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

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
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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