Quantumrock Absolute Return VSOP

The quantumrock Absolute Return VSOP is an absolute return, multi-asset investment product consisting of several Alpha Add-Ons addressing major client requirements in one product, available in, among others, a public fund or through Deutsche Bank.

Back to our products

THE INVESTMENT APPROACH

quantumrock Absolute Return VSOP's AI and ML-based investment approach aims for market-independent returns via a combination of different alpha sources in equities (S&P500), fixed income (10-Year US Treasury) and volatility (VIX).

Particular emphasis is placed on strategies designed to generate Crisis Alpha through the timing of volatility (VIX) and the underlying equity market (S&P500) during crises.

With this dynamic absolute return strategy, implemented through derivatives, we can identify different performance sources and, at the same time, achieve dynamic protection in strongly falling markets by adding temporary Crisis Alpha.

quantumrock Absolute Return VSOP is, therefore, an optimal diversifier in broader asset allocations and expected to improve the risk-return ratio of most client portfolios.

 

Gross Financial Performance | Absolute return VSOP strategy

Source: QRABSR (Bloomberg ticker). All data are gross of management and performance fees. Please refer to the bottom of this page for the definition of gross return.

Risk Notice

All the benefits of the strategy presented are also offset by significant risks. quantumrock's strategies are generally rated in the second highest risk category (6 out of 7) and carry significant risk of loss. The strategy may suffer similar or even higher losses than a comparable portfolio. All strategies are represented by derivatives. Derivatives generally involve medium default risk and minimal foreign exchange risk, among other risks, in addition to market price risk. All strategies are alpha-driven and require risk tolerance to short-term drawdowns. Past or back-tested performance is not a reliable indicator of future performance.

CLIENT BENEFITS

Optimal addition to portfolios

The Absolute Return VSOP offers the opportunity of additional, benchmark-neutral performance with simultaneous dynamic protection during crises

Improvement of risk-return ratio

The Absolute Return VSOP can improve most client portfolios’ metrics

Continuous improvement

Through regular retraining and modification by means of comprehensive data analysis

Regular expansion

Resulting from high discovery rate of alpha sources due to automated AI Platform

Get in touch to learn more about quantumrock Absolute Return VSOP!

Get in touch to learn more about quantumrock Absolute Return VSOP!

Disclaimer

The VSOP Strategy

The VSOP strategy has been traded in various investment products since 05|2016. The gross and net return figures over the total term are composed of the product trading the largest volume in the respective time period, the seed money managed account U1512035 at Interactive Brokers managed by Quantumrock Capital GmbH (05|2016 to 02|2018), the Opus Charter. Iss. S.A. Cpmt90 certificate with ISIN DE000A2HPGN7 (02|2018 to 04|2020) and the Deutsche Bank certificate on the dBSelect platform with Bloomberg ticker FXSTQRK1 (04|2020 to date). All aforementioned investment products as well as the UCITS fund "Quantumrock VSOP" trade the same strategy.

Risk Notice

All the advantages of the presented strategies are also offset by considerable risks. quantumrock’s strategies are generally classified in the second-highest risk class (6 out of 7) and involve considerable risk of loss. If a strategy has the objective of hedging or protecting positions, as a result of the strategy's methodology, it must not be understood as a "guaranteed hedge". The strategy can incur similar losses or even more than a comparable portfolio. All strategies are represented by derivatives. Derivatives, in general, include, among other things, mid-market default risk and minimal exchange rate risks in addition to market price risk. All strategies are alpha-driven and require risk tolerance towards short-term drawdowns. Past or backtested performance is not a reliable indicator of future performance.

Definition of gross / net returns

Gross performance takes into account all costs incurred at portfolio level (e.g. trading costs) and assumes reinvestment of any distributions. Costs incurred at client level, such as management and performance fees, are not included. Net performance also takes into account management fees and performance fees. Not included are individual costs of the investor, such as a custody fee.