Dynamic Volatility Strategy - 75% Long / 25% Short

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Fund Portrait

The Roca Enhanced Volatility Fund is a Long/Short fund with the objective of delivering Crisis Alpha in an Absolute Return product. The Fund’s strategy is based on:

  • To supplement long volatility positions with a dynamic short volatility allocation to provide an alternate return stream to help mitigate sideways, flat, or choppy equity markets
  • To offset the risk of volatility decay by being long equity (SPX) exposure as a hedge
  • To offset the risk of volatility spikes by being long 20+-year U.S. Treasury (TLT)
  • Fund can go to 100% cash in periods of very high volatility

This strategy is suitable for medium/long-term investors looking for uncorrelated returns and downside protection in stressed markets.

 

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TYPE STRUCTUREAIF under the OpenFunds SICAV AIF
DOMICILELiechtenstein
LAUNCH DATEMay 25, 2020
MANAGERAccuro Fund Solutions AG
DISTRIBUTOR SWITZERLANDOpenFunds Investment Services AG (Switzerland)
AUDITORPriceWaterhouseCoopers AG
CUSTODIANLiechtensteinische Landesbank AG
REGULATORLFA
PAYING AGENT SWISSSocietà Bancaria Ticinese SA (Switzerland)
GEOGRAPHYUS
SHARE CLASSESInstitutional, Participating
CURRENCYUSD, EUR, CHF
INITIAL CHARGESUp to 2%
SUBSCRIPTIONSDaily
LIQUIDITYDaily
MANAGEMENT FEE1% Institutional / 1.25% Participating
 PERFORMANCE FEE10% Institutional / 20% Participating
INVESTMENT ADVISOR TRACK RECORDTrack record based on independently calculated indices (by Wilshire Associates) going back to January 2006
ISINPlease refer to the factsheets
BLOOMBERG CODEPlease refer to the factsheets