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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (21/06/2017)
106.47 EUR
Edmond  de Rothschild Asset Management (UK) Limited–LU1005538563–
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
106.47 EUR
Change in NAV (21/06/2017)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (21/06/2017)
106.47 EUR
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 31/05/2017

Global equity markets continued to perform well in May. The benchmarks are still being supported by a global economy posting ongoing growth. International trade volume has grown yet again, with employment in the advanced economies rebounding, while business confidence has returned to pre-recession levels. The only shadow over this picture came from the United States early in the month, following accusations that US President Donald Trump had attempted to scupper an FBI investigation into his ties with Russia. These tensions briefly impacted the global equity indices, with investors seeking safe havens such as gold or sovereign bonds. But markets were refocusing on the fundamentals by the second half of May, and the indices closed the month on a climb. The breakdown of QuAM's investments remained largely stable in May, with a well diversified geographic and sector allocation. Despite a little turbulence on the markets, the strategy has seen its positions kept in place for several weeks now: Europe has continued to benefit from the ECB's ultra-flexible policy and the region's equities have outperformed those in the other developed countries while QuAM's strategy has maintained its European bias. Thanks to this stability, QuAM was able to post a positive performance for May.

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Change in NAV

Chart – Base 100 (21/06/2017)
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-EUR Cumulative Annualised
Since 01/01/2017

1.81 %

1.81 %

1 Year

1.27 %

1.27 %

3 Year

2.40 %

0.79 %

5 year

11.61 %

2.22 %

Since inception

12.22 %

1.59 %

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

Share class (B-EUR)

Benchmark

1.81 %

1.27 %

2.40 %

11.61 %

12.22 %

Annualised

Share class (B-EUR)

Benchmark

1.27 %

0.79 %

2.22 %

1.59 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class B-EURBenchmarkShare class B-EURBenchmark
1 Year*2.02 %-1.81 %
3 Year *2.27 %-5.45 %
Max. monthly gain Since inception0.72 %
Max. monthly loss Since inception
Share class B-EUR
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 2.02 % 2.27 %
Tracking Error
Max. monthly gain 0.72 %
Max. drawdown -1.81 % -5.45 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
24/02/2010
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
EUR
Distribution Policy
Distribution
Valuation frequency
Daily
Minimum initial investment
1 Share
ISIN Code
LU1005538563
AuM (fund)
402 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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