Algebris Macro Credit Fund
Overview
| Fund Strategy | Credit |
|---|---|
| Fund Geography | Global |
| Investment Advisor | Algebris (UK) Limited |
| Portfolio Manager | Alberto Gallo |
| Fund Currency | EUR |
| Fund AUM | €600m |
| Fund AUM (GBP) | £524m |
| Fund AUM as of | 30 June 2019 |
| Fund Inception | 19 July 2016 |
| Fund Indices | AH Credit UCITS Index |
Fund Objective
The Algebris Macro Credit Fund aims to generate attractive risk-adjusted returns across sovereign, bank and corporate debt globally, hedging macro risks and optimising diversification and liquidity. The Fund targets +6% to +7% annualised returns with ~5% volatility over an investment cycle. It adopts a multi-strategy, flexible approach, and has the ability to take long and short positions, employ prudent leverage and use derivatives where appropriate.
