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Rivoli Long/Short Bond Fund P

Ranked 36 out of 53 in - Managed Futures over 12 months
All calculations are in EUR unless stated

Managed by

Vincent Gleyze

Vincent Gleyze is the founder of Rivoli Fund Management. Founded in 1996, the group is an independent management firm registered in France with the AMF for UCITS and FIA management; it is also registered in the US as a CTA with the CFTC, and is a NFA member. Rivoli is a quantitative management specialist owned by three partners: Gleyze is the founder and president, the CFO is Stephane Breant and its COO is Erwan Foissey. After an earlier career at SG Warburg in futures markets and government bonds issuing, Gleyze joined BRED bank (Banque Populaire group) as a proprietary trader in fixed income markets.

Objective

Achieving an absolute return objective that is not dependent on market developments using quantitative management techniques, the objective being to obtain a performance, after deduction of management fees, superior to the EONIA. As opposed to a conventional UCITS, which is mostly heavily invested in the bond markets, the fund will be able, through the use of fixed-rate futures markets, to set up arbitrage and trading strategies exploiting the inefficiencies that may arise in the bond markets. the rate markets. The main derivative instruments are futures contracts, but the Management Company reserves the right to deal with other derivative instruments authorized by the regulations in force.

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Performance

Managed Futures over : 31/08/2017 - 31/08/2018
  • Rank 36/53 Total Return
  • Rank 14/53 Standard Deviation
  • Rank 19/53 Max Drawdown
Fund Name Currency Return
34 SEB SICAV 3 - SEB Asset Sel Defensive C EUR EUR

-3.6%

35 Rivoli International Fund V9 E

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.8%

36 Rivoli Long/Short Bond Fund P EUR

-4.0%

37 La Francaise LUX - Protectaux I EUR

-4.0%

38 Fulcrum Multi Asset Trend C EUR EUR

-4.3%

Fund Name Currency Risk
12 Man AHL TargetRisk D H EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

5.2

12 Indosuez Funds Navigator G Cap EUR

5.2

14 Rivoli Long/Short Bond Fund P EUR

5.7

15 AIF Managed Futures - Medea EUR

5.9

16 Fort Global UCITS Contrarian B EUR EUR

6.1

Total Return

Quarterly Performance

to 30/06/2018 Annual Q1 Q2 Q3 Q4
2018 1.1% -1.1%
2017 -6.7% -4.1% -2.4% -1.1% 0.8%
2016 4.7% 4.3% 1.9% -2.0% 0.5%
2015 -4.0% 1.8% -3.7% 1.5% -3.5%
2014 2.8% -1.1% 2.4% -0.1% 1.7%
2013 -2.5% -0.3% -3.4% -0.2% 1.4%
2012 -1.7% -2.2% 4.1% -1.7% -1.9%
2011 1.6% -7.4% 5.9% 5.7% -2.0%
2010 11.2% 5.1% 5.2% 0.5% 0.2%
2009 -4.2% -0.8% 0.5% -1.8% -2.2%
2008 16.4% 10.3% 5.7% -5.3% 5.5%
2007 6.9% -2.4% -0.2% 3.0% 6.6%
2006 0.2% 0.5% 0.9% 0.6% -1.8%
2005 7.4% -0.6% 7.1% 0.5% 0.4%
2004 8.6% 4.3% -3.4% 3.7% 3.9%
2003 1.3% 0.5% 3.2% -1.1% -1.3%
2002 8.3% -2.0% 0.9% 8.0% 1.5%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France
  2. Spain

Fund Info

  • Launch date05/12/2001
  • Share Class size03Mn
  • Base currencyEUR
  • ISIN FR0007066782

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment1

Charges

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).