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FERI's EuroEquityFlex is celebrating its third anniversary. With a fund volume of around EUR 250 million, the latest fund in FERI's volatility strategies has established itself as a reliable option for investors who can achieve a higher return than the European equity market over the long term. The fund combines a passive investment in the Euro Stoxx 50 with a systematic and forecast-free option strategy. In 2024, the fund posted a half-year performance of 10.94%, ahead of the Euro Stoxx 50 (10.44%). Since its launch three years ago, EuroEquityFlex has outperformed the benchmark (Euro Stoxx 50) by almost 3% with an overall performance of 32.39%.
"Our fund can be seen as an 'ETF' that is enhanced by an active source of alpha. By combining the Euro Stoxx 50 with a systematic option strategy, it is more transparent and calculable than a classic discretionary managed fund," explains Carsten Hermann, Head of Asset Management at FERI. The forecast-free investment approach of the option premium strategy is proving to be particularly resilient in this challenging environment. The outperformance compared to the Euro Stoxx 50 benchmark could well be even higher: "Most short vola approaches have performed somewhat worse over the three-year period, especially in the difficult market environment in 2022. Nevertheless, our strategy has shown that it is possible to deliver positive results coupled with outperformance even in difficult market phases," explains Horst Gerstner, Lead Portfolio Manager of FERI Volatility Strategies.
FERI was instrumental in shaping the concept of the option premium strategy with the launch of OptoFlex over eleven years ago and made it accessible to both professional and private investors. All of FERI's volatility funds have received numerous awards over the years and have regularly achieved top rankings. "Volatility is an important asset class for us, an integral part of our multi-asset strategy and also a future growth area. The EuroEquityFlex complements the existing product family of our volatility funds perfectly by applying the proven option premium concept to the European equity market," says Dr. Marcel V. Lähn, Member of the Management Board and Chief Investment Officer at FERI.
FERI's volatility funds - OptoFlex, US EquityFlex and EuroEquityFlex - collect volatility premiums in a transparent, efficient and risk-reduced manner. The three funds manage over three billion euros in fund volume, are UCITS-compliant and liquid on a daily basis. The responsible Volatility Strategies team comprises seven employees with an average of more than 16 years of professional experience.
professional experience.
In order to increase trading efficiency and security for fund investors, FERI acts as a direct portfolio manager, unlike some of its competitors. All key processes are mapped "in-house" and option orders for the EuroEquityFlex are routed electronically directly to EUREX. For the OptoFlex and US EquityFlex funds, there is a direct setup to the trading floor at the CBOE (Chicago Board Options Exchange).