Long Short Strategy on VIX Futures
THE VIX INDEX
The VIX Index, also known as the fear index because when the value of the index increases, often the stock market falls, is a volatility index calculated on the difference between the call and put options on the US index S&P500.
On one hand, an instrument of coverage, and of diversification on the other, it cannot be purchased directly, but it is also possible to purchase and sell the relative futures.
NEW MILLENIUM VOLACTIVE
The New Millennium Volactive is one of the few funds on the market completely dedicated to VIX. It has the property of not being correlated with other assets and the active strategy aims at an absolute return.
HOW LONG-SHORT WORKS
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Download the presentation (in Italian) to understand how is possible to gain returns completely decorrelated by other sources of returns like Equities or Bonds and the principal features of this UCITS V armonized fund.