Investment Objective
Cassiopeia UCITS employs volatility arbitrage strategy to deliver an absolute return. The objective of the Fund is to remain market-neutral (close to zero correlation with equity markets), while maintaining average volatility between 5% and 10%. To achieve this, the Fund relies on Myopia ArbitrageTM, a proprietary strategy built on an analysis of short-term investment behavior.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.3 | 0.2 | 0.6 | 0.9 | 1.0 | 0.7 | 0.8 | 0.9 | 1.0 | 0.8 | 0.6 | 0.7 | 0.8 | |
| 2022 | 0.8 | 0.7 | 0.2 | 0.2 | 0.1 | 0.9 | 0.4 | 0.9 | 0.5 | 0.2 | 0.2 | 0.5 | 0.4 |
