Quantumrock’s flagship strategy closes June with +0.29%

VSOP closed the month of June up 0.29%. The 10-year Treasury yield eased throughout the month from over 1.6% to around 1.45% as the market is reevaluating the case for sustained inflation above 2% in the long run. On the equity side, the S&P 500 performed over 2% in its fifth positive month in a row. This market environment with subdued volatility did not offer many trading opportunities for our protection strategies. Nevertheless, VSOP’s capability to contribute positive performance in quiet times was underlined again in June.

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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.