X-Asset Risk Premia controlling volatility & drawdown through an innovative risk allocation, as well focusing on absolute return
Objective:
The Alpha Commodity Fund’s objective (the “Fund”) is to generate absolute performance.
This performance is generated thanks to a synthetic exposure to a portfolio of quantitative strategies aiming at benefiting from key Commodity markets’ specificities.
Key points:
- Firstly, access, on a pure-Alpha basis, to similar Commodity Alpha sources as the ones used by our flagship in-house commodity strategy, BNP Paribas® Oscillator Commodity strategy (live since October 2007). Additional source of Alpha: backwardation.
- Moreover, non directional, market-neutral portfolio of non directional, market-neutral underlying quantitative strategies, broadly uncorrelated with each other in order to benefit from diversification.
- In addition, a dynamic and risk-balanced allocation.
- At last, the funds aims at delivering a level of volatility ranging from 3% to 6% .
Performance data and latest documents
2-pager
All documents and data
Investments in the aforementioned strategies are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09