Lumyna - Enhanced Equity Volatility Premium

Investment Objective

The fund’s investment objective is to achieve capital appreciation from capturing relative value between the implied and realized volatility of the EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, providing a Blue-chip representation of supersector leaders in the Eurozone, whilst maintaining low volatility of returns as well as limited correlation to the equity markets. To achieve its investment objective, the Fund will implement the Enhanced Volatility Premium Strategy, a proprietary, systematic and quantitative strategy developed by Merrill Lynch International.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.9 0.2 0.4 0.5 0.9 0.2 0.3 0.0 0.3 0.5 0.8 0.0 0.1
2019 0.4 0.7 0.2 0.8 0.6 0.3 0.1 0.5 0.4 0.4 0.3 1.0 0.5

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.