18 Mar 2010
Olympia Capital Management has launched the Olympia Dynamic Fund, a diversified multi-strategy fund of hedge funds.
Olympia Dynamic Fund uses a flexible core-satellite approach based on a proprietary indicator, the Olympia Risk Indicator. Both the core and the satellite elements of the portfolio are actively managed:
- The core portfolio is invested in hedge fund trackers and offers tail protection through the ability to momentarily reduce hedge fund exposure
- The satellite portfolio is invested in single hedge fund managed accounts with a strategy allocation driven by the risk environment
Olympia Dynamic Fund is a Luxembourg based fund with bi-monthly liquidity and targets an annualised return of USD 1 month Libor + 4% in the medium term (3 years) with annualized volatility from 6% to 8%.
Olympia Dynamic Fund uses a flexible core-satellite approach based on a proprietary indicator, the Olympia Risk Indicator. Both the core and the satellite elements of the portfolio are actively managed:
- The core portfolio is invested in hedge fund trackers and offers tail protection through the ability to momentarily reduce hedge fund exposure
- The satellite portfolio is invested in single hedge fund managed accounts with a strategy allocation driven by the risk environment
Olympia Dynamic Fund is a Luxembourg based fund with bi-monthly liquidity and targets an annualised return of USD 1 month Libor + 4% in the medium term (3 years) with annualized volatility from 6% to 8%.
“This product represents “a new generation” of alternative investment thanks to its flexibility in portfolio rebalancing and strategy rotation, and provides high liquidity and transparency of portfolio management”, said Guido Bolliger, CIO of Olympia Capital Management.
