Investment Objective
The THEAM Quant Dispersion US investment objective is to offer unitholders, over a recommended investment horizon of two years, a strategy which benefits from the rise in single stock volatility relative to their benchmark index. The Fund strategy is implemented systematically via a basket of individual stock volatility swaps and an index volatility swap.
The Fund is for qualified investors wishing to invest in an instrument which provides the potential of diversification for an equity portfolio during material market drawdowns while offering a potential neutral carry cost over the medium term during rising markets.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.0 | 0.9 | 0.1 | 0.6 | 0.0 | 0.1 | 0.0 | 0.8 | 0.3 | 0.7 | 0.0 | 0.0 | 0.4 | |
| 2023 | 0.3 | 0.6 | 0.7 | 0.8 | 0.1 | 0.8 | 0.9 | 0.4 | 0.9 | 0.6 | 0.7 | 0.8 | 0.6 |
