Most market neutral managers are trying to generate returns primarily from relative valuations between related stocks, i.e. stock picking.
We are targeting returns in any market by balancing stock picking risk with a dynamic option strategy. Obviously when volatility goes up, option premiums go up so when stock picking is challenged we have a natural offset.
The fund aims to:
- Generate strong positive return in any market
- Add meaningful diversification to balanced portfolios
- Offset the risks of other market neutral strategies
