The Lake Hill Strategies
Dynamic Hedge Strategy (Equity Replacement) aims to generate a higher Sharpe Ratio than passive index investing by reducing left tail events/drawdowns. It targets a high beta to up moves and a lower beta to down moves in the S&P500™ Index. The portfolio consists of exchange-listed S&P500™ Index Options and Futures and/or Index ETFs.
Dynamic Hedge (Low Beta) is an overlay strategy that aims to provide an asymmetric return profile with a positive expected carry. It seeks to capture low beta in up markets and strongly negative beta in down markets. The portfolio consists of exchange-listed S&P500™ Index Options and Futures.
Income Builder is an overlay strategy that seeks to enhance portfolio yield annually by exploiting dislocations across the volatility curve regardless of market environment. Market exposures are tightly constrained within a risk framework focused on limiting potential losses for a given range of instantaneous market moves. The portfolio consists of exchange-listed, hedged long and short S&P500™ Index Options and Futures and short-term cash instruments.
Tactical Trading targets absolute returns. It is a pure alpha strategy with limited capacity. The portfolio consists of various macro-themed exchange traded options and futures.