Systematic - Short Volatility

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Fund Portrait

The Fund strategy is to combine a short exposure to volatility, a long exposure to long dated US treasuries and cash. An algorithm is used to build the positions, following a set of indicators signalling hope, euphoria, fear and panic. 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 Enhanced Short Volatility
TYPE STRUCTURE Ireland, ICAV (Open-Ended) UCITS V
DOMICILE Ireland
LAUNCH DATE December 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 Institutional and Investor
CURRENCY USD
INITIAL CHARGES 0%
MINIMUM SUBSCRIPTION USD 1,000,000
LIQUIDITY Daily
MANAGEMENT FEE G Class 1.75%
PERFORMANCE FEE 17.5%
ISIN Please refer to the factsheets
BLOOMBERG CODE Please refer to the factsheets