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.
| 1 month | 3 months | 6 months | YTD | 1 year | Creation | |
|---|---|---|---|---|---|---|
| REOS - ID | 2.46% | -0.22% | -0.18% | 6.83% | -4.97% | -0.02% |
| MSCI EMU net dividends reinvested | 6.08% | 2.16% | 4.60% | 19.09% | 8.03% | 17.04% |
| 1 month | 3 months | 6 months | YTD | 1 year | Creation | |
|---|---|---|---|---|---|---|
| REOS - ID | 5.30% | 8.40% | 7.80% | 7.20% | 8.40% | 7.30% | MSCI EMU net dividends reinvested | 10.90% | 13.60% | 13.10% | 12.90% | 14.00% | 12.40% |
| 1 | 2 | 3 | 4 | 5 | 6 | 7 |
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.
Past performance is not a reliable indicator of future performance. It will not be constant and is not guaranteed.
ISIN code : FR0013230596
Creation date : 21/8/2017
Benchmark : MSCI EMU net dividends reinvested
Recommended investment horizon :
Legal form: UCITS, under French law (Fonds Commun de Placement)
Allocation of revenues: Distribution capped at 3.5% annually, above which income is capitalised
Reference currency: Euro
Subscription / redemption
Minimum initial subscription: 2 000 000 euros
Minimum subsequent subscription: None
Valuation: Daily
Order centralisation: Every day before 2pm
Settlement delivery: T+2
Custodian: BNP Paribas Securities Services
Valuation agent: BNP Paribas Securities Services
Fees
Entry fee: nil.
Exit fee: nil.
Flat management fee: 0.95% VAT incl. max
Performance fee: nil.
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Rivage Investment © 2019