AI driven strategy continues to deliver results (+0.63% for July) 

Up 37.02% for the year, and by 0.63% for the month, VSOP has continued to prove that it can deliver encouraging results when markets are relatively calm, as well as when markets are volatile. This month, the balanced component moved with the market and contributed +2.42%.

VSOP entails a systematic multi-strategy approach in the S&P 500 index volatility market with a real-money track record dating back to July 2016. The program is composed of a Balanced Portfolio consisting of S&P 500 futures and treasuries with a duration risk of circa five years. It also trades overlay strategies on situational volatility patterns. In total the portfolio shows a lower risk profile than the S&P 500, hence VIX long strategies reduce the beta to the S&P 500 by hedging the tail risk.

Most recently VSOP was ranked first place in the “Financial & Metals Traders Managing More Than $10M category for June 2020” in the BarclayHedge Fund performance Awards.

Source: Quantumrock; gross performance (BVI method): The gross performance considers all costs incurred at portfolio level (e. g. trading costs) and assumes reinvestment of any distributions. Costs incurred at customer level such as management and performance fees are not included. Unless otherwise specified, all indicated performance data in this presentation show the gross performance. Please note: Past performance is not a reliable indicator the future performance. Source: Quantumrock; gross performance (BVI method): The gross performance considers all costs incurred at portfolio level (e. g. trading costs) and assumes reinvestment of any distributions. Costs incurred at customer level such as management and performance fees are not included. Unless otherwise specified, all indicated performance data in this presentation show the gross performance. Please note: Past performance is not a reliable indicator the future performance.
Source: Quantumrock; gross performance (BVI method): The gross performance considers all costs incurred at portfolio level (e. g. trading costs) and assumes reinvestment of any distributions. Costs incurred at customer level such as management and performance fees are not included. Unless otherwise specified, all indicated performance data in this presentation show the gross performance. Please note: Past performance is not a reliable indicator the future performance.
“Despite high-frequency data pointing to a halt in the recovery, particularly in the US, the S&P 500 gained +5.98% in July. While VSOP’s overlay portfolio lost performance trading long volatility, it gained positive results on long treasury strategies – demonstrating that it is able to successfully seek out opportunities in the market and generate alpha even when markets are performing well.” Commenting on the performance, Michael Zeller, CIO