Aquantum

Aquantum Active Range (AAR) Program (UCITS)

Minimum Investment
$ 250,000
Management Fee 1.00%
Performance Fee 20.00%

Summary

The Aquantum Active Range (AAR) Program systematically trades option combinations on the S&P 500 with the aim of exploiting equity market fluctuations and achieving a positive absolute return.
» Systematic spread strategy („active range“)
» Instruments: exchange traded put options on S&P 500 futures with short residual maturities
» Return target of 6-10% (net) p.a. with an annualized volatility of 5-7%
» High negative correlation to the S&P 500 (-0.7)