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Alternative Market Briefing

Managing volatility in UCITS

Monday, May 20, 2019

amb
Cyril Delamare
B. G., Opalesque Geneva:

After a couple of VIX spikes earlier this month, much has been said about trade wars and global stocks. But after reaching a high of 36 on Christmas eve, the CBOE Volatility Index, aka VIX or the fear index, is now at almost 16 - and the historical average is between 19 and 20. There are some explanations for its retreat, but an increase in volatility this year is still expected by some. So how can investors in UCITS prepare for higher volatility?

VIX index over the last 12 months Source: Cboe

Cyril Delamare, CEO of Montlake, speaks to Opalesque about the volatility strategies that can be found in UCITS (UCITS are investment funds regulated by the European Union). Montlake is an independent asset manager founded in 2009 and headquartered in Dublin, Ireland. It runs, among other things, a UCITS platform.

Opalesque: What kind of strategies in UCITS both benefit and weatherproof ......................

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