Objective
Leverages a responsive options strategy using short duration put spread collars to help manage market correlation risk while maintaining upside capture.
Why This Strategy?
Team
Four-person investment team has decades of experience in risk mitigation, volatility and correlation management, with deep institutional expertise helping clients successfully manage risk across market regimes.
Philosophy
Provides a versatile core holding that offers downside protection and an alternative to traditional equity, compliments fixed income diversification, and harvests option premiums to manage short-term volatility.
Process
Our approach pairs S&P 500 exposure with a consistent risk mitigation overlay to over-protect the first 2 standard deviations (generally -2 to -7%) to the downside. Our ability to make active market volatility adjustments, allows our protection to continue through extended market drawdowns.
