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Volatility Alpha

The portfolio will take positions in equity derivatives that provide volatility exposure, such as futures and options on the (CBOE S&P 500 Volatility Index (VIX))

Description

This portfolio is an absolute return portfolio using volatility instruments as its core investment strategy. The portfolio may carry a net long, net short, or net flat/relative value positions in volatility at any one time. The Trust may also be fully invested in cash where there are limited opportunities for profit to be taken. The portfolio’s investment strategy monitors cross-asset risk signals, derived from within the equity derivatives market as well as other asset classes such as credit and foreign exchange, to assess the overall market pricing of risk. By monitoring a range of signals for signs of emerging risk, the portfolio aims to position itself to profit from these flows.

Objective

The Perennial Volatility Alpha Trust invests in futures and options on the CBOE S&P 500 VIX index with the aim to produce an absolute return with a bias towards generating the strongest returns when there are large equity market drawdowns.

Investor Profile

Investors with a long term time horizon, seeking exposure to a concentrated portfolio of volatility assets that aims to provide an absolute return over cash. This Trust is only open to wholesale investors, as defined under S7619 in the Corporations Act 2001.

Unit Price (Entry)
14 Dec 2017

1.0240

Latest Commentary & Performance
Latest Annual Financial Report
Unit Price (Exit)
14 Dec 2017

1.0200

Contact us

Investors in this Trust must be deemed ‘sophisticated’. For a PDS, brochure, or application form, please contact a Perennial Client Service Representative on 1300 730 032 or email us

Historical Unit Prices
Risk/Return profile

High

Returns achieved mainly through

Exposure to the VIX

Income distribution

Annually

Min. recommended investment period

5 years

Minimum investment

$100,000

Minimum added investment

$25,000

Performance fee

Yes

Invest with us today

Investing with us is simple and easy. Talk to a Client Services Representative today.