Allianz Volatility Strategy Fund
LU1586358795 | A2DNWT
I (EUR)
Redemption Price
Redemption Price 1.024,5500 EURRedemption Price Change
Redemption Price Change -0,03%Summary Risk Indicator
Strategy seeking to capture the volatility premium
The fund invests in derivative financial instruments whose value is dependent on price fluctuations (volatility) on the stock market. In particular, variance swaps are employed that rise in value, if the realized volatility (more precisely: the variance) is lower than the volatility implied in the swap agreement. The success of the investment strategy does not depend on the direction of the market trend but on the actual development of volatility relative to the implied one. The assets that are not held in derivatives are typically invested in a portfolio of debt securities with investment grade of OECD, EEA and / or EU member states. The investment objective is long-term capital growth.
Key Facts
as of 02/04/2026
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Swiss Valor Number
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37190931
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Benchmark
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MONEY MARKET ESTR OVERNIGHT (1 DAY MATURITY) (EUR) IN EUR
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Shareclass Launch Date
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29/06/2017
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Shareclass Assets
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Fund Assets
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278.674.225,7300
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Reinvest Type
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Distributing
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TER
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0,70 %
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Fund manager
Mikhail Krayzler
Since 01/07/2018
Opportunities
- Strategy to capture the volatility premium
- Additional investments with prospect of debt securities-related returns
- Currency gains against investor currency possible
Risks
- Losses of variance swaps on rising volatility. The volatility of the price of fund units may be strongly increased.
- Underperformance of debt securities-related investments possible
- Currency losses compared to investor currency possible
Investing involves risk. The value of an investment and the income from it may fall as well as rise and investors might not get back the full amount invested. Investing in fixed income instruments may expose investors to various risks, including but not limited to creditworthiness, interest rate, liquidity and restricted flexibility risks. Changes to the economic environment and market conditions may affect these risks, resulting in an adverse effect to the value of the investment. During periods of rising nominal interest rates, the values of fixed income instruments (including positions with respect to short-term fixed income instruments) are generally expected to decline. Conversely, during periods of declining interest rates, the values of these instruments are generally expected to rise. Liquidity risk may possibly delay or prevent account withdrawals or redemptions. Allianz Volatility Strategy Fund is a sub-fund of Allianz Global Investors Fund SICAV, an open-ended investment company with variable share capital organised under the laws of Luxembourg. The value of the units/shares which belong to the Unit/Share Classes of the Sub-Fund that are denominated in the base currency may be subject to an increased volatility. The volatility of other Unit/Share Classes may be different and possibly higher. Past performance does not predict future returns. If the currency in which the past performance is displayed differs from the currency of the country in which the investor resides, then the investor should be aware that due to the exchange rate fluctuations the performance shown may be higher or lower if converted into the investor’s local currency. This is for information only and not to be construed as a solicitation or an invitation to make an offer, to conclude a contract, or to buy or sell any securities. The products or securities described herein may not be available for sale in all jurisdictions or to certain categories of investors. This is for distribution only as permitted by applicable law and in particular not available to residents and/or nationals of the USA. The investment opportunities described herein do not take into account the specific investment objectives, financial situation, knowledge, experience or specific needs of any particular person and are not guaranteed. The Management Company may decide to terminate the arrangements made for the marketing of its collective investment undertakings in accordance with applicable de-notification regulation. The views and opinions expressed herein, which are subject to change without notice, are those of the issuer companies at the time of publication. The data used is derived from various sources, and assumed to be correct and reliable at the time of publication. The conditions of any underlying offer or contract that may have been, or will be, made or concluded, shall prevail. For a free copy of the sales prospectus, incorporation documents, daily fund prices, Key Information Document, latest annual and semi-annual financial reports, contact the management companyAllianz Global Investors GmbH in the fund’s country of domicile, Luxembourg, [the Swiss funds’ representative and paying agent BNP Paribas Securities Services, Paris, Zurich branch, Selnaustrasse 16, CH-8002 Zürich - for Swiss retail investors only] or the editor either electronically or by mail at the given address or regulatory.allianzgi.com. Please read these documents, which are solely binding, carefully before investing. This is a marketing communication issued by Allianz Global Investors (Schweiz) AG, a 100% subsidiary of Allianz Global Investors GmbH. The Summary of Investor Rights is available in English, French, German, Italian and Spanish at https://regulatory.allianzgi.com/en/investors-rights. The duplication, publication, or transmission of the contents, irrespective of the form, is not permitted; except for the case of explicit permission by Allianz Global Investors GmbH.