Register to get unlimited access to Citywire’s fund manager database. Registration is free and only takes a minute.

Rivoli Long/Short Bond Fund P

Ranked 78 out of 83 in - Bond Strategies over 12 months
All calculations are in EUR unless stated

Managed by

Vincent Gleyze

Rivoli Fund Management celebrates its 20-year anniversary this year and Vincent Gleyze, one of the founding partners, has reason to celebrate. His Rivoli Long Short Bond fund has been very successful. The portfolio managers Vincent Gleyze and Thaddée Tyl, the firm’s founding partners, have developed a quantitative approach to invest in the global fixed-income market with no exposure to credit. Prior to founding Rivoli, the Palaiseau-born manager specialized as a market maker of French debt, initially at SG Warburg and then for a shorter period with BRED. A keen tennis fan, Gleyze would have had the ideal opportunity to follow two of the sport’s Grand Slam tournaments having been educated in both Paris and London.

Objective

The fund aims to provide an absolute performance with quantitative strategies. The fund aims to out perform the Eonia index. As opposed to a conventional fund, which is usually heavily invested in bonds, this fund will use futures markets rates, implement arbitrage strategies and exploit inefficiencies that may arise on fixed income markets.

Showing fund performance in Chile View performance globally

Performance

Bond Strategies over : 31/10/2016 - 31/10/2017
  • Rank 78/83 Total Return
  • Rank 80/83 Standard Deviation
  • Rank 79/83 Max Drawdown
Fund Name Currency Return
76 Schroder GAIA Cat Bond EUR Hedged F Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.0%

77 Threadneedle Absolute Rtrn Bnd Gross EUR Hdg 2Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.7%

78 Rivoli Long/Short Bond Fund P EUR

-3.9%

79 Henderson Credit Alpha Y Gross Acc Hdg

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.9%

80 HSBC GIF GEM Debt Total Return M1C EUR EUR

-4.8%

Fund Name Currency Loss
77 Schroder GAIA Cat Bond EUR Hedged F Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-5.9%

78 CPR Credixx Active US High Yield - P (C) EUR

-7.6%

79 Rivoli Long/Short Bond Fund P EUR

-7.9%

80 Hermes Multi Strategy Credit F EUR Acc EUR

-8.7%

81 HSBC GIF GEM Debt Total Return M1C EUR EUR

-9.0%

Total Return

Quarterly Performance

to 29/09/2017 Annual Q1 Q2 Q3 Q4
2017 -4.1% -2.4% -1.1%
2016 4.7% 4.3% 1.9% -2.0% 0.5%
2015 -4.0% 1.8% -3.7% 1.5% -3.5%
2014 2.8% -1.1% 2.4% -0.1% 1.7%
2013 -2.5% -0.3% -3.4% -0.2% 1.4%
2012 -1.7% -2.2% 4.1% -1.7% -1.9%
2011 1.6% -7.4% 5.9% 5.7% -2.0%
2010 11.2% 5.1% 5.2% 0.5% 0.2%
2009 -4.2% -0.8% 0.5% -1.8% -2.2%
2008 16.4% 10.3% 5.7% -5.3% 5.5%
2007 6.9% -2.4% -0.2% 3.0% 6.6%
2006 0.2% 0.5% 0.9% 0.6% -1.8%
2005 7.4% -0.6% 7.1% 0.5% 0.4%
2004 8.6% 4.3% -3.4% 3.7% 3.9%
2003 1.3% 0.5% 3.2% -1.1% -1.3%
2002 8.3% -2.0% 0.9% 8.0% 1.5%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France
  2. Spain

Fund Info

  • Launch date05/12/2001
  • Share Class size09Mn
  • Base currencyEUR
  • ISIN FR0007066782

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment1

Charges

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).