Alternative

Call Overlay Strategy

The strategy aims to reduce volatility, trade off uncertain equity market gains in exchange for consistent option premiums, and manage risk relative to the underlying equity portfolio.

Products offered

Separate Account
- Call Option Overlay

Outcome-oriented solutions

The team’s flexible, options-based strategies can help clients enhance income and return or protect against downside risk.

Active management layer

The team employs a systematic approach but includes an active management layer not often found in options-based strategies.

Deep experience

The team first started managing options-based strategies in the 1970s.

Investment approach

A flexible approach to creating outcome-oriented solutions

Options offer a number of positive attributes not always found in alternative investments.

Options strategies can be used to achieve specific portfolio goals, such as enhancing income, reducing risk, or protecting against the downside.

Volatility Risk Premia (VRP) are at the core of the team’s value-add.

VRP are diversified sources of excess return that have paid off persistently across different assets and asset classes over time.

A proprietary volatility forecasting model drives the options valuation process

This model is used to forecast realized volatility for every underlying index or exchange-traded fund in the investment universe to ultimately uncover relative-value opportunities in option positions.

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Composite performance

Average annual returns

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Calendar year

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Our team

Meet the investment team

The team leverages an active approach to options-based strategies, assessing relative-value opportunities to help enhance client returns.

View Team

Megan Miller

Head of Systematic Options

We look forward to helping you with your investment needs

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