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Nomura Equity Volatility Risk Premium UCITS A USD

Ranked 860 out of 920 in - US over 12 months
All calculations are in USD unless stated


The investment objective of the Portfolio is to provide Shareholders with an exposure to portfolio of equity volatility investments and to short-term USD interest rates. The Portfolio will seek to achieve this objective by providing Shareholders with a return from seeking to expose up to 100% of the Portfolios Net Asset Value directly or indirectly to a portfolio of variance swaps which seeks to benefit from the difference between the realised and implied volatility of the S&P 500 Index, a major US stock index. This difference tends historically to be positive and is commonly known as the volatility risk premium.

Showing fund performance globally. You can view performance in individual jurisdictions.


US over : 28/02/2017 - 28/02/2018

Total Return

Quarterly Performance

to 01/01/2018 Annual Q1 Q2 Q3 Q4
2017 24.2% 7.0% 4.6% 5.3% 5.4%
2016 12.7% 1.7% 2.6% 1.7% 6.2%
2015 -6.2% 1.8%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Belgium
  2. Finland
  3. France
  4. Germany
  5. Ireland
  6. Italy
  7. Luxembourg
  8. Netherlands
  9. Norway
  10. Singapore
  11. Spain
  12. Switzerland
  13. United Kingdom

Fund Info

  • Launch date16/06/2015
  • Share Class size00Mn
  • Base currencyUSD

Purchase Info

  • Min. initial investment500,000
  • Min. regular additional investment0


  • Annual management1.20%
  • Initial investment1.2

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in USD).