Dynamic Volatility Strategy - 75% Long / 25% Short
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.
| TYPE STRUCTURE | AIF under the OpenFunds SICAV AIF |
|---|---|
| DOMICILE | Liechtenstein |
| LAUNCH DATE | May 25, 2020 |
| MANAGER | Accuro Fund Solutions AG |
| DISTRIBUTOR SWITZERLAND | OpenFunds Investment Services AG (Switzerland) |
| AUDITOR | PriceWaterhouseCoopers AG |
| CUSTODIAN | Liechtensteinische Landesbank AG |
| REGULATOR | LFA |
| PAYING AGENT SWISS | Società Bancaria Ticinese SA (Switzerland) |
| GEOGRAPHY | US |
| SHARE CLASSES | Institutional, Participating |
| CURRENCY | USD, EUR, CHF |
| INITIAL CHARGES | Up to 2% |
| SUBSCRIPTIONS | Daily |
| LIQUIDITY | Daily |
| MANAGEMENT FEE | 1% Institutional / 1.25% Participating |
| PERFORMANCE FEE | 10% Institutional / 20% Participating |
| INVESTMENT ADVISOR TRACK RECORD | Track record based on independently calculated indices (by Wilshire Associates) going back to January 2006 |
| ISIN | Please refer to the factsheets |
| BLOOMBERG CODE | Please refer to the factsheets |
