Ellipsis Optimal Solutions Liquid Alternative JCHF

The OPCVM Ellipsis Low Vol Equity Fund aims to achieve a net performance close to that of the reference indicator composed of 75% EURO STOXX 50® with reinvested dividends and 25% EONIA capitalized over a 6-year horizon. The fund also seeks to reduce the volatility of the EURO STOXX 50® index by an average of 25% and limit the impact of a significant daily drop in the index based on predefined stress scenarios.

The fund's exposure includes a focus on European equities through the purchase of EURO STOXX 50® futures, calibrated to reduce the annual volatility of the index by an average of 25%. Additionally, the fund utilizes option strategies to limit the impact of a significant daily drop in the EURO STOXX 50® index based on predefined stress scenarios.

The strategy implemented by the fund may result in underperformance in cases of small variations in the EURO STOXX 50® index, but potentially outperform in scenarios of a significant decline in the index. Additionally, the fund may invest up to 100% of its net assets in debt securities and money market instruments issued in euros with an investment-grade rating or equivalent, as determined by the management company.

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