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NN (L) Alternative Beta P Cap EUR

Ranked 2 out of 112 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Objective

The sub-fund aims to replicate hedge fund index returns combining a limited set of traditional and liquid financial market betas only, by using sophisticated modelling techniques and by dynamically managing the allocation. For this purpose, exposures to the relevant markets is mainly taken (i.e. at least 2/3 of its net assets) through a broad range of indices by investing in linear (e.g. Total Return Swaps, futures, forwards) and nonlinear derivative financial instruments (e.g. options), cash instruments, fixed income instruments (e.g. cash, money market, bonds, deposits) and investment funds

Showing fund performance in Poland View performance globally

Performance

Multi Strategy over : 31/08/2017 - 31/08/2018
  • Rank 2/112 Total Return
  • Rank 96/112 Standard Deviation
  • Rank 61/112 Max Drawdown

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 -2.7% 6.4%
2017 -6.5% 0.2% -5.3% -1.8% 0.3%
2016 5.4% -5.7% 3.1% 0.8% 7.6%
2015 10.0% 15.1% -4.1% -4.1% 3.9%
2014 14.2% -0.4% 2.1% 7.4% 4.5%
2013 0.3% 3.3% -2.1% -1.2% 0.4%
2012 1.5% 0.4% 3.5% -0.2% -2.2%
2011 -0.6% -4.6% -0.7% -0.7% 5.7%
2010 9.9% 7.2% 4.9% -6.7% 4.8%
2009 9.8% 3.3% 3.3% -0.8% 3.7%
2008 5.2% -7.0%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Belgium
  3. Denmark
  4. Finland
  5. Germany
  6. Luxembourg
  7. Norway
  8. Portugal
  9. Singapore
  10. Spain
  11. Sweden
  12. Switzerland
  13. United Kingdom

Fund Info

  • Launch date16/06/2008
  • Share Class size01Mn
  • Base currencyEUR
  • ISIN LU0370038167

Purchase Info

  • Min. initial investment0
  • Min. regular additional investment0

Charges

  • Annual management1.00%
  • Initial investment1.00%

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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).