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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (26/04/2017)
114.33 CHF
Edmond  de Rothschild Asset Management (UK) Limited–LU1005538308–
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
114.33 CHF
Change in NAV (26/04/2017)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (26/04/2017)
114.33 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 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 31/03/2017

Regional disparities witnessed in February continued in March with the Trump Rally slowing in the United States, while there was a more positive dynamic movement in Europe and the emerging markets. In terms of US equity, the uncertainties relating to the reforms promised by Donald Trump have led to investor caution. The indices have traced a saw-tooth path to close at break-even, in particular following postponement of the vote on US health reform and doubts over the timing of the fiscal stimulus. In Europe, despite the official launch of Brexit, the good performance posted by moderate candidates in the polls in Germany and France has allowed European sovereign rates to tighten, and equity markets to move forward. Emerging markets have been on the rise now that the Fed's rate-hike cycle has been launched and seems to offer greater visibility. QuAM 5 has gradually reduced its bond allocation, mainly by selling its high yield and investment grade funds. The money market and equity allocations have been increased through new investments in Europe. In contrast, meanwhile, US equities have seen their allocation reduced. The equity compartment enabled it to limit the impact of the rate hike in the first half of the month.

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Change in NAV

Chart – Base 100 (26/04/2017)
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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 A-CHF Cumulative performance Annualised performance
Since 01/01/2017 0.65 %  
1 Year -0.37 % -0.37 %
3 Year -0.14 % -0.05 %
5 year 5.45 % 1.07 %
Since inception 14.33 % 1.00 %
Performance A-CHF Since 01/01/2017 1 Year 3 Year 5 year Since inception
Cumulative performance 0.65 % -0.37 % -0.14 % 5.45 % 14.33 %
Annualised performance -0.37 % -0.05 % 1.07 % 1.00 %


Statistics

VolatilityMax. drawdown
1 Year3 Year 1 Year3 Year
Share class A-CHF1.69 %2.03 %-2.23 %-6.99 %
Benchmark
Share class A-CHF
Benchmark
1 Year 3 Year 1 Year 3 Year
Volatility 1.69 % 2.03 %
Tracking Error
Max. drawdown -2.23 % -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)
478 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
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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