ERAAM Premia Low Vol
|Fund Strategy||Multi Strategy|
|Portfolio Manager||Cyril Lureau|
|Fund AUM as of||30 September 2019|
|Fund Inception||29 December 2016|
|Fund Indices||AH Multi Strategy UCITS Index|
The objective of ERAAM Premia Low Vol is to capture the returns or "risk premiums" of the traditional asset classes (equities, bonds, currencies, commodities) and the yields or "risk premiums" associated with risk factors/management styles (i.e. «value», «momentum», «defensive», "short-term reversal", "trend", "implied volatility premium"). By doing so, the fund seeks stable returns with a low correlation to traditional markets and a target annualized volatility between 3% and 6%.
EONIA capitalised +0.5%