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  • The strategy of risk-free arbitrage

From May 2022, following material shifts in the geopolitical situation and the increasing complexity of accessing the local markets, where FLAG conducted arbitrage operations, the fund changed its strategy. The fund transitioned to selling short-term options on liquid securities indices as the primary strategy. The new fund documentation now reflects the change. Find more details on the strategy here

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Annual return
since inception

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net return
in 2021

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share of months with
positive results

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Maximum
monthly return

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Sharpe
ratio

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Maximum drawdown
since inception

*the net yield after deduction of management and success fees
*Data 2014-2021