Investment Objective
The Solys - SG29 MAS Funds - STEP Premium aims to generate consistent return from a systematic put selling program. This is achieved via exposure to a basket of systematic strategies (i.e. the “STEP Premium Basket Index”).The STEP Premium Basket Index aims to take exposure to a diversified exposure to two short equity volatility indices, which sell short dated listed put options on the S&P 500 and the Nasdaq 100 in order to harvest Gap Risk Premia.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.2 | 0.2 | 0.3 | 0.9 | 0.2 | 0.5 | 0.5 | 0.6 | 0.1 | 0.7 | 0.9 | 0.5 | 0.5 | |
| 2023 | 0.2 | 0.3 | 0.6 | 0.3 | 0.3 | 0.5 | 0.0 | 0.2 | 0.1 | 0.9 | 0.0 | 0.1 | 0.3 |
