Finreon Tail Risk Control® (Swiss)
Finreon Tail Risk Control® (Swiss) measures the probability of large tail events (crashes) on equity markets systematically and on a daily basis by means of various market factors. Accordingly, the fund's equity quota is set between 0% (high measured risks) and 100% (low measured risks), depending on the prevailing market regime as indicated by the TRI. The equity share is held via a portfolio which tracks the performance of the SPI 20 index. The cash portion is invested in a portfolio of money market instruments. Total risk born by the investor is similar to a benchmark consisting of 50% SPI 20 (equity) and 50% LIBOR. The strategy is suitable for investors who intend to participate in the performance of the Swiss equity market in a risk-controlled way in order to avoid large drawdowns.
Fund facts
| Fund name | Finreon Tail Risk Control® 0-100 (CHF) |
| Fund umbrella | SGKB (CH) Fund |
| Domicile | Switzerland |
| Structure | Fund according to Swiss Law, FINMA-regulated |
| Currency | CHF |
| Liquidity | Daily |
| Inception | 28.10.2011 |
| Distribution policy | Distributing |
| Investment advisor | Finreon Ltd. |
| Asset manager | St.Galler Kantonalbank Ltd. |
| Fund management | 1741 Fund Solutions Ltd. |
| Custody bank | Bank Julius Bär |
| Remarks | No sec lending/ no leverage/ no short-selling |
Concept
| Strategy name | Finreon Tail Risk Control® (Swiss) |
| Benchmark | 50% SPI 20 + 50% CHF LIBOR |
| Asset classe | Risk controlled equity |
| Region | Switzerland |
| Number of stocks | <= 20 |
Download
Factsheet
KIID
Prospectus (DE)
Annual Report (DE)
| Classes | ISIN | Currency | Min. Investment (CHF) | Management Fee |
|---|---|---|---|---|
| Finreon Tail Risk Control® 0-100 (CHF) - A |
CH0210244270 | CHF | - | 1.8% |
| Finreon Tail Risk Control® 0-100 (CHF) - C |
CH0210244296 | CHF | 0.5 mio. | 0.90% |
| Finreon Tail Risk Control® 0-100 (CHF) - D |
CH0210244312 | CHF | 5 mio. | to be agreed individually |