ReCap Volatility Premia Strategy - USD A/ CH1236696246 /
NAV2024-09-19 | Chg.+0.7000 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
107.5600USD | +0.66% | reinvestment | Alternative Investments | LLB Swiss Investment ▶ |
Name | ISIN | Performance | Volatility | Sharpe ratio | ||
---|---|---|---|---|---|---|
1. | IQAM OptionsprämienStrategie Protect I | AT0000A2W9Q3 | +4.48% | 0.54% | 1.88 | |
2. | Allianz Global Strategy Dynamic - IT - USD | LU0408057700 | +23.67% | 11.88% | 1.70 | |
3. | GS Strat.Vol.Premium Port.R USD | LU2296489268 | +8.25% | 3.07% | 1.56 | |
4. | GS Strat.Vol.Premium Port.I USD | LU2296489771 | +8.12% | 3.06% | 1.52 | |
5. | GS Strat.Vol.Premium Port.P USD | LU2296489425 | +8.07% | 3.07% | 1.50 | |
6. | GS Strat.Vol.Premium Port.R GBP H | LU2296489854 | +7.90% | 3.06% | 1.45 | |
7. | GS Strat.Vol.Premium Port.P GBP H | LU2296488880 | +7.71% | 3.06% | 1.39 | |
8. | Mercer Passive Low Volatility Equity UCITS CCF Z1-0.0000-GBP | IE00BJXMVN50 | +11.97% | 8.18% | 1.04 | |
9. | GS Strat.Vol.Premium Port.R EUR H | LU2296488294 | +6.41% | 3.07% | 0.96 | |
10. | GS Strat.Vol.Premium Port.I d.EUR H | LU2296488450 | +6.27% | 3.07% | 0.92 | |
... | ||||||
21. | ReCap Volatility Premia Strategy - USD A | CH1236696246 | +4.95% | 5.74% | 0.26 |
Performance | Volatility | Sharpe ratio |
---|---|---|