Short Volatility Investments

7orca Vega Return

The 7orca Vega Return fund invests systematically, globally and multi-asset in volatility risk premia by selling options on global equity indices, interest rate futures and currency futures. Options parameters are defined in our quantitative investment process in order to achieve a stable return that is independent of market cycles. We pay special attention to multi-level risk management. The continuous and rule-based monitoring of risk parameters ensures a gradual and disciplined risk reduction, if necessary. A portfolio of short-term bonds with the best credit rating serves as the carrier of the strategy.

The investment management company of the 7orca Vega Return fund is Universal-Investment-GmbH. The basis for the acquisition of shares are the statutory documents.
Share class I Share class R