BNP AM

The bank for a changing world

Volatility World Absolute is a diversified portfolio of Risk Premia volatility-linked strategies with low correlation

Investment Theme

Liquid Alternatives

Asset class

Multi-Asset

Style

Volatility Arbitrage

Objective:

The THEAM Quant – Volatility World Absolute’s main objective is to allow investors to benefit from:

  •  A diversified portfolio of not too correlated Risk Premia Systematic volatility strategies.
  • A strategy that aims to capture a substantial portion of the alpha of active managers.
  • In a liquid and transparent framework (daily liquidity).

Key points:

  • Firstly, a diversified portfolio:
    • With a combination of several quantitative investment strategies.
    • As well, each strategy is exposed to an identified source of systematic return (the “Premia”).
  • Moreover, a transparent framework:
    • Offering a UCITS Compliant fund.
    • Daily liquidity.
    • As well, fully systematic and transparent strategy.
  • In addition, optimised portfolio management:
    • Thus, a risk-weighting allocation model aiming at enhancing the Sharpe Ratio of the portfolio.
    • At last, offers adaptability to different market conditions thanks to the different sources of premia.

Performance data and latest documents

    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