Investment Objective
The investment objective of SOLYS – SG29 MAS Funds – Rates Volatility is to seek capital appreciation over the long term by being exposed to carry strategies whose performances are mainly linked to US and European rates volatility markets. The fund combines both long rates volatility (i.e. defensiveness) and a neutral to positive carry. This is achieved via exposure to a basket of systematic spot rates volatility strategies.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.0 | 0.7 | 0.1 | 0.8 | 1.0 | 0.9 | 0.6 | 0.5 | 0.8 | 1.0 | 0.1 | 0.1 | 0.8 | |
| 2023 | 0.6 | 0.1 | 0.8 | 0.5 | 0.6 | 1.0 | 0.7 | 0.8 | 0.4 | 0.6 | 0.1 | 0.9 | 0.4 |
