Allianz Volatility Strategy

Investment Objective

The fund invests in derivative financial instruments whose value is dependent on price fluctuations(volatility) on the stock market. In particular, variance swaps are employed that rise in value, if the realized volatility (more precisely: the variance) is lower than the volatility implied in the swap agrement. The success of the investment strategy does not depend on the direction of the market trend but on the actual development of volatility relative to the implied one. The assets that are not held in derivatives are invested in a portfolio with a risk-reward profile similar to the euro money market. The investment objective is long-term capital growth.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 0.1 0.2 0.9 0.9 0.2 0.1 0.5 0.7 0.7 0.1 0.7 0.1 0.7
2020 0.4 0.4 0.3 0.1 0.9 0.7 0.8 0.3 0.6 0.9 0.6 0.1 0.6

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