Systematic - Long Volatility

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Fund Portrait

The Fund’s target is to participate in bull markets but add significant value providing volatility driven alpha in bear markets and in times of crisis. It is long-only and notionally-unleveraged. The Fund can buy 0–100% in S&P 500 futures, or, in extraordinary situations, be 100% in cash or US treasuries. For long volatility exposure, the Fund can also invest 0–50% in VIX futures. 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 Dynamic Blend Equity & Volatility Fund
TYPE STRUCTURE Ireland, ICAV (Open-Ended) UCITS V
DOMICILE Ireland
LAUNCH DATE February 2017
DISTRIBUTOR SWITZERLAND OpenFunds Investment Services AG (Switzerland)
AUDITOR PriceWaterhouseCoopers, Ireland
CUSTODIAN Northern Trust
PAYING AGENT SWISS Società Bancaria Ticinese SA
GEOGRAPHY US
SHARE CLASSES Investor and Institutional
CURRENCY USD
INITIAL CHARGES 0%
MINIMUM SUBSCRIPTIONS Investor share class: USD 125,000; Institutional share class: USD 1,000,000
LIQUIDITY Daily
MANAGEMENT FEE Investor share class 2.25% / Institutional share class 1.75%
PERFORMANCE FEE None
ISIN Please refer to the factsheets
BLOOMBERG CODE Please refer to the factsheets