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Rivoli International Fund E

Ranked 45 out of 54 in - Managed Futures over 12 months
All calculations are in EUR unless stated

Managed by

Vincent Gleyze

Vincent Gleyze is the founder of Rivoli Fund Management. Founded in 1996, the group is an independent management firm registered in France with the AMF for UCITS and FIA management; it is also registered in the US as a CTA with the CFTC, and is a NFA member. Rivoli is a quantitative management specialist owned by three partners: Gleyze is the founder and president, the CFO is Stephane Breant and its COO is Erwan Foissey. After an earlier career at SG Warburg in futures markets and government bonds issuing, Gleyze joined BRED bank (Banque Populaire group) as a proprietary trader in fixed income markets.

Objective

The investment objective is to seek absolute returns regardless of market trends using quantitative management techniques, with a final performance that is superior to that of the EONIA over the recommended investment period.

Showing fund performance in Liechtenstein View performance globally

Performance

Managed Futures over : 30/09/2017 - 30/09/2018
  • Rank 45/54 Total Return
  • Rank 52/54 Standard Deviation
  • Rank 52/54 Max Drawdown
Fund Name Currency Return
43 Candriam Diversified Futures Classique EUR

-5.8%

44 PIMCO GIS TRENDS Mgd Fut Strat E EUR Hdg Acc

Currency exposure is hedged

Currency exposure is hedged

EUR

-6.1%

45 Rivoli International Fund E EUR

-6.1%

46 AQR Managed Futures UCITS B Acc EUR EUR

-6.3%

47 LFPartners Inv Funds-Global Strategy A EUR EUR

-8.3%

Fund Name Currency Risk
50 SMN Diversified Futures Fund 1996 EUR

19.5

51 Aspect Diversified Trends C EUR EUR

20.0

52 Rivoli International Fund E EUR

20.9

53 FTC Futures Fund Classic B EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

22.0

54 Seven Blacksnake Fund Early Birds EUR Cap EUR

22.0

Fund Name Currency Loss
50 FTC Futures Fund Classic B EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

-18.7%

51 Nordea 1 - Heracles Long/Short MI AP EUR EUR

-20.1%

52 Rivoli International Fund E EUR

-20.5%

53 SEB SICAV 3 - SEB Asset Sel Opportunistic C EUR EUR

-21.1%

54 Gateway Systematic Alpha UCITS EUR Acc EUR

-21.5%

Total Return

Quarterly Performance

to 30/09/2018 Annual Q1 Q2 Q3 Q4
2018 -8.1% -5.8% 0.5%
2017 0.9% -1.7% -0.6% -4.3% 8.0%
2016 -4.1% 1.9% 8.0% -6.1% -7.3%
2015 -16.2% 9.3% -14.0% -5.6% -5.6%
2014 16.9% -11.5% 0.9% 16.4% 12.3%
2013 9.0% 7.1% 5.2% -10.8% 8.5%
2012 -5.5% 2.1% -3.5% -1.1% -3.1%
2011 -10.1% -10.8% -9.6% 15.4% -3.4%
2010 16.1% 10.3% -4.3% 4.0% 5.7%
2009 -9.0% -4.9% -6.2% 4.2% -2.1%
2008 31.3% 17.5% -5.1% 5.0% 12.1%
2007 22.0% -2.7% 9.2% 9.0% 5.3%
2006 -1.8% 7.8% 1.4% -10.2% 0.1%
2005 11.4% -11.7% 8.6% 5.8% 9.7%
2004 0.2% -2.2% -2.0% 1.7% 2.9%
2003 4.1% -1.6% 1.0% 0.5% 4.3%
2002 10.1% -0.2% 2.1% 10.5% -2.2%
2001 18.0% 11.0% 0.5% 13.3% -6.5%
2000 31.4% 4.8% 9.7% -0.5% 15.0%
1999 -2.9% -2.8% 1.0% 1.1% -2.2%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. France

Fund Info

  • Launch date31/10/1996
  • Share Class size21Mn
  • Base currencyEUR
  • ISIN FR0010101022

Purchase Info

  • Min. initial investment100,000
  • Min. regular additional investment0

Charges

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).