Volatility Funds

We offer two award-winning funds that invest in volatility as an independent asset class. Both funds are managed by the portfolio management team led by Daniel Danon and Tobias Knecht.

All 6 Share Classes
Name NAV Total volume Category

Assenagon Alpha Premium (I)

wkn: A2PR12 isin: LU2053560889

NAV

EUR 962.88

30.07.2025

Total volume

EUR 146.37 mn

Volatility Fund

Assenagon Alpha Premium (I2 USD)

wkn: A2PR2B isin: LU2053561853

NAV

USD 959.23

30.07.2025

Total volume

EUR 146.37 mn

Volatility Fund

Assenagon Alpha Premium (I2)

wkn: A2PR11 isin: LU2053560707

NAV

EUR 1,192.78

30.07.2025

Total volume

EUR 146.37 mn

Volatility Fund

Assenagon Alpha Volatility (I2 GBP)

wkn: A2N5MP isin: LU1864491771

NAV

GBP 947.36

30.07.2025

Total volume

EUR 1,007.97 mn

Volatility Fund

Assenagon Alpha Volatility (I2 USD)

wkn: A2PR1R isin: LU2053564873

NAV

USD 896.22

30.07.2025

Total volume

EUR 1,007.97 mn

Volatility Fund

Assenagon Alpha Volatility (I2)

wkn: A1H5ZM isin: LU0575255335

NAV

EUR 985.46

30.07.2025

Total volume

EUR 1,007.97 mn

Volatility Fund

Our Volatility Strategy

Our active investment approach makes volatility investable as a standalone asset class—delivering true diversification benefits within a portfolio. This enables investors to systematically benefit from inefficiencies and structural imbalances in volatility markets.

What makes Assenagon unique? Our experienced team systematically combines single-stock and index volatility to precisely exploit structural market imbalances. This so-called dispersion trading approach involves selectively buying volatility at the single-stock level while simultaneously selling index volatility.

We implement this differentiated investment strategy through two clearly positioned UCITS funds—each with its own risk profile, but both following the same consistent investment philosophy.

Our infrastructure has been specifically designed for use in a global investment context. Its architecture is technically sophisticated, distinctive, and not easily replicable.

Volatility offers unique correlation characteristics, making it a strategic building block within a broadly diversified asset allocation.

Two Volatility Funds

Which strategy is right for me?

Long Volatility-Strategy

Our Premium Collector