Areca Sicav SIF – Convexity Fund seeks to offer a portfolio that is designed to benefit during systemic market crises while delivering a neutral performance in normal times.

One part of the fund invests in specialized tail hedge fund strategies that exhibit a return profile that provides protection in case of extreme adverse events.

The other part of the fund invests in convex strategies that generate a positive carry return in normal market environments to compensate the negative protection cost of the tail hedge funds. The objectives of the Areca Convexity Fund are low positive or negative returns in a normal market environment and high positive returns in an adverse market environment.

The fund aims at low to negative correlation to equities, fixed income and commodities.