22 April 2013
Seeyond Volatilite Actions marks its first anniversary
One year after its launch, Seeyond Volatilité Actions has delivered a remarkable risk-adjusted performance. The fund has achieved a net rise of 5.97% with volatility of 2.84% and has a solid Sharpe ratio of 1.95(1).
Seeyond Volatilité Actions seeks to turn volatility into performance and is particularly well suited to the lastingly uncertain market environment.
Seeyond Volatilité Actions offers investors access to a new source of return uncorrelated to the markets. Its strategy consists in taking advantage of market shocks while generating positive performance in normalised environments. With its flexible exposure to volatility, this innovative fund also offers investors an opportunity to hedge their investments against the risk of significant market downturns by using liquid and listed instruments.
“Although extreme risks have abated, leading to a drop in volatility in the second half of 2012, our systematic approach enabled us to generate a clearly positive performance”, explains Frank Trividic, Flexible allocation and volatility management, Seeyond.
“In a 2013 scenario that expects contained volatility in spite of one-off peaks, our strategy looks set to continue delivering positive performance, uncorrelated with the equity and bond markets, as well as an attractive risk/return ratio in the medium term.”
Seeyond Volatilité Actions already ranks 1st in terms of Sharpe ratio and 2nd in terms of performance in the Lipper universe of funds(2)(3) seeking to make the most of the different volatility regimes in the equity markets.
>> More info
(1) French mutual fund (Fonds Commun de Placement, FCP), created on 01/03/2013 (I-C share in Eur) - Source: Natixis AM as at 28/02/2013. The figures provided relate to past years. Past performance is not a reliable indicator of future performance. The Sharpe ratio is an indicator of a fund’s outperformance in relation to a risk-free rate (in this instance, the Eonia index, capitalised) and to the risk taken (product’s volatility). The higher the Sharpe ratio, the better the fund.
(2) Source Lipper as at 28/02/2013 - Universe: France. The peer group was built by Natixis Asset Management’s Strategic Marketing team based on the analysis of criteria selected from a qualitative and quantitative viewpoint. The sample is built via a selection of funds of rival management companies, both French and international, specialising in volatility management (euro or US or structurally long or short volatility).
(3) References to a ranking, award, rating of a fund are not an indication of the fund’s future results or of those of the fund manager.