Investment Objective
Cassiopeia UCITS employs volatility arbitrage strategy to deliver an absolute return. The aim is to remain market neutral, i.e. close to zero correlation with equity markets, and to maintain average volatility between 5% and 10%. In order to achieve its objective the Fund relies on Myopia ArbitrageTM.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.3 | 0.2 | 0.2 | 0.2 | 0.1 | 0.8 | 0.2 | 0.6 | 0.3 | 0.6 | 0.4 | 0.5 | 0.2 | |
| 2022 | 0.8 | 0.5 | 0.6 | 0.9 | 0.5 | 0.3 | 0.5 | 0.5 | 0.3 | 0.8 | 0.2 | 1.0 | 1.0 |
