XAIA Credit Curve Carry

Investment strategy

XAIA Credit Curve Carry targets to generate excess returns over 3 Month Euribor. The fund takes advantage of price differences among Credit Default Swaps (CDS) of different maturities referencing the same issuers or issuer groups. Credit risk of single issuers is almost entirely eliminated, interest rate and currency risks are widely eliminated using the corresponding hedging techniques.

Performance

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