The Laffitte Risk Arbitrage Ucits Fund was launched in 2007 and hence was one of the first UCITS compliant merger arbitrage funds. The fund is based on short and medium term strategies with a focus on risk management, volatility and capital preservation. Using moderate leverage, the fund targets a return of Eonia +400-700bps with a volatility below 5% and exhibits decorrelation to the equity and bond markets.
The investment process is based on proprietary tools and databases developed for more than 20 years to analyze, monitor and evaluate merger arbitrage opportunities. These software applications allow the fund managers to adopt reactive trading strategies which translate into additional performance. With strict real-time risk monitoring in place and offering daily liquidity the fund aims at investors looking to diversify their bond holdings. Read More