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EdR Fund QUAM 15 Dynamic strategies

Dynamic strategies
Change in NAV (21/08/2017)
92.40 CHF
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1005542599–
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
92.40 CHF
Change in NAV (21/08/2017)
5
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (21/08/2017)
92.40 CHF
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

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 15%. This objective does not constitute a guarantee of any sort that the mean annual volatility will never exceed 15%.

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Commentary 31/07/2017

Leading equity indices continued their uptrend in July, driven by central bank intervention. In the United States, following the release of a declining CPI, the Federal Reserve announced it would wait for inflation to strengthen again before resuming its rate-normalisation programme. In Europe, despite the strengthening euro, markets ended in positive territory with the ECB announcing a standstill on its part. In the emerging markets, the dollar's weakness pulled the indices upward. In contrast, Japan has been dragging behind, with limited gains made over the month. On the bond market, both European and US sovereign bonds fell slightly this month. This easing allowed the high-yield segment to take off again in July. In this climate where central banks are still present, QuAM 15 benefited from the markets' positive performance thanks to the momentum behind its allocation. The strategy called for sector and geographical rotations during the month. Following the recent stabilisation of European markets, investments in the Old Continent have been reduced in favour of Asian and US markets. The positive results produced by financials prompted QuAM 15 to zero in on this sector, while reducing exposure to the energy and IT sectors.

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Change in NAV

Chart – Base 100 (21/08/2017)
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 B-CHF Cumulative Annualised
Since 01/01/2017

4.49 %

4.49 %

1 Year

6.59 %

6.55 %

3 Year

-7.40 %

-2.53 %

5 year

2.14 %

0.42 %

Since inception

-5.62 %

-0.63 %

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

Share class (B-CHF)

Benchmark

4.49 %

6.59 %

-7.40 %

2.14 %

-5.62 %

Annualised

Share class (B-CHF)

Benchmark

6.55 %

-2.53 %

0.42 %

-0.63 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class B-CHFBenchmarkShare class B-CHFBenchmark
1 Year*9.30 %-5.59 %
3 Year *7.89 %-24.32 %
Max. monthly gain Since inception4.72 %
Max. monthly loss Since inception-9.51 %
Share class B-CHF
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 9.30 % 7.89 %
Tracking Error
Max. monthly loss -9.51 %
Max. monthly gain 4.72 %
Max. drawdown -5.59 % -24.32 %

Fund information

Inception Date (Fund)
09/09/2003
Inception Date (Part)
08/07/2008
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
CHF
Distribution Policy
Distribution
Valuation frequency
Daily
Minimum initial investment
1 Share
ISIN Code
LU1005542599
AuM (fund)
13 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
1,250 %
Current management fee
1.250 %
Subscription and redemption conditions
Every day before 4.00 pm at the day’s NAV, calculated one day later
Subscription fee
2.00 % max
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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