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Rivoli Long/Short Bond Fund P

Ranked 81 out of 85 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.

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Performance

Bond Strategies over : 31/12/2016 - 31/12/2017
  • Rank 81/85 Total Return
  • Rank 81/85 Standard Deviation
  • Rank 81/85 Max Drawdown
Fund Name Currency Return
79 Janus Henderson Credit Alpha Y Acc EUR Hedged

Currency exposure is hedged

Currency exposure is hedged

EUR

-3.9%

80 Pioneer Funds Absolute Return Bond E No Dis EUR EUR

-4.3%

81 Rivoli Long/Short Bond Fund P EUR

-6.7%

82 Hermes Multi Strategy Credit F EUR Acc EUR

-7.3%

83 Seven Fixed Income Fund EUR-I (cap) EUR

-9.4%

Fund Name Currency Risk
79 P&G Structured Credit Opportunities Fund A EUR

5.4

80 Hermes Multi Strategy Credit F EUR Acc EUR

5.9

81 Rivoli Long/Short Bond Fund P EUR

6.3

82 HSBC GIF GEM Debt Total Return M1C EUR EUR

6.5

83 Schroder GAIA Cat Bond EUR Hedged F Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

6.6

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

Currency exposure is hedged

Currency exposure is hedged

EUR

-5.9%

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

-7.6%

81 Rivoli Long/Short Bond Fund P EUR

-7.9%

82 Hermes Multi Strategy Credit F EUR Acc EUR

-8.7%

83 Seven Fixed Income Fund EUR-I (cap) EUR

-9.4%

Total Return

Quarterly Performance

to 31/12/2017 Annual Q1 Q2 Q3 Q4
2017 -6.7% -4.1% -2.4% -1.1% 0.8%
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 size07Mn
  • 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).