Options-based funds offer succor to investors wary of volatility

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Options-based funds offer succor to investors wary of volatility
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Options-based funds offer succor to investors wary of volatility GlobeInvestor

The Federal Reserve’s pivot on tightening U.S. monetary policy this year and a change in a bond market gauge that is often viewed as a harbinger of a recession pose a dilemma for investors: how to stay in stocks without running the risk of losing one’s shirt when risk assets stumble.

The fund, which marries stock ownership with index call and put options hedges, aims to capture a portion of equity market returns but with less volatility. For instance, an investment of $10,000 in the Gateway fund 10 years ago would now be worth about $17,500, according to Thomson Reuters data. By comparison, the same amount invested in the S&P 500 S&P 500 Index’s tracking fund, the SPDR S&P 500 ETF Trust, would have returned more than $44,000, albeit with a higher degree of volatility.

Even though most of those losses have been recouped, jitters remain, with some worrying that the Fed’s dovish tilt is an implicit confirmation of the markets’ anxiety about growth. “Historically, equity markets tended to produce some of the strongest returns in the months and quarters following an inversion,” J.P. Morgan strategist Marko Kolanovic said in a recent note.“The last three years of the ‘90s bull market were very profitable but very volatile,” said Eli Pars, co-chief investment officer at fund manager Calamos Investments in Chicago. “We may be looking at a period like that again.

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