Register free for our breaking news email alerts with analysis and cutting edge commentary from our award winning team. Registration only takes a minute.

Assenagon Alpha Volatility (P)

Ranked 23 out of 26 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Objective

The Assenagon Alpha Volatility fund exploits volatility as a source of return and targets a market neutral absolute return of 5.0% p.a. net of fees in the medium term. 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.

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 31/08/2017 - 31/08/2018

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -2.8% -0.6%
2017 -12.1% -4.0% -4.0% -1.8% -2.9%
2016 10.5% 11.1% 2.7% -1.4% -1.8%
2015 9.3% 3.0% 0.7% 9.1% -3.4%
2014 -4.2% -1.6% -2.2% -2.5% 2.1%
2013 -0.6% 0.2% -0.2% 0.1% -0.7%
2012 0.3% 1.8% -0.3% 0.2% -1.4%
2011 0.6% -0.4% -1.4%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Luxembourg

Fund Info

  • Launch date25/01/2011
  • Share Class size06Mn
  • Base currencyEUR
  • ISIN LU0575268312

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

  • Annual management1.50%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).