Finreon Tail Risk Control® (World)

The Finreon Tail Risk Control® (World) 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 investments in a diversified portfolio of passive institutional funds, which represent a global equity portfolio (Equity World ex-CH). 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% equity and 50% LIBOR in the long-term. The strategy is suitable for investors who intend to participate in the performance of global equity markets in a risk-controlled way in order to avoid large drawdowns.


Fund facts

Fund name Finreon Tail Risk Control® (World)
Fund umbrella Finreon Umbrella Fund
Domicile Switzerland
Structure Fund according to Swiss Law, FINMA-regulated
Currency USD
Liquidity Daily
Inception 10.12.2012
Distribution policy Accumulating
Investment advisor Finreon Ltd.
Asset manager Credit Suisse Ltd.
Fund management Credit Suisse Funds Ltd.
Custody bank Credit Suisse Ltd.
REmarks No sec lending/ no leverage/ no short-selling


Strategy name Finreon Tail Risk Control® (World)
Benchmark 50% Equity World ex CH (NR) / 50% USD LIBOR (TR)
Asset class Risk controlled equity
Region World ex CH (developed countries)
Classes ISIN Currency Min. Investment (CHF) Management Fee
Finreon Tail Risk Control® (World) - A CH0200884432 USD - 1.10%
Finreon Tail Risk Control® (World) - AH CH0271820893 CHF (hedged) - 1.20%
Finreon Tail Risk Control® (World) - C CH0343986102 USD 0.5 mio. 0.85%
Finreon Tail Risk Control® (World) - CH CH0343986128 CHF (hedged) 0.5 mio. 0.95%