FERI OptoFlex

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Global
Investment Advisor FERI Trust GmbH
Fund Currency EUR
Fund AUM €1.4b
Fund AUM (GBP) £1.2b
Fund AUM as of 19 July 2018
Fund Inception 12 December 2012
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

Optoflex collects option premia of significantly overvalued put options using an innovative hedging framework. Aiming at an atractive and constant risk return profile, the strategy invests in derivatives on the US stock market and US equity volatility. In addition to the option strategy, the fund's assets are invested in EUR denominated bonds with floating interest rates and high investment grade ratings, and in money market instruments

Reference Index

3M EURIBOR

Teaser@2x

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