Fusion Global Volatility

Fusion Global Volatility is a long-biased volatility strategy, which invests across the asset classes and is designed to deliver positive returns, particularly during periods of high market volatility. The long component is a two-times leveraged version of Fusion’s flagship Long Volatility strategy. The level of capital allocation to the short component is dictated by the size of the allocations in the long volatility portfolio and is constructed to capitalise on high risk premium and enhance the carry of the overall strategy.

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