Volatility – Strategy

 

THE VOLATILITY STRATEGY (TVS)

Description: The Volatility Strategy seeks to capitalize on the managers view,that asset prices have just begun a multi-year process of re-rating  due to global central bank policy changes towards a more restrictive liquidity environment thereby creating volatility in the repricing and value of assets in the financial markets.

The Program works particularly well in volatile market conditions.The primary objective is to generate superior returns during volatile market conditions, and preserve capital during periods when market are stable. The Program is designed to provide a unique and effective hedge to Beta exposure or to provide standalone Alpha for  investors who share this outlook.

Investment Objectives: Growth. Designed to capture macro economic shifts and short-term price movements and reversals, the manager will use long and short positioning as a means to accomplish their objective.

Trading Strategy: Absolute Return.The strategy seeks to profit from volatile market conditions to produce consistently high returns uncorrelated to the financial markets.

Risk Management and Controls: All funds are deposited with fully licensed Swiss Banks. Clients have full on-line access and control of their account and can liquidate at anytime. The strategy never invests in a position long or short that uses no more than 10- 15% of the Margin availability. Order management with stop-loss / stop-profit limits are used to limit the risk to the defined parameter of 10-15%.The Volatility Strategy offers a dynamic risk profile which aims for returns of 30% to 50% with a risk profile at 10% to 15% cutoff.

Fees/Performance: The Management Fee is 0.5% monthly for accounts up to 50.000 and 0.25% monthly for accounts above 50.000. In addition the manager charges a Quarterly Performance Fee of 20% based on the High Watermark standard.

Account/Liquidity: Clients have full on-line access and control of their account and can liquidate at anytime. For further questions please contact the manager.

Asset Class / Markets: The strategy trades highly liquid CFD’s(Contract for Difference) in the main markets focusing mainly on Indices,Currencies,Metals.

TVS PERFORMANCE DATA ( start Jan.1,2022)

YTD 62.8%

Volatility Strategy
2022 perf.

 
 

JAN

6.4%

JUL

4.4% 

 

FEB

6.1%

AUG

3.4% 

 

MAR

0.0%

SEP

2.0% 

 

APR

10.7%

OCT

1.2% 

 

MAY

8.6%

NOV

 

 

JUN

6.6%

DEC

 

 

SwissDirekt AG, Industriestrasse 13A, CH-6300 Zug

Tel.: +41 (0)41 710 83 43 E-Mail: info@swissdirekt.com