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
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
Through regular retraining and modification by means of comprehensive data analysis
Resulting from high discovery rate of alpha sources due to automated AI Platform
Download Latest Performance Report
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.
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.