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Assenagon Alpha Volatility (P)

Ranked 22 out of 25 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 : 31/10/2016 - 31/10/2017
  • Rank 22/25 Total Return
  • Rank 21/25 Standard Deviation
  • Rank 22/25 Max Drawdown
Fund Name Currency Return
20 Constance Alternative Options A EUR

-3.0%

21 ATHENA UI I EUR

-3.2%

22 Assenagon Alpha Volatility (P) EUR

-9.3%

23 Amundi Fds Absolute Volatility Euro Eq - AE (C) EUR

-16.9%

24 Amundi Fds Absolute Volatility World Eq - AHE (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-19.6%

Fund Name Currency Loss
20 Constance Alternative Options A EUR

-3.2%

21 ATHENA UI I EUR

-3.3%

22 Assenagon Alpha Volatility (P) EUR

-10.6%

23 Amundi Fds Absolute Volatility Euro Eq - AE (C) EUR

-16.9%

24 Amundi Fds Absolute Volatility World Eq - AHE (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-19.6%

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 -4.0% -4.0% -1.8%
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 size13Mn
  • 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).