Quantumrock’s flagship strategy closes April with +2.09 %

In April, expectations for economic growth turned from forecast to fact, as the reopening of economies lifted developed market economic data. Markets spent much of the first quarter of the year positioning for such developments and, as such, faded the fact, with 10-year Treasury yields falling back from their March peak of +1.75% to +1.53%, before ending the month at +1.63%. Equity markets had another strong month; the S&P 500 returned +5.3% on the month.


The portfolio closed the month with +2.09%. Intraday strategies trading on the S&P500 Futures contributed with 0.52%. Overall the S&P500 exposed strategies contributed with +2.15%. Treasury strategies on the 10Y and 30Y US Treasury futures gained +0.27%, whereas VIX Future strategies lost -0.33%.

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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.