Systematic - Long Volatility


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.

INVESTMENT MANAGER | ABR Dynamic Funds LLC (NYC) |
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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 |