Quantumrock’s flagship strategy closes the first quarter with +2.77 %

“The first quarter of the year was dominated by rising bond yields and a value-led equity market rally. The two key drivers of this performance were the Democratic victory in the US state of Georgia at the start of the year, paving the way for massive further US fiscal stimulus, and the success of the vaccine rollout in the US. The rise in bond yields has been closely correlated with significant outperformance for financials and value stocks. Value stocks are up +9.8% year to date compared with +0.3% for growth stocks.

“The positive performance of VSOP this quarter reflects that our strategies’ tail hedging capabilities through situative long VIX exposure are performing well.” Commenting on the performance, Michael Zeller, CIO

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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 for 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 for 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 for future performance.

About the Volatility Special Opportunities Program (VSOP)
Quantumrock VSOP is an Equity Tail Hedge strategy. Applying a systematic approach, the strategy’s objective is to predict and capture volatility spikes induced by downturns in equity markets and to (over-) compensate potential losses, while also seeking alpha in bullish market phases.