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Allianz Dynamic Risk Parity - W2 - EUR

Ranked 39 out of 107 in - Multi Strategy over 12 months
All calculations are in EUR unless stated

Managed by

Huy Thanh Vo

Objective

The fund invests in a broad range of liquid asset classes, employing a dynamic allocation mechanism. Investments are made in a way that all asset classes contribute equally to the overall portfolio risk over a complete market cycle (Risk Parity Approach). Consequently, allocation to asset classes with higher risk potential will be in general lower than to those with a lower risk potential. Leveraged risk exposure is achieved through the use of derivatives. Also, a risk-based management technique is employed daily - it aims at limiting the possible maximum loss to approx. 12-14 % in relation to the fund's maximum NAV over the past 12 months.

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Performance

Multi Strategy over : 30/04/2017 - 30/04/2018
  • Rank 39/107 Total Return
  • Rank 58/107 Standard Deviation
  • Rank 59/107 Max Drawdown
Fund Name Currency Return
37 UBS (CH) Global Alpha Strategies (EUR hdg) P-PF

Currency exposure is hedged

Currency exposure is hedged

EUR

1.2%

38 Lupus alpha Volatility Risk-Premium EUR

1.2%

39 Allianz Dynamic Risk Parity - W2 - EUR EUR

0.9%

40 Goldman Sachs Abs Return Tracker Pf E Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

0.9%

41 CS (Lux) Liquid Alternative Beta FBH EUR LIQ

Currency exposure is hedged

Currency exposure is hedged

EUR

0.5%

Fund Name Currency Risk
56 Nordea 1 - Alpha 15 MA BI EUR EUR

4.2

56 Hadron Alpha Select EUR EUR

4.2

58 Allianz Dynamic Risk Parity - W2 - EUR EUR

4.3

59 Putnam Multi Asset Absolute Return E2 Inc EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

4.3

60 GAM Star Alpha Spectrum EUR Acc EUR

4.4

Fund Name Currency Loss
57 CS (Lux) Target Volatility Fund EUR B EUR

-3.4%

58 JPM Global Macro Opportunities A Acc EUR EUR

-3.4%

59 Allianz Dynamic Risk Parity - W2 - EUR EUR

-3.5%

60 Goldman Sachs Abs Return Tracker Pf E Acc EUR-H

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.5%

61 GAM Star Alpha Spectrum EUR Acc EUR

-3.6%

Total Return

Quarterly Performance

to 31/03/2018 Annual Q1 Q2 Q3 Q4
2018 -3.1%
2017 6.5% 1.4% 1.2% 0.7% 3.0%
2016 7.9% 2.7% 5.7% 3.9% -4.3%
2015 -5.5% -1.0% -0.8%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Germany
  2. Luxembourg

Fund Info

  • Launch date16/01/2015
  • Share Class size108Mn
  • Base currencyEUR
  • ISIN LU1111123045

Purchase Info

  • Min. initial investment100Mn
  • Min. regular additional investment0

Charges

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