Investment Objective
The investment objective of SOLYS – SG29 MAS Funds – LOIM Tail Risk is to seek capital appreciation over the long term and particularly in periods of market stress by being exposed to tail and carry strategies. The Fund takes exposure to the LOIM Tail Risk Basket Index (i.e. the “Head Index”). It is based on Societe Generale’s flagship QIS indices, and is actively advised by LOIM 1798.The Head Index is constructed using 2 key buckets; a tail bucket, composed of contractual hedges and long volatility strategies, and a carry bucket, designed to generate long term positive returns and reduce carry costs of holding the hedging leg.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.1 | 0.1 | 0.5 | 0.2 | 0.0 | 0.2 | 0.5 | 0.7 | 0.8 | 0.4 | 1.0 | 0.7 | 0.1 | |
| 2023 | 0.2 | 1.0 | 0.1 | 0.4 | 0.5 | 0.0 | 0.2 | 0.3 | 0.1 | 0.2 | 0.7 | 0.0 | 0.2 |
