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Turn Volatility Into Income

ISIN:

XS2595675641
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Short Volatility Long Tech

The Short Volatility Long Tech Investment Strategy seeks to profit from the volatility curve (as measured by the VIX short-term futures) being usually in “contango”. To do so, it will aim to assume (A) a long position in the Invesco QQQ Trust, Series 1 (“QQQ”) and (B) a short position on the iPath® Series B S&P 500® VIX Short-Term Futures™ ETNs (“VXX”) of at least 15%. “Contango” refers to a situation in which futures contracts with further expiries are more expensive than futures contracts with shorter expiries.

Más Factores de Apalancamiento:

Más Factores de Apalancamiento

NAV as of

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52 WK:

1 Day NAV Change

-

as of

NAV Total Return

YTD:

-

as of

AUM

-

as of

¿POR QUÉ ETP Short Volatility Long Tech?

Profit from “contango”

During “normal” market conditions, the short-term VIX futures are usually in “contango” and will lose value with each passing day if the VIX index does not increase. In this state, shorting ETPs that continuously roll VIX futures contract at expiration futures (such as VXX) is expected to generate profits.

Convenience

In a single trade, get exposure to a strategy that aims to profit from both (i) the appreciation of the QQQ and (ii) the decay of VIX futures, without the hassle of rolling and maintaining volatility futures or options.

Trustworthy

1. Trusted and experienced management team.
2. Offered in USD, EUR and GBP.
3. The cash proceeds from shorting volatility yield a return.

Rendimiento

Información a

Resumen

1D

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1M

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3M

-

YTD Return

-

1Y

-

Todo (Anualizado)

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Todo (Acumulativo)

-

Volatilidad

Volumen Anualizado

-

52 Semanas

Alto 52 sem.

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Bajo 52 sem.

-

Average Turnover

Daily Volume

-

3M

-

Structure

Structure
ETP

Domicile
Ireland

Replication Method
Physical

Dividents
Reinvested

Underlying Asset
QQQ, Short VXX and Cash

Target Weights
Short Volatility: Higher of (i) 15% or (ii) exposure to VXX on the last valuation Date of the immediately preceding calendar quarter QQQ: 100%

Rebalance Frequency
Quarterly. The Portfolio Administrator has discretion to rebalance at any time if the short exposure to volatility exceeds 35%.

Tax & Legal

Today's Borrow Rate
0.00

SIPP / ISA eligible
Eligible

UK Fund Reporting Status

US IRS Sec 871(m)
Not applicable

Documentos

Avisos

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