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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (15/09/2017)
115.12 CHF
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1005538308–
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
115.12 CHF
Change in NAV (15/09/2017)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (15/09/2017)
115.12 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

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 5%. This objective does not constitute a guarantee of any sort that the mean annual volatility will never exceed 5%.

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Commentary 31/08/2017

Given the complex geopolitical climate prevailing in August, equity markets progressed somewhat erratically. First, investors focused their attention on North Korea's missile launches, and the risks of escalation in the Asia-Pacific region. Phases of rising and falling tension alternated as the US President and the international community intervened. These events partially overshadowed the robust performance posted at the macroeconomic level, especially in the United States, where job creation outran expectations at the month's start. During the second fortnight the terrorist attack in Barcelona, the aftermath of Cyclone Harvey, and the reserved tone of central bankers' meeting at Jackson Hole also destabilised equity markets, while confirming a flight-to-quality movement on the bond markets. Despite a turbulent time on the equity markets, our strategy provided a stable allocation by making adjustments within each asset class. The equity compartment in particular has been reduced through the Asian and emerging sectors, due to the hike in volatility on these markets. In the bond compartment, adjustments were made to exposure, which powered fund performance in August. Emerging investments performed well, and the recent indexation on investment grade and long-term issues allowed QuAM 5 to benefit from the flight-to-quality phenomenon.

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Change in NAV

Chart – Base 100 (15/09/2017)
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 A-CHF Cumulative Annualised
Since 01/01/2017

1.35 %

1.35 %

1 Year

0.90 %

0.90 %

3 Year

-2.06 %

-0.69 %

5 year

4.77 %

0.94 %

Since inception

15.12 %

1.02 %

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

Share class (A-CHF)

Benchmark

1.35 %

0.90 %

-2.06 %

4.77 %

15.12 %

Annualised

Share class (A-CHF)

Benchmark

0.90 %

-0.69 %

0.94 %

1.02 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class A-CHFBenchmarkShare class A-CHFBenchmark
1 Year*2.66 %-2.17 %
3 Year *1.92 %-6.99 %
Max. monthly gain Since inception2.05 %
Max. monthly loss Since inception-2.70 %
Share class A-CHF
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 2.66 % 1.92 %
Tracking Error
Max. monthly loss -2.70 %
Max. monthly gain 2.05 %
Max. drawdown -2.17 % -6.99 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
04/11/2003
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
CHF
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
1 Share
ISIN Code
LU1005538308
AuM (fund)
320 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
1,000 %
Current management fee
1.000 %
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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