# Own asset class as an alternative source of return

Volatility is increasingly indispensable as a separate asset class within a portfolio. Its correlation characteristics compared to equities and bonds mean it can be used to effectively diversify a portfolio and help to improve and stabilise its returns.

When using volatility as a key portfolio component, it is essential to have an in-depth understanding of its effect mechanisms, scale the strategy’s risk-return ratio to precisely suit the investor, and put appropriate structures and processes in place.

SPECIALISTS

with considerable experience in the Alternative Solutions portfolio management team

DATA

in proprietary databases from the basis for investment decisions and risk monitoring

YEARS OF EXPERIENCE

in Alternative Solutions – as a pioneer for asymmetric concepts and alternative sources of return in Germany

## Return with stable risk premium over the long term

Lupus alpha is one of the first and most experienced German providers of volatility strategies. Lupus alpha has been offering investors these innovative derivative-based strategies since 2007.

Alternative risk premium:

Sole value driver: expected volatility is higher than occurred/measured volatility, therefore no rising markets needed to generate return

Overinsurance of the market, especially after crises

Fair payment for assuming risk in the portfolio

**Structures and processes:**

Aimed at the requirements of liquid alternative investment

**IT systems:**

Propietary databases for the analysis and simulation of volatility strategies

**Team Approach:**

Large and experienced management and research team with more than 15 experts

**Control:**

Methodically secure risk management. Fully controlled trading processes

**Analysis Strength:**

Own Quantitative Analysis Team

- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect R
- Lupus alpha Equity Protect R
- Lupus alpha Return (I)
- Lupus alpha Return (I)
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- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
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- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
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- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium R

- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect R
- Lupus alpha Equity Protect R
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium R

- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect R
- Lupus alpha Equity Protect R
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium R

- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect C
- Lupus alpha Equity Protect R
- Lupus alpha Equity Protect R
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (I)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Return (R)
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return C
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Sustainable Return R
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest C
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Invest R
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium C
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium CAV
- Lupus alpha Volatility Risk-Premium R