Overview PCP Convex Diversification Fund
| CLASSES | DATE | NAV | MTD | YTD | SINCE INCEPTION | VOLATILITY | FACT SHEET |
|---|---|---|---|---|---|---|---|
| PCP Convex Diversification I-1 USD | 2026/02/28 | 106.71E | 2.64% | 6.37% | 6.71% | 2.30% | |
| PCP Convex Diversification I-10 USD | 2026/02/28 | 106.90E | 2.71% | 6.55% | 6.90% | 2.30% | |
| PCP Convex Diversification I-100 USD | 2026/02/28 | 107.15E | 2.81% | 6.78% | 7.15% | 2.30% | |
| PCP Convex Diversification P USD | 2026/02/28 | 106.59E | 2.61% | 6.30% | 6.59% | 2.30% |
NAV = Net Asset Value per Share
MTD = Month to Date Return
YTD = Year to Date Return
VOLATILITY is calculated as down-volatility
KEY FACTS
| Strategy | global macro / long volatility / systematic trading / commodity trading |
| Product | liquid alternatives |
| Domicile / structure | Luxembourg / SICAV-SIF |
| Subscription / notice | monthly / 5 business day notice |
| Redemption / notice | quarterly / 95 day notice |
| Currencies | USD, EUR |
| Minimum investment | I1: USD 1m / I10: USD 10m / I100: USD 100m P: USD 100,000 |
| Reporting | monthly |
| Management fee p.a. | I1: 0.75% / I10: 0.60% / I100: 0.50% P: 1.25% |
| Performance fee (high watermark) | I1: 10% / I10: 8% / I100: 5% P: 10% |
| Fund assets as of end February 2026 | USD 55 million (E) |
| Strategy assets as of end February 2026 | USD 498 million (E) |
STRATEGY
The PCP Convex Diversification Fund is a multi-manager portfolio designed to offer institutional investors access to established as well as emerging alternative funds which employ global macro, long volatility/tail hedging, systematic managers and commodity trading strategies. The portfolio aims to deliver attractive risk-adjusted returns with low downside-volatility and low to negative correlation to both equity and fixed income markets.
Its convex return profile targets to provide robust diversification benefits in different market environments with the potential to offer positive contributions during market downturns.
The portfolio is liquid without applying any leverage on the portfolio level.
Attractive convex return profile.
Stable track record.
Negative correlation to equities and bonds.
Focus on drawdown management.
Strong diversification effect.
Proven investment process.
INVEST NOW
If you are interested in PCP Convex Diversification Fund please proceed as follows:
- order the offering memorandum/prospectus and subscription agreement by sending an email to us,
- complete the subscription agreement and
- forward it to your bank, broker or custodian who will assist you further.
None of the information above is intended as an invitation, offer or solicitation to invest in any fund(s) described herein. Past performance is not indicative of future returns. The value of your investment might fluctuate. You should carefully read the offering memorandum/prospectus of the relevant fund(s) before investing, in particular the risk factors therein, and consult your bank manager, legal advisor, accountant or other financial advisor.
Should you need further information to assist you and to guide you through the application process please contact:
Thomas Messerschmid
Senior Relationship Manager
Phone: +41 41 561 40 90
E-mail: tm@progressivecapital.com