Ellipsis Low Vol Equity Fund becomes Ellipsis Optimal Solutions - PA Balanced


After more than 5 years of track record, Ellipsis AM is repositioning its Alternative UCITS - Equity Hedge Fund. Now called "Ellipsis Optimal Solutions - PA Balanced" instead of "Ellipsis Low Vol Equity Fund", this fund aims to deliver an absolute performance and decorrelated from the markets in the medium term, using a diversified exposure to different risk premiums: equity, volatility and convexity.

This repositioning meets 3 objectives:

  • Bring a thematic focus on the climate transition and the Paris agreements within the investment strategy via a majority exposure to the PAB (Paris Aligned Benchmark) and CTB (Climate Transition Benchmark) climate indices, exclusion policies and an ESG analysis of the securities in the portfolio. The fund is now classified Article 8 - SFDR.
  • Reinforce the diversification of the different risk premium strategies, now extended to the STOXX® Europe 600 index, while still respecting the contractually defined risk constraints.
  • Broaden the fund's target clientele to all investor profiles, via the creation of new "J" unit classes (J EUR, J CHF, J USD and P USD) offering more accessible subscription conditions, including for non-professional clients. It should also be noted that the minimum initial subscription amount for the "I" unit class has been lowered.

These changes will come into effect on September 1st, 2022. To find out more about the changes to the fund, please consult the letter to unitholders and the new prospectus for Ellipsis Optimal Solutions - PA Balanced, available on this website.