Investment Philosophy

IV is a systematic, multi-strategy CTA, offering absolute returns that are uncorrelated to equity markets. The strategy consists of 12 systematic, quantitative trading strategies, divided into three strategy groups: trend, volatility and term-structure. We invest in four asset classes: equity indices, fixed income, currencies and commodities. We aim to deliver crisis alpha over both short and long periods of market turmoil with a long volatility return profile.

Risk Management

IV aims to realize 10% annualized volatility and actively manages risk on various levels. This includes maximum position limits, dynamic portfolio optimization, stress testing and volatility targeting.

On a daily basis, IV also monitors margin-to-equity and gross and commitment leverage numbers in accordance with the AIFMD. In the case of any breaches, there is a formal policy and process in place to manage these risks.

Past performance is not necessarily indicative of future results.