Volatility Arbitrage
AH Volatility Arbitrage UCITS Index
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | -1.3 | -0.3 | 0.6 | -2.0 | 0.0 | -1.7 | -4.7 | |||||||
2021 | -1.5 | 0.9 | 2.3 | -0.2 | 0.4 | 0.3 | 0.1 | 0.2 | -0.2 | 0.7 | 0.2 | 0.7 | 3.8 | |
2020 | -0.4 | -1.2 | -0.8 | 1.3 | 1.5 | -1.5 | 1.4 | 1.3 | 0.0 | -1.2 | 3.2 | 0.3 | 3.8 | |
2019 | -0.2 | 0.0 | 0.2 | -0.2 | 0.2 | 0.2 | 0.0 | 0.5 | -0.5 | -0.2 | -0.3 | -0.6 | -0.9 | |
2018 | -0.1 | -1.0 | 0.2 | -1.0 | 0.0 | 0.3 | -0.2 | 0.2 | 0.0 | 0.0 | 0.4 | 0.8 | -0.6 | |
2017 | -0.3 | -0.2 | -0.7 | -0.1 | 0.0 | -0.4 | -0.4 | 0.4 | -0.4 | -0.3 | -0.2 | -0.3 | -2.8 | |
2016 | 0.4 | 0.1 | 0.1 | 0.2 | 0.6 | 0.4 | 0.0 | 0.5 | 0.2 | 0.1 | -0.1 | -0.3 | 2.3 | |
2015 | 0.0 | -0.5 | 0.4 | 0.1 | -0.4 | 0.3 | -0.3 | -0.5 | 1.0 | -0.7 | 0.5 | 0.2 | 0.0 | |
2014 | 0.1 | -0.6 | 0.0 | -0.6 | -0.7 | -0.6 | 0.5 | -0.8 | 0.1 | -0.2 | 0.2 | 0.8 | -1.7 | |
2013 | -2.2 | 0.0 | 0.0 | -0.8 | -0.5 | -0.1 | -0.8 | 0.8 | -1.1 | -0.9 | -0.2 | -0.8 | -6.4 | |
2012 | 0.3 | -0.1 | -0.5 | 0.2 | 1.4 | -0.4 | -0.2 | 0.0 | -1.1 | -0.7 | -0.3 | 0.8 | -0.6 | |
2011 | -0.6 | -0.9 | 1.5 | -0.8 | -0.4 | 0.5 | 0.4 | 1.2 | -0.9 | 1.0 | 0.3 | 1.0 | 2.2 | |
2010 | -0.5 | 0.0 | -0.6 | 1.3 | 3.1 | 0.4 | 0.4 | 0.5 | 0.0 | -0.4 | 0.4 | -0.4 | 4.1 |
Top Funds YTD
Bottom Funds YTD
Largest New Launches (12M)
AUM | |
---|---|
FVC Equity Dispersion Fund | £154m |
Strategy AUM
31 March 2022
£6.1b
25% YOY
Largest Volatility Arbitrage Funds
AUM | |
---|---|
FERI OptoFlex | £2.1b |
Allianz Volatility Strategy | £894m |
Assenagon Alpha Volatility | £819m |
Amundi Absolute Volatility World... | £535m |
Neuberger Berman US Equity Index... | £469m |
Largest Inflows (Q1'22 - Q1'21)
Change | AUM | |
---|---|---|
FERI OptoFlex | £451m | £2.1b |
Neuberger Berman US Equity Index... | £265m | £469m |
Assenagon Alpha Volatility | £182m | £819m |
Fulcrum Equity Dispersion Fund | £138m | £260m |
Amundi Absolute Volatility World... | £83m | £535m |
Largest Outflows (Q1'22 - Q1'21)
Change | AUM | |
---|---|---|
IAM True Partner Volatility UCITS | £-106m | £242m |
Allianz Volatility Strategy | £-101m | £894m |
Lupus alpha Volatility Risk-Premium | £-19m | £114m |
THEAM Quant Dispersion US | £-18m | £37m |
Assenagon Alpha Premium | £-16m | £94m |