Volatility Strategies funds available
The ABR 75/25 Volatility UCITS Fund has the objective of delivering Crisis Alpha in a daily traded UCITS fund. The Fund’s strategy combines a long investment in US equities (via S&P futures) with a long/short strategy in VIX futures. In periods of very high volatility, the fund can go to 100% cash. An algorithm is used to build the positions, following a set of indicators signalling hope, euphoria, fear and panic. The fund was able historically to keep up with the returns of the S&P500 in good equity markets, as the short vol part of the strategy (i.e. selling insurance) helped returns during those times. The true strength is the delivery of "crisis alpha", i.e. insurance when you most need it, i.e., in market crashes, as best seen during 2008/2009 and during March 2020 (Covid crash). As the funds invests in some of the most liquid instruments out there like S&P futures and treasury futures, it can offer its investors daily liquidity.
For more information, please contact us at info@open-funds.ch
The Fund’s target is to keep up with the S&P in good markets AND adding significant value via volatility driven alpha in times of crisis. It is long-only and notionally-unleveraged. The Fund can buy 0–100% in S&P 500 futures, or, in extraordinary situations, be 100% in cash or US treasuries. For long volatility exposure, the Fund can also invest 0–50% in VIX futures. An algorithm is used to build the positions, following a set of indicators signalling hope, euphoria, fear and panic. The strategy could deliver "crisis alpha", i.e insurance when you most need it, in March 2020 during the Covid crisis. As the funds invests in some of the most liquid instruments out there like S&P futures and treasury futures, it can offer its investors daily liquidity.
For more information, please contact us at info@open-funds.ch
Roca Enhanced aim is to protect investors' portfolios in the event of a market crash1 by achieving significant returns, while minimising insurance costs during normal market conditions.2
The Fund invests in the Ambrus Volatility Fund SP and cash and equivalents.
For more information, please contact us at info@open-funds.ch
