Rivage Equity Performance Adjusted Model Fund - E Plus

European liquid capitalizations fund - Low volatility portfolio with active option-based strategies

NAV : 115.47 | Perf YTD : +10.64% | as of 17/08/2017
Investment strategy

As part of the reorganization of its range of UCITS, Rivage Investment has decided to merging the RIVAGE EQUITY PERFORMANCE ADJUSTED MODEL FUND into the FCP RIVAGE EQUITY OPTIMIZED STRATEGY (REOS) on 18/08/2017.

The E Plus share of the FCP RIVAGE EQUITY PERFORMANCE ADJUSTED MODEL FUND is absorbed by the HC share of the FCP RIVAGE EQUITY OPTIMIZED STRATEGY (REOS).

Link to REOS - HC

 

Rivage EPAM’s aim is to outperform the benchmark whilst reducing risk parameters such as volatility and max drawdown with better time to recovery.
Its strategy addresses the problem of timing market entry and meets the demands of risk conscious investors
A disciplined investment process and a pragmatic approach combining:

(i) Equity Core: quantitative screening process to create a portfolio of low volatile stocks.
(ii) Risk Overlay strategy: Systematic call overwriting to reduce volatility and max drawdown.
(iii) Alpha generation: optimization and arbitrage of the Equity Core and active management of the Risk Overlay Strategy.

Evolution
Performance
1 month 3 months 6 months YTD 1 year Creation
Rivage EPAM - E Plus Borsa Italiana -1.15% 0.66% 6.52% 10.64% 8.10% 15.47%
MSCI Europe net dividends reinvested -1.39% -1.60% 7.88% 9.56% 19.69% 29.72%
Volatility
1 month 3 months 6 months YTD 1 year Creation
Rivage EPAM - E Plus Borsa Italiana 6.70% 8.00% 7.60% 7.40% 8.40% 13.70%
MSCI Europe net dividends reinvested 11.00% 9.40% 8.90% 8.80% 9.70% 17.90%
Risk profile
1 2 3 4 5 6 7
Potentially lower return
Potentially higher risk

The risk indicator is at level 6 because the Fund's exposure to foreign exchange risk and the equity markets mean it is highly volatile.

Disclaimer

Past performance is not a reliable indicator of future performance. It will not be constant and is not guaranteed.

Documents
Characteristics

ISIN code : FR0012352540-BI

Creation date : 13/5/2014

Benchmark : MSCI Europe net dividends reinvested

Recommended investment horizon :

5 years

Legal form: UCITS, under French law (Fond Commun de Placement)

AMF Classification: Balanced fund

Allocation of revenues: Capitalisation

Reference currency: Euro

 


Subscription / redemption

Rivage EPAM - E Plus is absorbed by REOS - HC

Conditions of subscription = Link to REOS - HC


Fees

Entry fee: 1.00% max

Exit fee: 3.00% max

Fixed management fee: 1.87% VAT incl. max

Performance fee: 15% over the benchmark

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