-adjusted returns. The index option positions are alpha generators and cash/bonds are used to control portfolio volatility.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.6 | 0.0 | 0.9 | 0.3 | 0.4 | 0.1 | 0.3 | 0.4 | 0.0 | 0.6 | 0.3 | 0.4 | 0.8 | |
| 2023 | 0.9 | 0.9 | 0.9 | 0.1 | 0.3 | 0.9 | 0.3 | 0.1 | 0.0 | 1.0 | 0.6 | 0.9 | 0.6 |
