FERI US EquityFlex

Investment Objective

US Equity Flex is a highly liquid UCITS-compliant fund that follows a systemantic, non-predictive investment stratgey focused on expoiting the volatility risk premium. The fund seeks to outperform the S&P 500 Total Return Net Index by capturing the volatiity risk premium with a steady and robust return profile. The outperformance is pursued by the investment management with an ideally low ex-post tracking error to the benchmark. The fund replicates the S6P 500 Total Return Net Index in the basis/Collateral portfolio and concurrently employs a so-cakked "bull put spread" in combination with an innovative hedging frameowrk to achieve an attractive risk-return profile for its investors. All options are exchange traded and highly liquid.

Reference Index

S&P 500


2023 0.7 0.3 0.4 0.4 0.8 0.9 0.7 0.0 0.9 0.6 0.2 0.9 0.9
2022 0.8 0.4 0.1 0.8 0.5 0.3 0.6 0.0 0.3 0.1 0.7 0.7 0.4

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