Leverage Multistrategies
Strategy
In this wikifolio the Crash Protection-strategy shall be combined with several leveraged low-correlated strategies. The strategies could be either procyclical or contrarian. In case the Crash Risk-indicators show higher market risks all risky positions shall be closed or hedged.
In this wikifolio the Crash Protection-strategy shall be combined with several leveraged low-correlated strategies. The strategies could be either procyclical or contrarian. In case the Crash Risk-indicators show higher market risks all risky positions shall be closed or hedged.
Interviews with the Borsenradio Network (a german radio broadcast, interview language is German)
Leverage
Maximal gross exposure: approximately 600%
Minimal gross exposure: approximately -50%
Maximal gross exposure: approximately 600%
Minimal gross exposure: approximately -50%
Objective
Strong outperformance should be achieved with the use of leverage while having higher drawdown risks.
Strong outperformance should be achieved with the use of leverage while having higher drawdown risks.
Costs
0.95% management fee per annum
10.0% performance fee with high watermark
0.95% management fee per annum
10.0% performance fee with high watermark
