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Constant Proportion Portfolio Insurance: Discrete-time Trading and Gap Risk Coverage

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This is the latest version of this item. A true portfolio insurance strategy aims to offer downside protection, Lee continued. Before purchasing a put option, investors must determine a time frame—usually 6-, 9-, or month periods—and a strike relative to the current market level. To offset this premium, investors can also use a collar, according to Lee, an options strategy that is implemented after a long position has made substantial gains.

If investors are concerned about losing money on the market, they are better off de-risking. This can make options prices extra expensive, and difficult for the market to pierce the price on the downside long enough to add value. Let your managers take advantage of it, as long as you have a long investment horizon.

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Accelerated volatility since last August has sparked more conversations with clients about portfolio insurance, Lee says.