In this wikifolio the Crash Protection-strategy shall be realized with leveraged products on equity market indices as base investment during lower-market-risk periods. In the case that the Crash Risk-indicators show higher market risks all risky positions should be closed, hedged or replaced by low-beta long/short strategies on equity indices.
Maximal gross exposure: approximately 250%
Minimal gross exposure: approximately -50%
Outperforming the market while having approximately equal drawdown risks.
0.95% management fee per annum
5.00% performance fee with high watermark
Link to wikifolio