Fund Portrait

Roca Enhanced is a fund that aims to provide tail risk protection during market crisis events, while being able to keep up with equity markets during good times. The fund manager selects complementary fund managers in the vol space, therefore combining managers with different quant approaches.  The latest additions to the fund were a long/short vola manager and a tail hedge strategy. A strength of the strategy is that all managers focus on highly liquid investments (using mainly futures), allowing the fund to provide daily liquidity.