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) |
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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 |