Equity Volatility Strategies Fund (of Funds)

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 in Q4 22 were a long/short vola manager and a tail hedge strategy, bringing the total number of funds to five.

A strength of the strategy is that all managers focus on highly liquid investments (using mainly futures), allowing the fund to provide daily liquidity. 

 

 

INVESTMENT MANAGER KROMA Capital Partners
LINKEDIN COMPANY PAGE Kroma Capital Partners
TYPE STRUCTURE AIF under the OpenFunds SICAV AIF
DOMICILE Liechtenstein
LAUNCH DATE June 12, 2020
DISTRIBUTOR SWITZERLAND OpenFunds Investment Services AG (Switzerland)
AUDITOR PriceWaterhouseCoopers AG
CUSTODIAN Liechtensteinische Landesbank AG
REGULATOR Finanzmarktaufsicht Liechtenstein (FMA)
PAYING AGENT SWISS Società Bancaria Ticinese SA (Switzerland)
GEOGRAPHY US
SHARE CLASSES Institutional, Participating
CURRENCY USD, EUR, CHF
INITIAL CHARGES Up to 2%
MINIMUM SUBSCRIPTIONS Institutional share class: USD 250'000 / Participating share class: USD 10'000
LIQUIDITY Daily
MANAGEMENT FEE 0.3% Institutional
PERFORMANCE FEE 10% Institutional
ISIN Please refer to the factsheets
BLOOMBERG CODE Please refer to the factsheets