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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


Suggested minimum investment horizon: 5 years


Latest monthly report
Objectives and strategies of the fund

Invests in Euro denominated stocks out of the Stoxx600 index. The chosen stocks must have certain characteristics and are selected with the support of a  systematic model considering the volatility(VOL) and the correlation (COR) 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 Euro Stoxx 50 Index.

Manager Comment

Please read the last monthly report

Date NAV ∆NAV d-1 Ytd 1m 3m 1y Since inception (annualized)
26/01/2023 97.79 -0.13% -2.50% -3.01% -4.49% -6.63% -0.42%

Synthetic representation at 30/12/2022
1 month 3 months 1 year 3 years 5 years
-1.02% -0.73% -11.70% -13.05% -9.31%
Annualised performance
3 years 5 years
-4.55% -1.94%

ISIN CodeLU1238726811
Bloomberg CodeALEVBZQ LX
Date first NAV29/09/2015
NAV frequencyDaily
Income distributionAccumulation
ISIN Listed ClassAVBZ01
Maximum subscription fees payable to distributorsN.A.
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
26-01-2023 9.89% 11.70%
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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