The Sub-Fund’s investment objective is to achieve capital appreciation by capturing relative value from the implied versus realized volatility spread (i.e. the volatility premium) across different asset classes, by providing exposure at any time to one of eight BofAML Cross-Asset Volatility Premium Indices (each an “Index” and, collectively, the “Indices”). The Indices are Merrill Lynch International proprietary, systematic and quantitative indices providing diversified exposure to the volatility premium of the four asset classes – equities, commodities, foreign exchange and fixed income – each with a different asset class weighting. Each of the Indices is a “Reference Asset” as defined in the Prospectus.
Información sobre el fondo de inversión MLIS Enhanced Cross-Asset Vol Prem Fd
Entre los fondos de la categoría Alt - Volatilidad