Corepoint Capital AG

EDGE - Tail Risk Protection

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.05%
Sharpe (RFR=1%) 0.74
CAROR
Assets 35,000,000
Worst Drawdown -10.26
S&P Correlation 0.55

Summary

Volatility can be used not only to mitigate tail risk when equity markets sell-off, but also to provide absolute returns in times of low volatility. Investors’ Objectives:  Absolute return with equity like downside volatility  Protection of equity and bond portfolios during extreme events  No timing needed  Daily liquidity