BNP THEAM Quant - Volatility World Absolute

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Europe
Investment Advisor Theam BNP Paribas
Portfolio Manager Solene Deharbonnier
Fund Currency EUR
Fund AUM €30.7m
Fund AUM (GBP) £28m
Fund AUM as of 21 September 2017
Fund Inception 19 December 2014
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

The objective of the Fund is to increase the value of its assets over the medium term, through the use of strategies linked to the market's volatility. In order to achieve its investment objective, the Fund implements a strategy allocating its assets between different volatility arbitrage strategies which aim to take advantage of the different risk premia of the volatility asset class.

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