GVC Gaesco Retorno Absoluto, FI

Description

It is a direct multi-strategy Absolute Return Fund.

Its objective is to obtain a positive returns regardless of how the financial markets perform.

The short and medium term inefficiencies in different Financial Markets are the source of its performance. For this purpose, the Fund uses 19 techniques and 63 different sub-models, which make it a multi-strategy Absolute Return Fund. It uses strategies such as relative value strategies, long/short term opportunistic strategies and long term opportunistic strategies.

The Fund is the result of 13 years of intensive individualized analysis techniques and optimizations.

GVC Gaesco's experience in financial markets is combined with the analytical capabilities of a powerful research group at the University of Barcelona.

It stands out due to the methodology used and the long prediction periods used, over 20 years.

The Fund invests in Fixed Income Assets, whether Public or Private (at least 80% of which must be of the Investment Grade category according to S&P), in Equity Assets and in Derivative Instruments from Organized Markets. 

  • Financial optimization ⇒ Multi-strategy: Maximization of alpha, the performance aspect not correlated with the stock market. Multi-strategy to optimize performance stability. 42.8% of the total are dedicated to long/short term opportunistic strategies, 44.1% to long term opportunistic strategies and 13.1% to relative value. In total, 16 Techniques and 61 different sub-models are used simultaneously which will continue improving year after year. Combinatorial optimization techniques based on strategy and profitability, volatility and stability of the volatility (volatility of the volatility).
  • Cost optimization ⇒ 100% Internal Management: All techniques are run internally without using third-party managers. This allows us to obtain the advantages of stable multi-strategy yields without using the common pathway of the Fondo de Fondos, avoiding the strong distortions that the accumulation of performance fees introduce on this type of management.

The Fund is subject to the current law applicable to all Investment Funds. The Fund offers daily liquidity.

(*) Change of investment policy 09/01/2002.

(**) From 4 de March of 2016 this Fund has acquired the Feeder status del Fondo Luxemburgués Pareturn GVC Gaesco Absolute Return Fund (Master) managed both by GVC Gaesco Gestión SGIIC.

 

General Information
Category Absolute Return
Risk Profile Medium
Managing Company GVC Gaesco Gestión, SGIIC, SA
Custodian BNP PARIBAS SECURITIES SERVICES, BRANCH IN SPAIN
Launch Date 16/12/1992 (*)
NAV
Benchmark Index Euribor at 1 week 200bp
Currency EUR
ISIN ES0138233038
Bloomberg FONGAES SM
Liquidity Daily

Other classes available

Name Class ISIN Min. Investment NAV Date DFI
GVC Gaesco Retorno Absoluto, FI I ES0138233004 1.000.000 EUR
1