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EdR Fund QUAM 10 Moderate Strategies

Moderate Strategies
Change in NAV (18/07/2017)
130.51 CHF
Edmond  de Rothschild Asset Management (UK) Limited–LU1005541278–
Edmond de Rothschild Asset Management (UK) Limited
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
130.51 CHF
Change in NAV (18/07/2017)
4
1234567
Risk and reward profile
3 years
Recommended holding period
Change in NAV (18/07/2017)
130.51 CHF
Risk and reward profile
1234567
Recommended holding period
3 years
Edmond de Rothschild Asset Management (UK) Limited  
 
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 30/06/2017

June saw the return of a risk-on/risk-off environment, as new numbers on the economy and central bank intervention heightened investor uncertainty. First, the US Federal Reserve announced a rate hike and outlined its plan to reduce the balance sheet. The US S&P index then hit a record new high mid-way through the month. Mixed data on US employment plus ECB chief Mario Draghi's talk on possible tapering to end Europe's QE then began to impact the markets. As a result, bond yields came under heavy pressure, while equities corrected in the wake of changing oil prices. In contrast, emerging Asian economies, and China in particular, showed stronger resistance to this risk-off environment, notably thanks to a modest rebound in economic indicators. In line with recent months, QuAM 10's allocation initially accompanied the market upturns, with a diversified equity stake that was well-weighted towards Europe. In the second fortnight, QuAM 10 was first impacted by the risk-off environment and then started to rotate its allocation. The information and technology sector in Europe was reduced, while the short-term sovereign bonds were exited.

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Change in NAV

Chart – Base 100 (18/07/2017)
Avertissement
You are about to download the historical data for a portfolio. Please note that past performance is not an indication of future performance and it may vary over time. They may be affected, for example, by changes in exchange rates


Performance E-CHF Cumulative Annualised
Since 01/01/2017

5.19 %

5.19 %

1 Year

5.13 %

5.13 %

3 Year

0.89 %

0.30 %

5 year

12.92 %

2.46 %

Since inception

30.51 %

2.21 %

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

Share class (E-CHF)

Benchmark

5.19 %

5.13 %

0.89 %

12.92 %

30.51 %

Annualised

Share class (E-CHF)

Benchmark

5.13 %

0.30 %

2.46 %

2.21 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class E-CHFBenchmarkShare class E-CHFBenchmark
1 Year*5.64 %-4.58 %
3 Year *4.85 %-14.51 %
Max. monthly gain Since inception3.25 %
Max. monthly loss Since inception-5.31 %
Share class E-CHF
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 5.64 % 4.85 %
Tracking Error
Max. monthly loss -5.31 %
Max. monthly gain 3.25 %
Max. drawdown -4.58 % -14.51 %

Fund information

Inception Date (Fund)
07/11/2002
Inception Date (Part)
24/05/2005
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
CHF
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
5000000.00 CHF EQ EUR
ISIN Code
LU1005541278
AuM (fund)
500 M (EUR)
Regulatory authority
CSSF
EU Regulation
UCITS
Management company
Edmond de Rothschild Asset Management (Luxembourg)
Delegated Management Company
Edmond de Rothschild Asset Management (UK)
Incorporation
Luxembourg
Maximum management fee
0,600 %
Current management fee
0.600 %
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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