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.
| Name | NAV | Total volume | Category |
|---|---|---|---|
|
wkn: A2PR12 isin: LU2053560889 |
NAV EUR 965.65 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
Assenagon Alpha Premium (I2 CHF) wkn: A2PR17 isin: LU2053561341 |
NAV CHF 947.82 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
Assenagon Alpha Premium (I2 USD) wkn: A2PR2B isin: LU2053561853 |
NAV USD 962.20 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PR11 isin: LU2053560707 |
NAV EUR 1,196.21 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PR13 isin: LU2053560962 |
NAV EUR 1,193.90 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PUZE isin: LU2078662611 |
NAV EUR 1,076.49 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PR2C isin: LU2053561937 |
NAV EUR 57.78 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PR2E isin: LU2053562158 |
NAV EUR 59.61 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
wkn: A2PUZG isin: LU2078663007 |
NAV EUR 60.27 31.07.2025 |
Total volume EUR 146.80 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (I2 CHF) wkn: A2PKY3 isin: LU2001392914 |
NAV CHF 868.44 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (I2 GBP) wkn: A2N5MP isin: LU1864491771 |
NAV GBP 948.31 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (I2 SPEZ) wkn: A2QDXL isin: LU2239847549 |
NAV EUR 873.93 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (I2 USD) wkn: A2PR1R isin: LU2053564873 |
NAV USD 897.15 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (I2) wkn: A1H5ZM isin: LU0575255335 |
NAV EUR 986.22 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (P2) wkn: A1H5ZN isin: LU0575268312 |
NAV EUR 44.32 31.07.2025 |
Total volume EUR 1,009.15 mn |
Volatility Fund |
|
Assenagon Alpha Volatility (R2) wkn: A2PKY5 isin: LU2001393136 |
NAV EUR 45.14 31.07.2025 |
Total volume EUR 1,009.15 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
Asymmetric return profile
Our Global Long Volatility Strategy offers significant return potential, particularly in market phases characterised by increased volatility — precisely when traditional components of an asset allocation are at risk of losses.
To achieve this, we selectively purchase single-stock volatility with strong alpha characteristics during periods of market stress, financing these positions by selling index volatility.
Our Premium Collector
Volatility as an asset class
There are many premium collectors in the volatility market. What sets our strategy apart is the targeted use of single-stock volatility to provide protection in times of rising volatility.
We harvest attractive index volatility premiums and hedge these positions through cost-efficient single-stock volatility exposures.