THEAM Quant Dynamic Volatility Carry

Investment Objective

The Fund seeks to provide a long and dynamic exposure to the volatility fluctuations in North American equity markets while seeking to finance all or part of the cost of setting up this exposure through a systematic option-selling strategy. This strategy also aims, under certain conditions, to generate additional income and is particularly appropriate in stable, bullish or moderately bearish markets, conditions that are less favourable to the long exposure to volatility. Conversely, the options strategy may generate losses during sudden and significant downturns.