Edmond de Rothschild

Welcome to our Fund Center

This site provides extensive information about the ranges of Edmond de Rothschild Group funds. In particular, it provides simplified access to key fund-related data (performance, net asset values, features) and their commercial or legal documents.

Please enter your country and indicate which investor category you belong to:
Mobile Logo

EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (22/05/2018)
107.06 USD
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1005539371–
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
107.06 USD
Change in NAV (22/05/2018)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (22/05/2018)
107.06 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.
Contact

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%.

View more View less

Commentary 30/04/2018

The market went into Risk-on/Risk-off mode during April, depending on investor sentiment. The Chinese president's conciliatory tone early this month on custom's tariffs with the United States encouraged risk-taking by investors. They seemed to pay no attention to the tensions between Russia and America, following the US strikes on Syria. Risk appetite eased slightly following publication of euro zone figures that fell below expectations. But by the month end, equity indices had resumed their rise in the wake of good earnings reports from US and European companies. On the bond markets, the yield on the US 10-year T-Bond briefly topped 3%, it's highest since 2014, while in Europe ECB chief Mario Draghi remained evasive regarding the horizon for rate hikes. QuAM 5 portfolio allocation changed in-line with market sentiment, as well as with the widespread and sustained increase in volatility. The strategy benefited from the modest recovery in equity markets in the first part of the month, which enabled it to adjust equity exposure and position itself more defensively. The model turned from the Emerging Asia, South America and US regions to focus on European equity markets and bonds. As a result, exposure to European bond funds — less affected by the rate hikes (10 bps in Germany vs 20 bps in the United States) — has been increased. At the month end, the portfolio was re-indexed on European equities to benefit from a rebound driven by strong growth in large- to mid cap-stocks, IT and the materials sector.

View more View less

Change in NAV

Chart – Base 100 (22/05/2018)
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 D-USD Cumulative Annualised
Since 01/01/2018

-1.96 %

-1.96 %

1 Year

-0.46 %

-0.46 %

3 Year

-0.18 %

-0.06 %

Since inception

7.06 %

1.40 %

Since 01/01/2018 1 Year 3 Year 5 year Since inception
Cumulative

Share class (D-USD)

Benchmark

-1.96 %

-0.46 %

-0.18 %

7.06 %

Annualised

Share class (D-USD)

Benchmark

-0.46 %

-0.06 %

1.40 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class D-USDBenchmarkShare class D-USDBenchmark
1 Year*3.58 %-4.07 %
3 Year *1.99 %-4.07 %
Max. monthly gain Since inception2.59 %
Max. monthly loss Since inception-2.50 %
Share class D-USD
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 3.58 % 1.99 %
Tracking Error
Max. monthly loss -2.50 %
Max. monthly gain 2.59 %
Max. drawdown -4.07 % -4.07 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
20/06/2013
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
USD
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
1000000.00 USD EQ EUR
ISIN Code
LU1005539371
AuM (fund)
227 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
0,750 %
Current management fee
0.750 %
Subscription and redemption conditions
Every day before 4.00 pm at the day’s NAV, calculated one day later
Redemption fee
0.50 % max
Performance fee
15,000 %

Fund documentation

Select all

(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.

Top