MontLake Volatility Arbitrage UCITS Fund

Investment Objective

Montlake Volatility Arbitrage UCITS Fund is a strategy that utilizes a disciplined, active & opportunistic investment approach that combines systematic fundamental & technical analysis with a discretionary execution; in order to build a portfolio of high conviction long and short liquid index option positions that seek to generate absolute risk-adjusted returns. The index option positions are alpha generators and cash/bonds are used to control portfolio volatility.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 0.4 0.4 0.5 0.2 0.8 0.2 0.9 0.4 0.3 0.4 0.9 0.5 0.2
2022 0.7 0.1 0.4 0.5 0.9 0.9 0.3 0.9 0.7 0.3 0.4 0.4 0.1

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