The Aviva Investors Index Opportunities Fund arbitrages liquidity and pricing anomalies that occur in stocks that are being excluded or included when indexes rebalance or restructure. It does this by taking long positions in stocks that are being added to global indices and short positions in stocks being deleted from global indexes.
The fund manager targets absolute returns of one-month Euribor plus 5% a year. At the same time the fund manager targets annual volatility of less than 7.5% with an
The week on Risk.net, December 2–8, 2017Receive this by email