Investment Objective
EuroEquityFlex is a highly liquid, UCITS-compliant fund that follows a systematic, non-predictive investment strategy focused on exploiting the volatility risk premium. The fund seeks to outperform the EURO STOXX 50 Net Return Index by capturing the volatility risk premium, with a steady and robust return profile. The outperformance is pursued by the investment manager with an ideally low ex-post tracking error to the benchmark. The fund replicates the EURO STOXX 50 Net Return in the Basis/Collateral portfolio and concurrently employs a so-called "bull put spread" in combination with an innovative hedging framework to achieve an attractive risk-return profile for its investors. All options are exchange traded and highly liquid.
Reference Index
EURO STOXX 50 Net Return
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.3 | 0.3 | 0.6 | 0.3 | 0.7 | 0.8 | 0.2 | 0.7 | 0.3 | 0.5 | 0.0 | 0.4 | 0.1 | |
| 2024 | 0.6 | 0.1 | 0.6 | 0.1 | 0.6 | 0.3 | 0.7 | 0.9 | 0.9 | 0.3 | 0.1 | 0.5 | 0.5 |
