Aegon Alternative Risk Premia Fund
Fund description

The Aegon Alternative Risk Premia Fund is a multi-asset fund that aims to achieve capital appreciation through exposure to the performance of risk premia over the medium to longer term. Correlation of the fund is expected to be low with respect to traditional asset classes.


Alternative sources of Return

The Fund invests in a wide range of strategies to harvest the attractive risk premia that arise from behavioural biases or supply and demand imbalances in financial markets. The Fund builds on Aegon Asset Management’s long heritage in capturing Alternative Risk Premia and, partnering with Bank of America Merrill Lynch, offers exposure to these strategies in an efficient, liquid and cost-effective manner. We highlight the key characteristics below.


Uncorrelated source of returns

We aim to achieve capital appreciation over the medium to long term by using transparent, liquid instruments across a broad range of asset classes and styles. The fund invests in different Alternative Risk Premia strategies that by construction seek to exhibit low correlations with traditional asset classes, hedge funds and other risk premia strategies.


Diversification and robustness

We adopt a scientific approach and leverage our financial market knowledge to analyse and implement simple and transparent Alternative Risk Premia strategies across four asset classes. By diversifying across different asset classes, themes and geographies, the Fund provides a robust portfolio that can withstand different market conditions. 


Risk management and mitigation

The Fund targets a consistent, bond-like level of risk throughout the entire market cycle. Risk mitigation is a central part of our investment implementation and decision-making process. Diversification of risk is an integral part of our portfolio construction approach, which as a result can limit our exposure to both hidden risks or drawdowns experienced at any given time. 

Key facts
Shareclass
I Acc EUR
ISIN
IE00BKPHWM13
SEDOL
0BKPHWM1
SRRI
1
2
3
4
5
6
7
SFDR Classification
Article 6
Key documents
Factsheet
KIID/KID
Responsible Investing

Fund changes from 21 February 2024

 

Please note that the following share classes for this fund closed on 21 February 2024. A letter detailing options for shareholders in these share classes was issued on 22 January 2024 and you will find a copy HERE.

 

Fund

Share class

ISIN Code

Aegon Alternative Risk Premia Fund

A Acc EUR

IE00BN71W774

 

Prospective investors are advised to read this letter in advance of investing.

Literature
All Documents
Download
Aegon Alternative Risk Premia Fund I EUR Factsheet - EN-GB Factsheet
Aegon Alternative Risk Premia Fund Monthly Review
Prospectus Aegon UCITS ICAV - 30 November 2022
Supplement Aegon Alternative Risk Premia Fund - 15 January 2024
Aegon AM NL Sustainability Risks and Impacts Policy
Fund managers
Tim Sterk
Portfolio Manager

Tim Sterk, CFA, is a portfolio manager in the multi-asset group, where his main responsibilities include managing the firm’s asset allocation fund range and our alternative risk premia strategy. 

Artem Vdovenko
Portfolio Manager, Multi-Asset Investing

Artem Vdovenko, CQF, is a portfolio manager in the multi-asset group, where he is responsible for quantitative investment strategies and for managing our alternative risk premia strategy and the commodities strategy.

Disclaimer

Past performance is not a guide to future performance. The fund is intended to be a medium to long-term investment and the principal risk is the loss of capital.

 

The value of investments and the income from them may go down as well as up and is not guaranteed. Outcomes, including the payment of income, are not guaranteed.

 

Any investment objective, benchmark and yield information should not be considered as an assurance or guarantee of the performance of the fund or any part of it.


Fund Charges are taken from income but will be taken from capital where income is insufficient to cover charges. Please be aware that each fund presents its own risk profile. Before making an investment decision, please read the KIID for an explanation and refer to the prospectus for information about all relevant risks, including all material risks for this fund.

 

The KIID and Prospectus are available here on our website and also by calling our investor helpdesk on + 353 1 622 4493 or in writing from Citigroup Europe plc, PO Box 11167, Cardiff Lane, Dublin 2, Ireland.

 

Aegon Asset Management neither warrants, represents nor guarantees the contents of the information, nor does it accept any responsibility for errors, inaccuracies, omissions or any inconsistencies herein.


Investors in the UK, Ireland and Channel Islands: A limited range of funds and share class have “Reporting Fund” status and more information about this status is contained in the full prospectus.