FERI US EquityFlex

Investment Objective

US Equity Flex is a highly liquid UCITS-compliant fund that follows a systemantic, non-predictive investment stratgey focused on expoiting the volatility risk premium. The fund seeks to outperform the S&P 500 Total Return Net Index by capturing the volatiity risk premium with a steady and robust return profile. The outperformance is pursued by the investment management with an ideally low ex-post tracking error to the benchmark. The fund replicates the S6P 500 Total Return Net Index in the basis/Collateral portfolio and concurrently employs a so-cakked "bull put spread" in combination with an innovative hedging frameowrk to achieve an attractive risk-return profile for its investors. All options are exchange traded and highly liquid.

Reference Index

S&P 500


2023 0.1 0.4 0.1 0.0 0.5 0.2 0.3 0.9 0.5 0.4 0.4 0.6 0.4
2022 0.5 0.4 0.9 0.0 0.7 0.5 0.3 0.6 0.4 0.3 0.0 0.9 0.9

or Register for Free

  • Gain access to comprehensive data and information regarding alternative UCITS funds
  • Keep track of performance, flows, and fees trends
  • Access the latest thematic research written by our team of expert in-house analysts
Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.