Fusion Volatility Fund

The Fusion Volatility Fund’s investment strategy is designed to deliver consistent positive returns and negative correlation to underlying asset classes. The fund provides absolute return and long optionality.

Our two year track record of trading the strategy demonstrates a 10-15% return and 5-7% volatility per annum in non-leverage format.

The fund consists of diversified investment portfolio of long option positions across equities, FX, commodities and fixed income. The positions are dynamically hedged to cover time decay. No short option trades are allowed, ensuring the strategy maintains the desired downside protection.

The fund’s strategy does not employ leverage and has the features often seen in capital protected products.

The total premium invested is limited to 30% of investment capital in non-leverage format, leaving 70% of capital protected at all times.

The strategy employs proprietary quantitative models to forecast short-term volatility. The forecast is used daily to identify assets with potential volatility spikes and to define an optimal delta hedging strategy. The delta-hedging strategy is run by our proprietary automatic trading platform and overseen by portfolio managers.

Fusion Volatility Fund materials