VITAE STRATEGY

Life Insurance

The investment objective of the VITAE STRATEGY is to provide steady high-quality returns with low correlation to broader capital markets and trends, by investing into a settlement and litigation cases portfolio, including but not limited to, life insurance funds, life settlement funds, legal settlement funds, litigation funds, and other applicable life policies related instruments.

Best-in-class investment opportunities in the life insurance and legal litigation sector through the specific expertise and industry relationships of selected managers;

Asset class that is structurally non-correlated with traditional equity, credit, commodity, or currency markets, and is unaffected by economic upheavals and geopolitical events;

The strategy is easily accessible through a liquid product (Actively Managed Certificate) with Swiss counter-parties and ISIN code.

OUR PRINCIPLES FOR PORTFOLIO ALLOCATION

Uncorrelated returns

Investing into strategies with low or negative historical correlation to traditional markets with high and steady returns

Exclusivity

A large proportion of managers are hard closed to investors. Lemvi strategies has secured some capacity and favourable terms, thanks to our 10 year presence in the industry.

Diversification

The portfolio is composed of the best managers in their niches and fields and diversified by strategy, sector, geography and instruments.

Impact investing/sustainable projects

A large portion of portfolio is typically dedicated to impact investing, such as special medical care, restoration of historical business, development of infrastructure projects in developing countries, etc.

RISK MANAGEMENT

Strict Risk Management procedure with NO-GO items on which no compromises are done.
A frame of more than 10 rules checked live:

  • Net and Gross exposure per position, per sub exposure and for the overall portfolio.
  • Numbers of assets/ deals in total.
  • Geographical and Asset exposures.
  • Behavior and volatility of strategy.
  • Stress tests given different extreme scenarios.
  • Stop losses per sub-fund and for the overall portfolio.
  • Monthly volatility of each sub-fund and for the portfolio.
  • Counterparty risk checks.
  • Strategy drift check.
  • Yearly on-site visit.