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Lupus alpha Volatility Risk-Premium

Ranked 30 out of 112 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Stephan Steiger

Objective

The fund invests primarily in Volatility Risk Premium Derivatives. This represents an alternative source of return to traditional asset classes. The assets permitted under the KAGB and the investment conditions can be acquired for the fund.

Showing fund performance in Hong Kong View performance globally

Performance

Multi Strategy over : 31/08/2017 - 31/08/2018
  • Rank 30/112 Total Return
  • Rank 52/112 Standard Deviation
  • Rank 49/112 Max Drawdown
Fund Name Currency Return
28 Mirabaud Opportunities-Activist Strategies-A EUR EUR

1.4%

29 Baumann and Partners - Premium Select P EUR

1.3%

30 Lupus alpha Volatility Risk-Premium EUR

1.3%

31 Goldman Sachs Abs Return Tracker Pf E Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

1.3%

32 UBS (CH) Global Alpha Strategies (EUR hdg) P-PF

Currency exposure is hedged

Currency exposure is hedged

EUR

1.2%

Fund Name Currency Risk
50 ERAAM Premia A EUR

3.8

51 Neuberger Berman Uncorrelated Strategies HEUR I5Ac

Currency exposure is hedged

Currency exposure is hedged

EUR

3.9

52 Lupus alpha Volatility Risk-Premium EUR

4.0

53 OYSTER Multi-Asset Actiprotect C EUR EUR

4.1

54 Metzler Alpha Strategies A EUR

4.1

Fund Name Currency Loss
47 Nordea 1 - Alpha 15 MA BI EUR EUR

-3.5%

48 Legg Mason EnTrustPermal Alt Inc Strat A EUR Ac H

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.6%

49 Lupus alpha Volatility Risk-Premium EUR

-3.8%

50 GVC Gaesco Patrimonialista A, FI EUR

-3.9%

51 CS (Lux) Liquid Alternative Beta FBH EUR LIQ

Currency exposure is hedged

Currency exposure is hedged

EUR

-4.0%

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -3.5% 0.9%
2017 6.8% 2.3% 1.2% 1.9% 1.2%
2016 3.4% -0.9% 0.5% 2.0% 1.7%
2015 4.9%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany

Fund Info

  • Launch date31/08/2015
  • Share Class size50Mn
  • Base currencyEUR
  • ISIN DE000A1J9DU7

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0

Charges

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