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RP Gamma I

Ranked 6 out of 25 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Managed by

Matthias Van Randenborgh

Matthias Van Randenborgh is a Business graduate from the University of Bielefeld in Germany, and holds a Master's in Banking & Finance from the University of Georgia. He is CEO at RP Crest GmbH after moving from Vescore where he was chief investment officer and director of asset management. He has many years of experience in fixed income and derivatives having worked in various investment banking positions at JP Morgan and Deutsche Bank. He is the co-founder a member of the executive committee of the Munich Finance Forum.

Objective

The fund aims to achieve the highest possible capital growth and invests in different asset classes. The fund should focus on buying government bonds, money market instruments, mortgage bonds or similar securities and should use as priority option strategies. There are traded mainly options on equity indices. Options on bond futures can be added. The fund follows an absolute return strategy. Physically all assets are invested in government bonds or bonds with government guarantee.

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 31/10/2016 - 31/10/2017
  • Rank 6/25 Total Return
  • Rank 16/25 Standard Deviation
  • Rank 12/25 Max Drawdown

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 2.3% 1.8% 1.2%
2016 5.9% 2.4% 0.5% 0.4% 2.6%
2015 -3.9% 3.3% -6.0% -3.2% 2.2%
2014 9.5% 3.0% 4.4% 3.4% -1.4%
2013 -0.7% 2.1% -7.5% 2.6% 2.4%
2012 6.5% 1.1% 2.2% -1.0% 4.1%
2011 4.6% 0.8% 2.4% -2.4% 3.9%
2010 -14.7% -7.8% -10.9% -1.8% 5.7%
2009 -5.0% -0.8% 6.7%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany

Fund Info

  • Launch date02/01/2009
  • Share Class size18Mn
  • Base currencyEUR
  • ISIN DE000A0RB9E6

Purchase Info

  • Min. initial investment100,000
  • Min. regular additional investment0

Charges

  • Annual management0.15%
  • Initial investment5

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