Volatility

Characteristics

Harvesting Market Fluctuations Systematically

The volatility asset class offers institutional and private investors access to an alternative source of returns. The performance of volatility strategies is managed chiefly through highly liquid exchange-traded derivatives (options).

Volatility strategies typically have low correlation to traditional asset classes and can increase diversification while reducing overall risk.

Our Approach

Volatility at FERI – A Broad Spectrum of Option Strategies

FERI’s volatility strategies use a systematic, risk-reduced approach to harvest the volatility risk premium and generate stable additional returns. We pair our premium strategies with various base portfolios to offer different risk-return profiles.

The FERI volatility strategies are implemented by our portfolio management team. Its eight members draw on an average capital markets experience of more than 16 years each as well as our process-oriented, efficient trading setup.

Our investment range

Funds

OptoFlex

The strategy combines a risk-minimized base portfolio in the bond market with a systematic, non-forecasting premium strategy based on the US equity market to generate an absolute return.

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Funds

EuroEquityFlex

The strategy combines a passive investment in the EURO STOXX 50 with a systematic, non-forecasting premium strategy based on the European equity market. The aim is to consistently outperform the European stock market.

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Funds

US EquityFlex

The strategy combines a passive investment in the S&P 500 with a systematic, non-forecasting premium strategy based on the US equity market. The aim is to consistently outperform the US stock market.

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