Finreon World Equity Multi Premia® Defensive

Finreon World Equity Multi Premia® Defensive invests in approximately 1'000 of the largest developed world (excluding Switzerland) stocks. The approach combines the risk reduction of a minimum variance portfolio with return optimization through systematic factor exposure. While reducing the variance of the portfolio, the approach allows through investment in different long-only strategies to harvest not only the market beta and low risk factor, but also six other empirically proven, long term return sources (so called factor premia): Value, Size, Momentum, Residual Momentum, Reversal and Quality.  The total risk born by the investor is similar to a  global equity investment in foreign currency, which is unhedged respectively hedged into CHF. The fund is exempt from the US withholding tax and only available for Swiss occupational pension funds (2nd Pillar).

Fun facts

Fund name Finreon World Equity Multi Premia® Defensive (Pension)
Fund umbrella Finreon Umbrella Fund (Pension)
Domicile Switzerland
Structure Fund according to Swiss Law, FINMA-regulated
Currency USD
Liquidity Daily
Inception 29.09.2016
Distribution policy Accumulating
Investment advisor Finreon Ltd
Asset manager Credit Suisse Ltd
Fund management Credit Suisse Funds Ltd
Custody bank Credit Suisse Ltd
Remarks Exempt from US-wht, available for Swiss pension funds, no sec lending/ no leverage/ no short-selling

Concept

Strategy name World Equity Multi Premia® Defensive
Benchmark Primary: Equity World ex CH (NR)
Secondary: Equity World ex CH MinVol (NR)
Asset class Equity defensive
Region World ex CH (developed countries)
Number of stocks <= 1000
Classes ISIN Currency Min. Investment
(CHF)
Management Fee
Finreon World Equity Multi Premia® Defensive (Pension) - I0 CH0337054313 USD - 0.65%
Finreon World Equity Multi Premia® Defensive (Pension) - I0H CH0337054321 CHF (hedged) - 0.70%
Finreon World Equity Multi Premia® Defensive (Pension) - I1 CH0337054339 USD 5 mio. 0.50%
Finreon World Equity Multi Premia® Defensive (Pension) - I1H CH0337054347 CHF (hedged) 5 mio. 0.55%
Finreon World Equity Multi Premia® Defensive (Pension) - I2 CH0337054354 USD 10 mio. 0.40%
Finreon World Equity Multi Premia® Defensive (Pension) - I2H CH0337054362 CHF (hedged) 10 mio. 0.45%
Finreon World Equity Multi Premia® Defensive (Pension) - D CH0337054412 USD discr. mandate agreement&
25 mio.
to be agreed individually
Finreon World Equity Multi Premia® Defensive (Pension) - DH CH0337054420 CHF (hedged) discr. mandate agreement & 25 mio. to be agreed individually