Lupus alpha Volatility Invest (A)


Fund Strategy Volatility Arbitrage
Fund Geography Global
Investment Advisor Lupus alpha Asset Management AG
Portfolio Manager Mark Ritter, Stephan Steiger
Fund Currency EUR
Fund AUM €78.4m
Fund AUM (GBP) £68m
Fund AUM as of 30 August 2019
Fund Inception 15 October 2007
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

The Lupus alpha Volatility Invest is based on a smart option strategy that aims at harvesting the volatility risk premium (implied-realised spread). The risk premium is economically justifiable, sustainable and is collected via short-selling exchange-traded equity-index-options with short maturities. The core portfolio consists of short-dated euro bonds with a high-quality rating. The strategy is implemented on various equity markets worldwide.


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