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 | -12.24% | -18.16% | -15.63% | -18.16% | -14.81% | -14.89% |
| MSCI EMU net dividends reinvested | -17.33% | -25.20% | -20.35% | -25.20% | -16.02% | -7.10% |
| 1 month | 3 months | 6 months | YTD | 1 year | Creation | |
|---|---|---|---|---|---|---|
| REOS - ID | 37.70% | 24.40% | 18.10% | 24.30% | 13.90% | 10.20% | MSCI EMU net dividends reinvested | 74.40% | 46.70% | 34.20% | 46.50% | 25.60% | 18.50% |
| 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.
For more information on our investment products and services, or for any issue related to the website, just follow the link below to contact us, and we will respond to your query as soon as possible
Rivage Investment SAS is a portfolio management company authorized by the French market authority Autorité des Marchés Financiers (AMF) under the licence number GP10000042
5, rue Drouot 75009 Paris, France
Tel : +33 1 70 91 25 90
Fax : +33 1 70 91 27 70
Rivage Investment © 2020
