ERAAM Premia Low Vol


Fund Strategy Multi Strategy
Fund Geography Global
Investment Advisor ERAAM
Portfolio Manager Cyril Lureau
Fund Currency GBP
Fund AUM £26m
Fund AUM as of 30 September 2019
Fund Inception 29 December 2016
Fund Indices AH Multi Strategy UCITS Index

Fund Objective

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%.

Reference Index

EONIA capitalised +0.5%


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