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 GAM Investment Management (Switzerland) Ltd.
Custody bank State Street Bank GmbH, München, Zweigniederlassung Zurich
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
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