Portfolio Hedge

INVESTOR PROFILE

Designed for investors interested in obtaining positive returns in times of market downturns.

OBJECTIVE

Obtain positive returns in upward years from the S&P 500 and overcome the reverse of the declines in downward years.

STRATEGY

Statistical arbitrage in volatility. Statistical model for opportunity detection with the implied volatility of the VIX.

INSTRUMENTS USED

Net upward position in Options and Volatility ETFs (VXX-UVXY)

CUSTODIAN ENTITY

Interactive Brokers

TYPE OF INVESTMENT

Portfolio management using derivatives

RISK TYPE

Risky investor

CLASS A

Minimum investment: 15,000 euros

Management fee: 0

Success fee: 20%.

CLASS B

Minimum investment: 50,000 euros

Management fee: 2%

Success fee: 0