Investment Philosophy

IV is a systematic, multi-strategy CTA, providing absolute returns that are uncorrelated to equity markets. Our 12 systematic, quantitative trading strategies can be grouped into three classes: trend following, tail-risk protection and term structure. We trade four asset classes (equity indices, fixed income, currencies and commodities) and aim to deliver tail-risk protection by establishing a long volatility return profile over both short and long periods of market turmoil.

Risk Management

IV targets ten percent 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. A formal policy is in place to process any breaches.

Past performance is not necessarily indicative of future results.