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ALESSIA - VOLCOR BETA ZERO Class Q (Listed at Borsa Italiana)

Equity with low beta

Strategy: European equity
Style: Systemic model

Risk level / SRRI: 1 2 3 4 5 6 7

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Suggested minimum investment horizon: 5 years

ProspectusKIID

Latest monthly report
Objectives and strategies of the fund

Invests in Euro denominated stocks out of the Stoxx 600 index. The chosen stocks must have certain characteristics and are selected with the support of a  systematic model considering the volatility and the correlation in order to minimize the basket volatility and maximize return. The fund minimizes market risk (beta) of the portfolio through hedging strategies that take into account the historical performance of the stock markets of reference. Market risk is covered primarily by mean of futures and options contract on the Eurostoxx 50 Index.

Manager Comment

01 August 2018 - We forecast a rebound of the European Equity market, mainly of the stocks we selected.

Performances
Date NAV ∆NAV d-1 Ytd 1m 3m 1y Since inception (annualized)
12/12/2018 117.47 1.06% 6.21% -0.79% -2.97% 5.59% 4.88%

Synthetic representation at 30/11/2018
Performance
1 month 3 months 1 year 3 years 5 years
0.49% -3.64% 5.87% 13.67% N/A
Annualised performance
3 years 5 years
4.36% N/A

Characteristics
ISIN CodeLU1238726811
Bloomberg CodeALEVBZQ LX
Date first NAV29/09/2015
NAV frequencyDaily
Income distributionAccumulation
ISIN Listed ClassAVBZ01
CurrencyEUR
Commissions
Maximum subscription fees payable to distributors0
Management fees1.00%
Redemption fees0
Performance fees20% of the absolute performance with HWM no reset
Distributor Service FeeN.A.
Risk indicators
Date 1 year volatility 3 years volatility
12-12-2018 6.16% 6.39%
Legal Information

The information contained in this website is not an offer for subscription or investment advice. Past performance is not a reliable indicator of future results. Management fees are included in the performance. Investors may therefore be subject to partial or total loss of the capital invested, as mutual funds do not guarantee capital. Access to the products and services presented here can be bound to restrictions for certain persons or countries.

Tax treatment depends on the situation of each individual. The risks, the costs and the recommended duration of the investment for each UCI presented are described in the Key Investor Information Document (KIID, Key Investor Information Document) and in the prospectus available on this website. The KIID must be delivered to the subscriber prior to subscription.

The data are the result of internal elaboration Alessia unless otherwise indicated.

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