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.
Maximal gross exposure: approximately 600%
Minimal gross exposure: approximately -50%
Strong outperformance should be achieved with the use of leverage while having higher drawdown risks.
0.95% management fee per annum
10.0% performance fee with high watermark
Link to wikifolio