Index | JP Morgan Global Credit Volatility Premium |
Investment focus | Bonds, World, Government, All maturities, Volatility |
Fund size | GBP 1 m |
Total expense ratio | 0.50% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Leverage |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 8.21% |
Inception/ Listing Date | 28 March 2019 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Tabula |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | HSBC Securities Services (Ireland) DAC |
Investment Advisor | Tabula Investment Management Limited |
Custodian Bank | HSBC CONTINENTAL EUROPE |
Revision Company | PricewaterhouseCoopers, Ireland |
Fiscal Year End | 30 June |
Swiss representative | Waystone Fund Services (Switzeland) SA |
Swiss paying agent | Banque Cantonale de Genève |
Germany | Tax transparent |
Switzerland | Unknown |
Austria | Unknown |
UK | No UK Reporting |
Indextype | Price index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +6.49% |
1 month | +0.77% |
3 months | +5.31% |
6 months | +5.68% |
1 year | +16.11% |
3 years | - |
5 years | - |
Since inception (MAX) | - |
2023 | +6.65% |
2022 | - |
2021 | - |
2020 | - |
Volatility 1 year | 8.21% |
Volatility 3 years | - |
Volatility 5 years | - |
Return per risk 1 year | 1.96 |
Return per risk 3 years | - |
Return per risk 5 years | - |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
London Stock Exchange | EUR | TVOL | TVOL LN TVOLINAV | TVOL.L 0YQSINAV.DE | J.P Morgan |
XETRA | EUR | TABV | TABV GY TVOLINAV | TABV.DE 0YQSINAV.DE | J.P Morgan |