Edmond de Rothschild

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EdR Fund QUAM 5 Defensive strategies

Defensive strategies
Change in NAV (12/10/2018)
98.99 USD
Edmond  de Rothschild Asset Management (Suisse) S.A.–LU1022721028–
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
98.99 USD
Change in NAV (12/10/2018)
3
1234567
Risk and reward profile
> 3 years
Recommended holding period
Change in NAV (12/10/2018)
98.99 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 28/09/2018

Headlines on the trade war followed one another throughout September. Between hopes of negotiation and threats by the United States, China was forced to cancel its meeting with US Treasury Secretary Steven Mnuchin. Meanwhile, President Trump imposed new customs duties on Chinese imports worth some $200 billion. The stalemate in US-Canada negotiations on Nafta also heightened investor risk aversion. Stock markets in Europe and Asia fell once again, particularly in sectors related to international trade. Only some US equity sectors continued to post new gains, with good macroeconomic numbers acting as a catalyst. In the second part of the month, investors began to reposition themselves following a slight drop in tensions on the international scene. The panic in the emerging markets was dampened by the hike in interest rates made by emerging central banks (Turkey and Russia) to save their currencies from collapsing. In the euro zone, inflation slowed to 2% in August and the ECB kept inflation forecasts and rates unchanged. The QuAM strategy's allocation maintained significant equity exposure through the month, with a total of around one-third of the portfolio invested in equities. To keep the risk budget under control, QuAM maintained monetary exposure at over 40% on average within this volatile environment. Equity exposure was largely positioned on US equities, and their share rose sharply. The technology sector had a negative effect on performance, impacted by trade tensions, in contrast to the growth sector, which generated a positive performance for the portfolio. Within the bond component, QuAM 5 has mostly gone back into high yield and corporate bonds.

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Change in NAV

Chart – Base 100 (12/10/2018)
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 E-USD Cumulative Annualised

-3.18 %

0.17 %

Since inception

-1.01 %

-0.30 %

Since 01/01/2018 1 year* 3 years* 5 years* Since inception
Cumulative

Share class (E-USD)

Benchmark

-1.01 %

Annualised

Share class (E-USD)

Benchmark

-3.18 %

0.17 %

-0.30 %

*Rolling periods

Annual performance



Statistics

VolatilityMax. drawdown
Share class E-USDBenchmarkShare class E-USDBenchmark
1 Year*3.35 %-4.15 %
3 Year *1.95 %-4.15 %
Max. monthly gain Since inception1.82 %
Max. monthly loss Since inception-2.49 %
Share class E-USD
Benchmark
1 Year* 3 Year * 1 Year* 3 Year *
Volatility 3.35 % 1.95 %
Tracking Error
Max. monthly loss -2.49 %
Max. monthly gain 1.82 %
Max. drawdown -4.15 % -4.15 %

Fund information

Inception Date (Fund)
04/11/2003
Inception Date (Part)
29/05/2015
Legal form
SICAV
Currency (fund)
EUR
Currency (share class)
USD
Distribution Policy
Accumulation
Valuation frequency
Daily
Minimum initial investment
5000000.00 USD EQ EUR
ISIN Code
LU1022721028
AuM (fund)
170 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
0,500 %
Current management fee
0.500 %
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

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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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