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Solys - Lutetia Volatility Advantage II Fund A Cap

Ranked 22 out of 25 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Managed by

Thomas Obringer

Objective

The investment objective of the Sub-Fund is to provide, over a recommended investment period of 5 years, an exposure to the Lutetia Volatility Advantage II Strategy, which is s based on a quantitative approach which permits the Management Company to select long/short futures positions on the CBOE Volatility Index VIX (the VIX Index). The Sub-Fund seeks to achieve its objective by investing in: a diversified basket of transferable securities; an OTC Derivative (the Swap) which exchanges the value of the Basket against the value of the Strategy.

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 30/06/2017 - 30/06/2018
  • Rank 22/25 Total Return
  • Rank 25/25 Standard Deviation
  • Rank 24/25 Max Drawdown
Fund Name Currency Return
20 RP Gamma I EUR

-6.7%

21 Assenagon Alpha Volatility (P) EUR

-7.8%

22 Solys - Lutetia Volatility Advantage II Fund A Cap EUR

-8.1%

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-10.3%

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

-12.8%

Fund Name Currency Risk
21 Assenagon Alpha Volatility (P) EUR

6.7

22 Theam Euro Long Vol I EUR

7.5

23 Ellipsis Low Vol Equity Fund JEUR EUR

8.3

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

Currency exposure is hedged

Currency exposure is hedged

EUR

8.4

25 Solys - Lutetia Volatility Advantage II Fund A Cap EUR

13.4

Fund Name Currency Loss
21 Amundi Fds Absolute Volatility World Eq - AHE (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-10.3%

22 Assenagon Alpha Volatility (P) EUR

-11.5%

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

-13.3%

24 Solys - Lutetia Volatility Advantage II Fund A Cap EUR

-13.9%

25 Theam Euro Long Vol I EUR

-21.2%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -13.3% 5.4%
2017 1.3% -0.7% 1.3% 1.3% -0.7%
2016 8.4% 5.0% -0.6% 1.4% 2.4%
2015 9.3% -0.7% -0.7% 6.0% 4.6%
2014 -9.0%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Luxembourg
  4. Switzerland
  5. United Kingdom

Fund Info

  • Launch date04/09/2014
  • Share Class size19Mn
  • Base currencyEUR
  • ISIN LU1097458803

Purchase Info

  • Min. initial investment30,000
  • Min. regular additional investment1

Charges

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