Assenagon Alpha Volatility

Overview

Fund Strategy Volatility Arbitrage
Fund Geography Global
Investment Advisor Assenagon Asset Management S.A.
Portfolio Manager Daniel Danon, Tobias Knecht
Fund Currency EUR
Fund AUM €533.6m
Fund AUM (GBP) £469m
Fund AUM as of 30 May 2018
Fund Inception 25 January 2011
Fund Indices AH Volatility Arbitrage UCITS Index

Fund Objective

The Assenagon Alpha Volatility fund exploits volatility as a source of return and aims for a market-neutral positive return after costs of 4.0% p.a. above money market rates. In order to achieve this goal, the portfolio management invests in different volatility strategies, capitalising primarily on relative spreads. The entire investment process is subject to a stringent risk management. Predefined risk budgets are implemented on both fund and individual strategy level. The low correlation of the various strategies ensures a well diversified portfolio.

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