Performance Analysis of Long Volatility and Relative Value Volatility Strategies
Over the past decade volatility investing has emerged as a new asset class. Dominicé’s Investment Team has carried out an analysis of the risk-return profile of long volatility and relative value volatility strategies and their added value to an equity portfolio.
“A marathon, not a sprint”: Why patience is a virtue for volatility-focused hedge fund Dominicé
In this article, Hedgeweek looks into how Dominicé’s volatility strategy navigates the uncertainty to deliver consistent returns over the past 16 years and the opportunities and challenges that lie ahead in the current macroeconomic context.
‘Black Swan’ funds enjoy rare chance to spread their wings
Dominicé’s Volatility Strategy was featured in the Financial Times article that highlights the best performing tail risk and defensive volatility hedge funds this year. The recent market sell-off triggered by the COVID-19 crisis presented excellent opportunity for some of the tail hedge strategies to deliver extraordinary returns. The protection strategies however may be costly to run in the long term. Among the strategies that exhibit defensive nature and are profitable throughout the market cycle the article mentions Dominicé’s Volatility Strategy that delivered 21% return in March, and made money 14 out of its 16 years since inception.
Dominicé's Volatility Fund Posts Largest Monthly Performance Since Inception
In this EQD article, Pierre de Saab, partner at Dominicé, discusses the flagship strategy’s approach to volatility, as well as the importance of discretionary decisions and manager experience in navigating extreme market movements.
The Private Volatility Roundtable
The private volatility roundtable took place at Europe EQD conference in Barcelona on Jan. 27. Pierre de Saab, Partner at Dominicé, and other prominent volatility strategy managers have discussed the changing volatility regime and issues and opportunities within growing trends such as socially responsible investing and multi-asset investing. Following the recent run up in stock-market volatility, prompted by fears around the fast-spreading coronavirus and an oil-price war between Russia and Saudi Arabia, EQDerivatives followed up with participants to get their views on the altered trading environment.
Geneva manager makes 17% with the fear index strategy
Over the past few weeks VIX Index, also called the Fear Index, has reached the levels unseen since the 2008 subprime crisis. In this article Pierre de Saab, Partner and Head of Asset Management, talks with Le Temps about the dynamics of market volatility and Dominicé’s approach to navigating it. What factors impact market volatility in the current crisis? What can we expect in the near future?
DOMINICÉ AT AIM SUMMIT
Dominicé was pleased to take part at the Alternative Investment Management Summit Geneva yesterday. The event has gathered professionals from around the globe to discuss the latest trends in alternative investments, developments in politics and finance, as well as responsible and impact investing.
DOMINICÉ ATTENDS THE “100 WOMEN IN FINANCE” REAL ESTATE EVENT
Michel Dominicé attended the “100 Women in Finance” Real Estate Event, presenting his views on the current real estate market in Switzerland and evolving trends.
DOMINICÉ SHORTLISTED FOR THE HFM EUROPEAN HEDGE FUND PERFORMANCE AWARDS 2019
We are pleased to announce that Dominicé's volatility strategy has been nominated for the HFM European Hedge Fund Performance Awards 2019.
DOMINICÉ AT EUROPE EQD 2019 - THE PRIVATE VOLATILITY ROUNDTABLE
Dominicé was pleased to participate to The Private Volatility Roundtable at Europe EQD 2019, sharing views on volatility return, liquidity issues and opportunities in relative-value, dispersion and dividend trading.