"Our experienced team offers custom-fit volatility strategies. For investors, this gives us access to alternative sources of return."

Alexander Raviol, Mark Ritter
Volatility Strategies

VOLATILITY

Own asset class as an alternative source of return

Volatility is increasingly indispensable as a separate asset class within a portfolio. Its correlation characteristics compared to equities and bonds mean it can be used to effectively diversify a portfolio and help to improve and stabilise its returns.

When using volatility as a key portfolio component, it is essential to have an in-depth understanding of its effect mechanisms, scale the strategy’s risk-return ratio to precisely suit the investor, and put appropriate structures and processes in place.

OUR KEY FIGURES

15+

SPECIALISTS

with considerable experience in the Alternative Solutions portfolio management team

500m+

DATA

in proprietary databases from the basis for investment decisions and risk monitoring

15+

YEARS OF EXPERIENCE

in Alternative Solutions – as a pioneer for asymmetric concepts and alternative sources of return in Germany

Return with stable risk premium over the long term

Lupus alpha is one of the first and most experienced German providers of volatility strategies. Lupus alpha has been offering investors these innovative derivative-based strategies since 2007.

ADVANTAGES FOR INVESTORS

Alternative risk premium:
Sole value driver: expected volatility is higher than occurred/measured volatility, therefore no rising markets needed to generate return

Overinsurance of the market, especially after crises

Fair payment for assuming risk in the portfolio

This is what investors can rely on at Lupus alpha

Structures and processes:

Aimed at the requirements of liquid alternative investment

IT systems:

Propietary databases for the analysis and simulation of volatility strategies

Team Approach:

Large and experienced management and research team with more than 15 experts

Control:

Methodically secure risk management. Fully controlled trading processes

Analysis Strength:

Own Quantitative Analysis Team

Volatility Fund data

Lupus alpha Volatility Risk-Premium

Lupus alpha Volatility Risk-Premium C

WKN: A1J9DU | ISIN: DE000A1J9DU7

127.06 EUR

NAV

+0.09 %

T-1

+10.25 %

YTD

+12.85 %

5 Years

More information

Lupus alpha Volatility Risk-Premium R

WKN: A3DD2R | ISIN: DE000A3DD2R4

110.79 EUR

NAV

+0.1 %

T-1

+8.43 %

YTD

n.a.

5 Years

More information

Our Portfolio managers

We take performance personally

With us, investors know which experienced, skilled fund manager is responsible for the performance of each fund.

Alexander Raviol

Partner, CIO Derivative Solutions

Marvin Labod

Head of Quantitative Analysis

Mark Ritter

CFA, CAIA, Portfolio Management Derivative Solutions

Stephan Steiger

CFA, CAIA, Portfolio Management Derivative Solutions