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ALESSIA - VOLCOR BETA ZERO Class T

Equity exposure with low beta

Strategy: European Equity - Market Neutral
Style: Quantitative Model

Suggested minimum investment horizon: 5 years

ProspectusKIID

Latest monthly report
Objectives and strategies of the fund

Invests in equities denominated in Euro of the Stoxx 600 index covering, all or part of market risk, primarily through the use of futures and options contracts of the Eurostoxx50. The securities in which to invest are chosen as part of a basket investable having certain characteristics, based on a systematic model that picks stocks to insert into the investment basket considering the volatility and the correlation between the equities in order to minimize the basket volatility and maximize return. The investment basket is reviewed on a periodic basis. 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.

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 97.87 1.05% N/A -0.93% -3.40% N/A -5.78%

Characteristics
ISIN CodeLU1598815394
Bloomberg Code
Date first NAV02/08/2018
NAV frequencyDaily
Income distributionCapitalisation
ISIN Listed ClassLU1238726811
CurrencyEUR
Commissions
Maximum subscription fees payable to distributors0
Management fees1.75%
Redemption feesMax 4
Performance fees20% of the absolute performance with HWM no reset
Distributor Service Fee1% p.a.
Risk indicators
Date 1 year volatility 3 years volatility
12-12-2018 N/A N/A
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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