THEAM Quant Dispersion US

Investment Objective

The THEAM Quant Dispersion US investment objective is to offer unitholders, over a recommended investment horizon of two years, a strategy which benefits from the rise in single stock volatility relative to their benchmark index. The Fund is for qualified investors wishing to invest in an instrument which provides the potential of diversification for an equity portfolio during material market drawdowns while offering a potential neutral carry cost over the medium term during rising markets. The Fund strategy is Implemented systematically via a basket of individual stock volatility swaps and an index volatility swap.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.3 0.6 0.1 0.3 0.5 0.8 0.4 0.8 1.0 0.9 0.4 0.4 0.4
2019 0.4 0.8 0.1 0.2 0.7 0.2 0.7 0.6 0.9 0.1 0.4 0.3 0.4

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