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.

998.54
Month high
841.28
Month low
887.35
XCCC
XAIA Credit Curve Carry
  • As of 26.03.2020
    ISINLU1174032117
    WKNA14MQY
    CurrencyEUR
    NAV887.35
    Offering Price887.35
    Redemption price882.91
    Change from previous day+11.97 EUR / +1.37 %
    Fund volume (Mio. EUR)62.91
  • Performance cumulated annual
    1 month -11.78 % n. a.
    6 months -10.56 % n. a.
    Year to date -12.08 % n. a.
    1 year -9.70 % -9.70 %
    3 years -6.47 % -2.20 %
    Since launch -0.11 % -0.02 %
  • Risk measures
    Risk class 1 2 3 4 5 6 7
    Volatility (p. a.) 4.73 %
  • Correlations
    EuroStoxx50 TR-Index +0.25
    iBoxx Crp TR-Index +0.19
    iBoxx Sov TR-Index -0.02

Performance

More Information