Dynamic Volatility Strategy - 75% Long / 25% Short
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.
| 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 |
