Systematic - Short Volatility
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.
| 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 |
