RIVAGE EQUITY OPTIMIZED STRATEGY - FC

EMU and Denmark liquid capitalization fund - Low volatility portfolio with active option-based strategies

NAV : 1 060.50 | Perf YTD : +6.05% | as of 20/09/2017
Investment strategy

REOS aims to outperform its benchmark index whilst reducing volatility and Max Drawdown. It is designed around three pillars:

- Pillar 1 is a low-volatility and equally-weighted stock (strategic portfolio)

- Pillar 2 is a specific and systematic overlay strategy (composed of a strategy of calls and puts). REOS’s overlay is specifically designed to permanently stabilize the SCR Equity Type 1 required for insurance companies at 20% (end-of-month calculation).

- Pillar 3 is the implementation within the fund of Pillar 2 (tactical portfolio), which allows Rivage to generate an additional source of alpha for investors.

Evolution
Performance
1 month 3 months 6 months YTD 1 year Creation
REOS - FC 0.62% -2.52% 4.85% 6.05% -- 6.05%
MSCI EMU net dividends reinvested 2.03% -0.79% 5.79% 11.91% -- 11.91%
Volatility
1 month 3 months 6 months YTD 1 year Creation
REOS - FC 5.80% 6.90% 7.00% -- -- 6.50%
MSCI EMU net dividends reinvested 8.50% 10.30% 10.60% 10.20% 10.70% 10.20%
Risk profile
1 2 3 4 5 6 7
Potentially lower return
Potentially higher risk

The risk indicator is at level 4 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 : FR0013230570

Creation date : 6/2/2017

Benchmark : MSCI EMU 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

Minimum initial subscription: 10 000 000 euros

Subsequent subscription: Hundredth of unit

Valuation: Daily

Order centralisation: Every day before 2pm

Settlement delivery: T+3

Custodian: BNP Paribas Securities Services

Valuation agent: BNP Paribas Securities Services


Fees

Entry fee: nil

Exit fee: nil

Flat management fee: 0.65% VAT incl. max

Performance fee: nil

CONTACT US

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