FPI unveils investment-linked funds trio

The dollar class CAAM Volatility World Equities fund utilises volatility as an active source of performance. It offers exposure to fluctuations in the one year implied volatility of the world's most important equity indices to generate performance uncorrelated to the movement of the wider asset class. Active management around a mean reverting strategy exploits low volatility regime to be long volatility while volatility is sold in a high volatility environment. At the opposite end of the spectrum, two investment-linked funds from JP Morgan aim to reduce volatility. The JPM Highb...