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The Bad Homburg-based multi-asset investment house FERI continues to see good prospects for volatility strategies in the current market environment and is further expanding this area. "Particularly after crises, the gap between expected and actual volatility on the markets widens, which enables higher systematic returns," explains Carsten Hermann, Managing Director of FERI Trust GmbH and overall responsible for FERI volatility concepts since 2012. Historical observation has shown that the market tends to overestimate volatility risk. Strategies such as OptoFlex, which FERI launched more than ten years ago, benefit from this. The innovative and extremely successful investment concept aims at the systematic, forecast-free and risk-reduced collection of volatility premiums and was in such high demand among investors that FERI had to react with a soft closing in 2021.
In the meantime, inflows of funds are possible again: "As of now, we can reopen OptoFlex for investor funds and lift the soft closing," says Carsten Hermann. After the end of the negative interest rate environment, individual investors had shifted parts of their investments into the traditional bond area, which had created free capacities for the OptoFlex again. The approach of using volatility as a systematic source of return remains attractive for investors. "In addition, the basic portfolio of the OptoFlex fund, which largely consists of bonds with the highest credit rating, is currently yielding a positive return of over 3 per cent," adds Carsten Hermann. FERI's Flex family also includes the option premium strategies USEquityFlex and EuroEquityFlex, which focus on the equity markets in the USA and Europe respectively.
FERI has realigned and broadened its volatility strategies and portfolio management in recent months. The interdisciplinary Flex team now includes seven employees who combine many years of experience in portfolio management, derivatives strategies and risk management. "The DNA of our Flex strategies consists of highly qualified portfolio management, many years of expertise in quantitative investment concepts and a rule-based investment concept that offers our clients scalable processes and reduced trading costs," emphasises Dr. Marcel V. Lähn, Chief Investment Officer of the FERI Group. These factors are the decisive guarantee for a stable and sustainable fund setup.
The volatility team is currently working on additional strategies for institutional investors, family assets and foundations. These are to be integrated into FERI's multi-asset investment approach in the future. Since the end of last year, the OptoFlex strategy has also fulfilled sustainability requirements in accordance with Article 8, which has become a very important investment criterion for institutional investors in particular.