LFIS Vision UCITS - Diversified Market Neutral - MC1 EUR

Keine Daten verfügbar

The Fund's investment objective is to seek stable returns with a low correlation to traditional markets and a target annualized volatility of between 5% and 10% under normal market conditions (it being understood that the annualized volatility realized by the Fund could be higher or lower). The Fund's investment policy incorporates the consideration of certain ESG risks and characteristics through the application of investment screens aimed at restricting investments related to certain industrial sectors, including controversial weapons, tobacco and thermal coal. To achieve this investment objective, the Fund will implement an investment policy that seeks to capture risk premiums related to multiple risk factors/management styles across different asset classes. The universe of risk/style factors include (without limitation): "value" (consisting of acquiring the most undervalued or least overvalued assets according to their characteristics and simultaneously selling the most or least undervalued assets), "carry" (buying the assets with the highest carry and simultaneously selling the assets with the lowest carry),"short-term reversal strategy" (consisting of buying the assets that have underperformed over a short-term horizon and simultaneously selling the assets that have performed best over the same period), "medium-term momentum" (consisting of acquiring the assets that have performed best over a medium-term horizon and simultaneously selling the assets that have underperformed over the same period), "low risk" (consisting of combining leveraged long exposures to less risky assets and short exposures to riskier assets), "asset class beta" (consisting of long exposures to different asset classes), as this universe is not exhaustive, the Management Company will constantly analyse eligible asset classes in order to identify new opportunities.

Loggen Sie sich in Ihren Markets plus Account ein um schnell und einfach persönliche Notizen zu Wertpapiere zu erfassen.

Login