MLIS Enhanced Equity Volatility Premium

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Europe
Investment Advisor Union Investment Institutional
Portfolio Manager N/A
Fund Currency EUR
Fund AUM €112.9m
Fund AUM (GBP) £99m
Fund AUM as of 13 August 2018
Fund Inception 27 November 2013
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

The fund’s investment objective is to achieve capital appreciation from capturing relative value between the implied and realized volatility of the EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, providing a Blue-chip representation of supersector leaders in the Eurozone, whilst maintaining low volatility of returns as well as limited correlation to the equity markets. To achieve its investment objective, the Fund will implement the Enhanced Volatility Premium Strategy, a proprietary, systematic and quantitative strategy developed by Merrill Lynch International.

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