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EdR Fund QUAM 10 Moderate Strategies

Moderate Strategies
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Change in NAV (18/10/2017)
111.40 USD
Edmond de Rothschild Asset Management (Suisse) S.A.–LU1005540890–
Edmond de Rothschild Asset Management (Suisse) S.A.
The identity of the managers presented in this document may change during the life of the product.
Risk and reward profile (1)
1234567
Recommended holding period
3 years
111.40 USD
Change in NAV (18/10/2017)
4
1234567
Risk and reward profile
3 years
Recommended holding period
Change in NAV (18/10/2017)
111.40 USD
Risk and reward profile
1234567
Recommended holding period
3 years
Edmond de Rothschild Asset Management (Suisse) S.A.  
 
The identity of the managers presented in this document may change during the life of the product.
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Investment objective

The Sub-Fund follows a clearly defined strategy for the placement of assets based on controlling the portfolio's risk from annual volatility. Purchase and sale decisions are based upon directional quantitative systems over the medium term. The investment of assets is adjusted to the prevailing market conditions and has the objective of not exceeding a mean annual volatility of 10%. This objective does not constitute a guarantee of any sort that the mean annual volatility will never exceed 10%.

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Commentary 29/09/2017

After a somewhat an erratic August, equity markets picked up again in September, driven by macroeconomic numbers and the prospect of US tax reform by the year end. By the month end, tensions over North Korea had only a slight impact on the equity market uptrend. Bond prices were on a rather bearish trend this month, due to the recovery in interest rates. Indeed, in the wake of a speech given by Federal Reserve Chair Janet Yellen, US 10-year rates rose with the prospect of a further rate hike by the year end. In Europe, bonds traced a similar path after ECB chief Mario Draghi pointed out how robust the economy was (with growing employment and inflation at 1.5%). Given this situation, our bond allocation remains well-diversified with a significant emerging market bias. The fund's QuAM methodology has adjusted exposure to various segments, reducing the investment in aggregate bonds. In a configuration highlighting equity markets in September, QuAM methodology is still well indexed on this asset class, which climbed significantly. It also provides for greater sector diversification: Allocation to global and Growth funds has been reduced in favour of the healthcare and materials sectors. Meanwhile, the compartment has benefited from its exposure to small caps, IT and finance, which have performed well during the risk-on period.

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Change in NAV

Chart – Base 100 (18/10/2017)
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Performance D-USD Cumulative Annualised
Since 01/01/2017

8.30 %

–

8.30 %

–

1 Year

8.07 %

–

8.07 %

–

3 Year

10.71 %

–

3.44 %

–

–

–

–

–

Since inception

11.40 %

–

2.95 %

–

Since 01/01/2017 1 Year 3 Year 5 year Since inception
Cumulative

Share class (D-USD)

Benchmark

8.30 %

–

8.07 %

–

10.71 %

–

–

–

11.40 %

–

Annualised

Share class (D-USD)

Benchmark

 –

8.07 %

–

3.44 %

–

–

–

2.95 %

–

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class D-USDBenchmarkShare class D-USDBenchmark
1 Year*5.63 %–-4.00 %–
3 Year *4.91 %–-14.03 %–
Max. monthly gain Since inception2.83 %
Max. monthly loss Since inception-5.36 %
Share class D-USD
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.63 % 4.91 % – –
Tracking Error – – – –
Max. monthly loss -5.36 % –
Max. monthly gain 2.83 % –
Max. drawdown -4.00 % -14.03 % – –

Fund information

Inception Date (Fund)
07/11/2002
Inception Date (Part)
31/01/2014
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
USD
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
1000000.00 USD EQ EUR
ISIN Code
LU1005540890
AuM (fund)
482 M (EUR)
Regulatory authority
CSSF
EU Regulation
UCITS
Management company
Edmond de Rothschild Asset Management (Luxembourg)
Delegated Management Company
Edmond de Rothschild Asset Management (Suisse) S.A
Incorporation
Luxembourg
Maximum management fee
0,850 %
Current management fee
0.850 %
Subscription and redemption conditions
Every day before 4.00 pm at the day’s NAV, calculated one day later
Redemption fee
0.50 % max
Performance fee
15,000 %

Fund documentation

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(1) The rating grades the funds on a scale from 1 to 7. This rating system is based on the average fluctuations of the net asset value over the past five years. It corresponds to the variation range of the portfolio upwards and downwards. If the net asset value is less than 5 years old, the rating is determined by other regulatory calculation methods. Historical data such as those used to calculate the rating may not be a reliable indication of the future risk profile. The current category is neither a guarantee nor an objective. Category 1 does not signify a risk-free investment.

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