Developing unique portfolio strategies to help our clients meet their missions takes expertise, discipline, and efficiency.
WITH EVERY PRODUCT AND SOLUTION DGV OFFERS, YOU’LL FIND…
Rigorous Approach
Every strategy and customized product follows a systematic process for evaluating investment options and managing risk based on insights rooted in the latest market data.
World-Class Experience
With over 100 years of combined expertise in derivatives trading and asset management, DGV has the skills and acumen to tackle ever-changing market conditions.
Efficient Implementation
We strive to develop the most efficient implementation vehicles and methods to keep transaction costs down while providing targeted alpha on a consistent basis.
Investment strategies
THE DGV U.S. LARGE-CAP STRATEGY
THE GOAL: Provide exposure to U.S. large-capitalization stocks, with the goal of producing higher risk-adjusted returns than passive exposures.
OUR APPROACH: We implement a cash-secured put-write strategy on the S&P 500 Index. We use a systematic process for extracting option premiums, with the goal of outperforming the Cboe Put-Write Index over time.
DEFINING FEATURES:
Optimized extraction of the volatility risk premium
Optimized security selection and diversification of option strikes and expirations
Frequent and dynamic rebalancing of the Fund’s portfolio with the goal of optimizing potential risk and reward
Cost-efficient implementation
CUSTOMIZED PORTFOLIO SOLUTIONS
DGV works collaboratively with clients to develop customized portfolio solutions to meet their institutional needs. These opportunities may include capturing the Volatility Risk Premium, tail hedging, tactical overlays, or outright speculation. DGV invests across major asset classes and geographies globally.
Our goal is to improve institutional portfolio efficiency for liquidity, returns, and risk by utilizing one or more of the following:
S&P®Liquid Alternative Indices
Tactical Levers –Hedging/Overlay Strategies
Systematic Rebalancing Programs
Manager Transition Optimization
Cash Securitization/Equitization
