Edmond de Rothschild

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (14/06/2019)
107.75 USD
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1005538647–
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
107.75 USD
Change in NAV (14/06/2019)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (14/06/2019)
107.75 USD
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 31/05/2019

Equity indices showed a marked correction in May against a background of renewed concerns over where trade negotiations were heading: the United States hiked its import tariffs from 10% to 25% on nearly $200 billion's worth of Chinese goods. President Trump also announced a ban on Huawei, to stop US companies using telecommunications equipment from manufacturers that could pose a risk to national security. In addition, Trump has been attacking Mexico, and threatening to slam customs duties onto all goods imported from its southern neighbour. In Europe, Brexit is back in the headlines. Under pressure, the prime minister, Theresa May, set her departure date for early June. Boris Johnson has shot back onto the front page, campaigning for leadership of the Conservative party. This news upset investors, who switched to the bond markets this month as a result. The QuAM portfolio was penalised by its equity market bias in early May, before staging a partial recovery in recent weeks. The QuAM methodology has maintained significant exposure to bond funds, particularly through aggregate and corporate funds. Meanwhile the weighting of high yield and emerging sectors has been significantly reduced – given that these sectors were being impacted by the trade war. The emerging equity exposure was liquidated in favour of funds in sectors that were more resilient to risk aversion, such as the utilities and consumer sectors.

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Change in NAV

Chart – Base 100 (14/06/2019)
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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 B-USD Cumulative Annualised

2.86 %

1.48 %

1.11 %

Since inception

14.57 %

1.47 %

Since 01/01/2019 1 year* 3 years* 5 years* Since inception
Cumulative

Share class (B-USD)

Benchmark

14.57 %

Annualised

Share class (B-USD)

Benchmark

2.86 %

1.48 %

1.11 %

1.47 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class B-USDBenchmarkShare class B-USDBenchmark
1 Year*3.02 %-3.53 %
3 Year *3.05 %-6.33 %
Max. monthly gain Since inception2.58 %
Max. monthly loss Since inception-3.10 %
Share class B-USD
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 3.02 % 3.05 %
Tracking Error
Max. monthly loss -3.10 %
Max. monthly gain 2.58 %
Max. drawdown -3.53 % -6.33 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
24/02/2010
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
USD
Distribution Policy
Distribution
Valuation frequency
Daily
ISIN Code
LU1005538647
AuM (fund)
101 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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