Volatility Arbitrage
AH Volatility Arbitrage UCITS Index
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | -1.3 | -0.3 | 0.6 | -2.0 | 0.0 | -1.5 | 1.9 | -2.6 | ||||||
2021 | -1.5 | 0.9 | 2.3 | -0.2 | 0.4 | 0.3 | 0.1 | 0.2 | -0.2 | 0.7 | 0.2 | 0.7 | 3.8 | |
2020 | -0.4 | -1.2 | -0.8 | 1.3 | 1.5 | -1.5 | 1.4 | 1.3 | 0.0 | -1.2 | 3.2 | 0.3 | 3.8 | |
2019 | -0.2 | 0.0 | 0.2 | -0.2 | 0.2 | 0.2 | 0.0 | 0.5 | -0.5 | -0.2 | -0.3 | -0.6 | -0.9 | |
2018 | -0.1 | -1.0 | 0.2 | -1.0 | 0.0 | 0.3 | -0.2 | 0.2 | 0.0 | 0.0 | 0.4 | 0.8 | -0.6 | |
2017 | -0.3 | -0.2 | -0.7 | -0.1 | 0.0 | -0.4 | -0.4 | 0.4 | -0.4 | -0.3 | -0.2 | -0.3 | -2.8 | |
2016 | 0.4 | 0.1 | 0.1 | 0.2 | 0.6 | 0.4 | 0.0 | 0.5 | 0.2 | 0.1 | -0.1 | -0.3 | 2.3 | |
2015 | 0.0 | -0.5 | 0.4 | 0.1 | -0.4 | 0.3 | -0.3 | -0.5 | 1.0 | -0.7 | 0.5 | 0.2 | 0.0 | |
2014 | 0.1 | -0.6 | 0.0 | -0.6 | -0.7 | -0.6 | 0.5 | -0.8 | 0.1 | -0.2 | 0.2 | 0.8 | -1.7 | |
2013 | -2.2 | 0.0 | 0.0 | -0.8 | -0.5 | -0.1 | -0.8 | 0.8 | -1.1 | -0.9 | -0.2 | -0.8 | -6.4 | |
2012 | 0.3 | -0.1 | -0.5 | 0.2 | 1.4 | -0.4 | -0.2 | 0.0 | -1.1 | -0.7 | -0.3 | 0.8 | -0.6 | |
2011 | -0.6 | -0.9 | 1.5 | -0.8 | -0.4 | 0.5 | 0.4 | 1.2 | -0.9 | 1.0 | 0.3 | 1.0 | 2.2 | |
2010 | -0.5 | 0.0 | -0.6 | 1.3 | 3.1 | 0.4 | 0.4 | 0.5 | 0.0 | -0.4 | 0.4 | -0.4 | 4.1 |
Top Funds YTD
Bottom Funds YTD
Largest New Launches (12M)
AUM | |
---|---|
FVC Equity Dispersion Fund | £154m |
Strategy AUM
30 June 2022
£6.2b
20% YOY
Largest Volatility Arbitrage Funds
AUM | |
---|---|
FERI OptoFlex | £2.0b |
Allianz Volatility Strategy | £980m |
Assenagon Alpha Volatility | £791m |
Amundi Absolute Volatility World... | £727m |
Neuberger Berman US Equity Index... | £479m |
Largest Inflows (Q2'22 - Q2'21)
Change | AUM | |
---|---|---|
Amundi Absolute Volatility World... | £244m | £727m |
Amundi Absolute Volatility Euro ... | £219m | £336m |
Neuberger Berman US Equity Index... | £205m | £479m |
Fulcrum Equity Dispersion Fund | £155m | £285m |
Allianz Volatility Strategy | £92m | £980m |
Largest Outflows (Q2'22 - Q2'21)
Change | AUM | |
---|---|---|
IAM True Partner Volatility UCITS | £-100m | £226m |
Assenagon Alpha Volatility | £-29m | £791m |
Lupus alpha Volatility Risk-Premium | £-13m | £115m |
Lumyna - Enhanced Equity Volatil... | £-11m | £65m |
ABR Enhanced Short Volatility Fund | £-4m | £5m |