Lutetia Absolute Return Risk Premia

Lutetia Absolute Return Risk Premia - EUR - IND1LAR3


NAV : 1 090.10 € on 2020-09-03

Source: Lutetia Capital. The figures relating to past periods are not a reliable indicator of future results.


The Lutetia Absolute Return Risk Premia Index is a total return index designated to reflect the returns generated by a 300% leveraged position in the Lutetia Absolute Return Fund - Class I EUR. 


Within the Equity Market Neutral, the index focuses on a limited number of arbitrage strategies, such as index arbitrage, share-class arbitrage, repo arbitrage, rights-issue arbitrage, dividend futures arbitrage, and merger-arbitrage. These strategies are intrinsically market neutrale or could even be used to hedge against market correlations. In order to maximize the risk adjuted returns, the inderlying fund invests in different types of equity products in North America and in Europe, such as stocks or futures.