Lupus alpha Volatility Risk-Premium

Investment Objective

The Lupus alpha Volatility Risk-Premium is based on a smart option strategy that aims at collecting the volatility risk premium (implied-realised spread). The risk premium is economically justifiable, sustainable and can be collected via exchange-traded equity-index-options. The core portfolio consists of short-dated euro bonds with a high quality rating. The strategy is implemented on various equity markets worldwide.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.3 0.4 0.6 0.4 0.7 0.8 0.6 0.7 0.2 0.7 1.0 0.8 0.3
2019 0.9 0.7 0.6 0.8 0.6 0.3 1.0 0.6 0.4 0.9 0.3 0.2 0.1

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.