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Berenberg DyMACS Volatility Premium AK R

Ranked 10 out of 27 in - Volatility Trading over 12 months
All calculations are in EUR unless stated

Managed by

Marc Gerritzen

Objective

The Fund invests in selected government bonds with high credit standings and short maturities. Besides recurring interest income, additional returns can be made with a market-neutral option strategy. Option strategies shall be quantitatively structured based on a multi-factor model, which analyses sentiment indicators as well as fundamental and technical indicators. This analysis gives rise to a positive or negative market appraisal. An option strategy is structured and implemented based on the market scenario determined and on equity market volatility.

Showing fund performance in Latvia View performance globally

Performance

Volatility Trading over : 30/09/2017 - 30/09/2018
  • Rank 10/27 Total Return
  • Rank 4/27 Standard Deviation
  • Rank 4/27 Max Drawdown
Fund Name Currency Loss
2 WARBURG - DEFENSIV - FONDS R EUR

-0.7%

2 QCP Funds - Riskprotect EUR

-0.7%

4 Berenberg DyMACS Volatility Premium AK R EUR

-0.8%

5 Melchior Sel Trust All-Weather Crdt Fd F1 EUR Cap EUR

-0.9%

6 Amundi Dynarbitrage Volatilite - I (C)

Currency exposure is hedged

Currency exposure is hedged

EUR

-1.5%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -0.4% 0.1% 0.5%
2017 3.0% 1.1% 0.6% 0.7% 0.5%
2016 1.1% -0.7% 0.5% 0.8% 0.5%
2015 6.5% -1.2% 2.3% 3.4% 1.8%
2014 0.9% 1.8% 0.3% 0.1% -1.3%
2013 -0.1% 0.7% -2.4% 1.0% 0.7%
2012 3.8% 2.6% 0.6% 0.4% 0.3%
2011 0.0% -0.5% 3.5% -3.4% 0.5%
2010 -2.0% 1.5% 3.8%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Switzerland

Fund Info

  • Launch date10/03/2010
  • Share Class size45Mn
  • Base currencyEUR
  • ISIN DE000A0YKM57

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

  • Annual management0.25%
  • Initial investment5.00%

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