Gamma Plus Fund
The Gamma Plus Fund combines elements of risk premium and black swan strategies into one product with the goal of generating continuous, forecast-free returns that are uncorrelated to the benchmark.
The fund is composed of a base portfolio of investment grade bonds and fixed and term deposits, and a derivatives portfolio as the main source of return.
The derivatives portfolio consists of purchased (long) and sold (short) options on European and North American equity indices. More long options than short options are always held in the portfolio, usually generating a premium surplus. In order to achieve the goal of earning premiums, the investment process follows a specially developed quantitative concept. The entire investment process is rule-based, its implementation discretionary.
The aim of the long options overhang is to have partial protection against losses in the fund value in the event of sharp market falls and even to be able to generate additional income.
Recording Webinar v. 09.07.2021
LeanVal Asset Management AG
60313 Frankfurt am Main
HANSAINVEST Hanseatische Investment-GmbH (HI)
Hauck & Aufhäuser AG, Frankfurt
R Class: DE000A2PYPV6
I Class: DE000A2PYPU8
V Class: DE000A3CT6E6
R Class: no minimum investment amount
I Class: 1.000.000,00 Euro
V Class: 15.000.000,00 Euro
R Class: 1.35% p.a.
I Class: 0.80% p.a.
V Class: 0.80% p.a.
0.08% p.a. (max. 0.10%)
R and I class : 15% with High Watermark
V Class: None
Fund platforms and points of sale
The Gamma Plus Fund can be subscribed via the usual fund platforms or sales outlets.