Dynamic Volatility Strategy - 75% Long / 25% Short

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Fund Portrait

The ABR 75/25 Volatility UCITS Fund is a Long/Short fund with the objective of delivering Crisis Alpha in an Absolute Return product. The Fund’s strategy is based on:

  • To supplement long volatility positions with a dynamic short volatility allocation to provide an alternate return stream to help mitigate sideways, flat, or choppy equity markets
  • To offset the risk of volatility decay by being long equity (SPX) exposure as a hedge
  • To offset the risk of volatility spikes by being long 20+-year U.S. Treasury (TLT)
  • Fund can go to 100% cash in periods of very high volatility

This strategy is suitable for medium/long-term investors looking for uncorrelated returns and downside protection in stressed markets.

 

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INVESTMENT MANAGER ABR Dynamic Funds LLC (NYC)
FUND ABR 75/25 Volatility Fund
LONG TERM TRACK RECORD OF STRATEGY AS CALCULATED BY WILSHIRE ASSOCIATES Strategy factsheet
TYPE STRUCTURE Ireland, ICAV (Open-Ended) UCITS V
DOMICILE Ireland
LAUNCH DATE October 2021
DISTRIBUTOR SWITZERLAND OpenFunds Investment Services AG (Switzerland)
AUDITOR KPMG, Ireland
CUSTODIAN Northern Trust
PAYING AGENT SWISS NPB Neue Privat Bank AG,
GEOGRAPHY US
SHARE CLASSES Institutional and Investor
CURRENCY USD
INITIAL CHARGES 0%
MINIMUM SUBSCRIPTIONS Institutional share class: USD 25,000,000; Investor share class: USD 1,000,000
LIQUIDITY Daily
MANAGEMENT FEE 2% Investor / 1.5% Institutional
PERFORMANCE FEE 20% Investor / 20% Institutional
ISIN Please refer to the factsheets
BLOOMBERG CODE Please refer to the factsheets