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EdR Fund QUAM 10 Moderate Strategies

Moderate Strategies
Change in NAV (23/05/2017)
128.61 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
128.61 CHF
Change in NAV (23/05/2017)
4
1234567
Risk and reward profile
3 years
Recommended holding period
Change in NAV (23/05/2017)
128.61 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 28/04/2017

Equity indices began the second quarter on a dynamic note despite geopolitical tensions, particularly in North Korea and then Syria in the wake of US intervention. Accordingly, leading equity indices held steady during the first part of the month. The French presidential elections triggered a positive momentum on equities. Emmanuel Macron's significant lead on Marine Le Pen as the first round drew near brought a strong upswing on equity markets and reduced risk premiums on the bond markets. Through its well-targeted tactical allocation, QuAM 10 offered effective indexation on these promising markets. Increasing its European equity weighting has allowed the portfolio to take part in the markets' rise. The bond compartment was oriented towards the emerging market and corporate sectors, which closed upward thanks to the strong corporate earnings and reduced risk premiums. Convertible bonds also made a positive contribution to performance. sitive contribution to performance.

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Change in NAV

Chart – Base 100 (23/05/2017)
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

Performance E-CHF Cumulative Annualised
Since 01/01/2017 3.66 % 3.66 %
1 Year 6.69 % 6.69 %
3 Year 0.98 % 0.32 %
5 year 13.66 % 2.59 %
Since inception 28.61 % 2.12 %
Since 01/01/2017 1 Year 3 Year 5 year Since inception
Cumulative

3.66 %

6.69 %

0.98 %

13.66 %

28.61 %

Annualised

6.69 %

0.32 %

2.59 %

2.12 %



Statistics

VolatilityMax. monthly gainMax. drawdown
1 Year3 Year Since inception1 Year3 Year
Share class E-CHF5.78 %4.89 %2.13 %-4.58 %-14.51 %
Benchmark
Share class E-CHF
Benchmark
1 Year 3 Year 1 Year 3 Year
Volatility 5.78 % 4.89 %
Tracking Error
Max. monthly gain 2.13 %
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)
503 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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